iShares MSCI South Africa ETF (EZA)'s 30-day implied volatility (IV30) was 25.0% at the close on October 22, 2026, down from 30.8% the day before, against a 52-week range of 20.4% to 55.1%. Its 20-day historical volatility was 23.9%.

Key numbers

30-day implied volatility (IV30): 25.0%
IV30 52-week range: 20.4% to 55.1% (median 34.2%)
Historical volatility: 20-day 23.9%, 1-year 32.6%
Implied move by the nearest expiration: ±1.9%

Data as of October 22, 2026.

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

Name: EZA Implied Volatility
Creator: Market Chameleon