iShares MSCI Brazil Small-Cap ETF (EWZS)'s 30-day implied volatility (IV30) was 38.0% at the close on November 5, 2026, down from 38.8% the day before, against a 52-week range of 14.6% to 94.8%. Its 20-day historical volatility was 46.1%.

Key numbers

30-day implied volatility (IV30): 38.0%
IV30 52-week range: 14.6% to 94.8% (median 28.0%)
Historical volatility: 20-day 46.1%, 1-year 34.2%
Implied move by the nearest expiration: ±2.7%

Data as of November 5, 2026.

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

Name: EWZS Implied Volatility
Creator: Market Chameleon