iShares MSCI South Africa ETF (EZA)'s 30-day implied volatility (IV30) was 35.1% at the close on November 12, 2026, up from 32.6% the day before, against a 52-week range of 22.3% to 55.1%. Its 20-day historical volatility was 30.4%.

Key numbers

30-day implied volatility (IV30): 35.1%
IV30 52-week range: 22.3% to 55.1% (median 34.5%)
Historical volatility: 20-day 30.4%, 1-year 32.6%
Implied move by the nearest expiration: ±1.6%

Data as of November 12, 2026.

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

Name: EZA Implied Volatility
Creator: Market Chameleon