Embraer S.A. (EMBJ)'s 30-day implied volatility (IV30) was 43.4% at the close on October 21, 2026, down from 43.8% the day before, against a 52-week range of 26.7% to 400.0%. Its 20-day historical volatility was 37.1%.
Key numbers
30-day implied volatility (IV30): 43.4%
IV30 52-week range: 26.7% to 400.0% (median 40.8%)
Historical volatility: 20-day 37.1%, 1-year 38.8%
Implied move by the nearest expiration: ±2.8%
Data as of October 21, 2026.
EMBJ Implied Volatility (IV) vs Historical Volatility (HV)
The EMBJ IV term structure shows the implied volatility difference between different maturity dates.
