Emera Common Shares (EMA)'s 30-day implied volatility (IV30) was 21.9% at the close on October 28, 2026, down from 25.3% the day before, against a 52-week range of 12.8% to 29.4%. Its 20-day historical volatility was 20.7%.

Key numbers

30-day implied volatility (IV30): 21.9%
IV30 52-week range: 12.8% to 29.4% (median 17.6%)
Historical volatility: 20-day 20.7%, 1-year 17.0%
Implied move by the nearest expiration: ±1.7%

Data as of October 28, 2026.

EMA Implied Volatility (IV) vs Historical Volatility (HV)

Name: EMA Implied Volatility
Creator: Market Chameleon