EDZ · IV Rank History

Direxion Daily MSCI Emerging Markets Bear 3X ETF · ETF

Embed EDZ IV rank

EDZ's 30-day IV rank (90 sessions) with its 52-week rank, at-the-money IV and a 90-session trend. Updates after each close. Paste the code into any web page or blog post. Email newsletters drop iframes, so link to the page there.

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IV rank shows where EDZ's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

EDZ's 30-day at-the-money implied volatility was 98.8% as of Nov 9, 2026. Its 52-week IV rank is 58 and its IV percentile is 77%: IV was lower on 77% of the past year's sessions. Over those 52 weeks it ranged from 39.5% (Dec 18, 2025) to 142.0% (Jul 9, 2026). On the 90-session window our screeners use, the IV rank is 46.

EDZ IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

EDZ IV rank and implied volatility as of 2026-11-09

52-Week IV Rank
58
0 = year low, 100 = year high
IV Percentile
77%
of past-year sessions had lower IV
90-Session IV Rank
46
used by our screeners
30-Day ATM IV
98.8%
1-year average 79.9%
7-Day ATM IV
98.8%
90-session rank 18
52-Week IV High
142.0%
2026-07-09
52-Week IV Low
39.5%
2025-12-18
History Since
2023-05-02
813 sessions

How these are measured. Implied volatility here is EDZ's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means EDZ options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

EDZ implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Nov 2026 (to date) 91.5% 101.0% 80.8% 38
Oct 2026 72.6% 82.4% 65.8% 14
Sep 2026 70.0% 75.4% 61.2% 10
Aug 2026 84.2% 102.9% 64.9% 24
Jul 2026 114.1% 142.0% 94.7% 67
Jun 2026 106.2% 121.0% 71.5% 77
May 2026 90.0% 113.7% 66.3% 61
Apr 2026 88.8% 99.1% 80.7% 62
Mar 2026 99.9% 118.2% 86.9% 88
Feb 2026 70.2% 98.5% 58.4% 71
Jan 2026 51.2% 60.5% 46.3% 33
Dec 2025 47.6% 57.4% 39.5% 17
Nov 2025 58.5% 67.3% 51.9% 21
Oct 2025 52.7% 65.8% 43.5% 10
Sep 2025 60.4% 75.6% 47.9% 16
Aug 2025 56.7% 90.7% 40.2% 12
Jul 2025 62.9% 169.0% 41.1% 17
Jun 2025 64.7% 98.3% 43.3% 22
May 2025 58.6% 73.3% 48.7% 20
Apr 2025 83.8% 143.4% 52.5% 51
Mar 2025 62.0% 93.9% 50.2% 44
Feb 2025 56.1% 74.7% 46.0% 34
Jan 2025 51.7% 66.9% 43.0% 26
Dec 2024 53.3% 72.2% 37.8% 27
Nov 2024 59.1% 79.2% 35.4% 36
Oct 2024 67.1% 96.3% 49.8% 49
Sep 2024 50.5% 59.6% 40.2% 28
Aug 2024 57.6% 101.1% 42.3% 40
Jul 2024 48.8% 63.5% 35.8% 32
Jun 2024 49.3% 71.4% 40.4% 33
May 2024 48.9% 73.3% 31.1% 30
Apr 2024 48.9% 86.4% 37.9% 39
Mar 2024 42.3% 53.6% 37.4% 17
Feb 2024 44.9% 48.0% 41.8% 21
Jan 2024 48.7% 55.4% 45.1% 48
Dec 2023 45.7% 49.5% 41.5% 32
Nov 2023 46.2% 49.9% 43.8% 35
Oct 2023 53.5% 58.0% 49.2% 76
Sep 2023 46.3% 57.1% 39.8% 22
Aug 2023 51.2% 56.1% 45.5% 13
Jul 2023 46.6% 49.2% 42.2% 8
Jun 2023 43.6% 47.8% 38.2% 4
May 2023 54.5% 140.6% 43.3% 8

EDZ IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-11-09 46 98.8% 98.8%
2026-11-06 42 95.3% 102.0%
2026-11-05 49 101.0% 118.4%
2026-11-04 24 80.8% 89.4%
2026-11-02 25 81.8% 88.5%
2026-10-30 20 77.8% —
2026-10-29 22 78.8% —
2026-10-27 13 72.1% —
2026-10-26 20 77.2% —
2026-10-23 26 82.4% —
2026-10-22 23 80.1% —
2026-10-20 19 76.8% —
2026-10-19 16 73.9% —
2026-10-16 15 73.4% —
2026-10-15 9 68.8% —
2026-10-13 7 66.5% 113.1%
2026-10-12 6 66.1% 85.9%
2026-10-09 7 66.9% 71.9%
2026-10-08 6 65.8% 65.8%
2026-10-07 9 68.3% 71.2%
2026-10-06 9 68.2% 70.9%
2026-10-05 9 68.5% 68.5%
2026-10-02 19 76.8% 90.3%
2026-10-01 12 71.3% 73.0%
2026-09-30 11 69.8% 69.6%
2026-09-29 11 69.9% 69.9%
2026-09-28 16 73.9% 73.7%
2026-09-25 6 66.4% 64.2%
2026-09-24 12 71.3% —
2026-09-23 14 72.6% —

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.