Embraer S.A. (EMBJ)'s 30-day implied volatility (IV30) was 45.3% at the close on October 30, 2026, up from 42.0% the day before, against a 52-week range of 26.7% to 400.0%. Its 20-day historical volatility was 41.9%.
Key numbers
30-day implied volatility (IV30): 45.3%
IV30 52-week range: 26.7% to 400.0% (median 40.9%)
Historical volatility: 20-day 41.9%, 1-year 39.4%
Implied move by the nearest expiration: ±2.7%
Data as of October 30, 2026.
EMBJ Implied Volatility (IV) vs Historical Volatility (HV)
The EMBJ IV term structure shows the implied volatility difference between different maturity dates.
