iShares MSCI Brazil ETF (EWZ)'s 30-day implied volatility (IV30) was 61.6% at the close on October 21, 2026, up from 60.6% the day before, against a 52-week range of 18.9% to 62.2%. Its 20-day historical volatility was 27.5%.

Key numbers

30-day implied volatility (IV30): 61.6%
IV30 52-week range: 18.9% to 62.2% (median 27.8%)
Historical volatility: 20-day 27.5%, 1-year 25.5%
Implied move by the nearest expiration: ±2.3%

Data as of October 21, 2026.

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

Name: EWZ Implied Volatility
Creator: Market Chameleon