iShares MSCI Eafe Small-Cap ETF (SCZ)'s 30-day implied volatility (IV30) was 15.2% at the close on October 16, 2026, up from 14.1% the day before, against a 52-week range of 8.5% to 30.7%. Its 20-day historical volatility was 12.1%.

Key numbers

30-day implied volatility (IV30): 15.2%
IV30 52-week range: 8.5% to 30.7% (median 15.3%)
Historical volatility: 20-day 12.1%, 1-year 15.4%
Implied move by the nearest expiration: ±1.0%

Data as of October 16, 2026.

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

Name: SCZ Implied Volatility
Creator: Market Chameleon