EMA (Emera Incorporated)

Historical IV Rank & Volatility Regime

IV Rank measures where EMA's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on EMA are priced rich or cheap relative to its own recent regime.

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.

EMA IV Rank Summary
Current
39%
Subdued — neutral to long-vol
30-Day Avg
31%
60-Day Avg
32%
90-Day Avg
35%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in EMA's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
EMA IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260925 39% 0.6%
20260924 32% 0.6%
20260923 39% 0.6%
20260922 38% 0.6%
20260921 43% 0.6%
20260918 31% 0.6%
20260917 30% 0.6%
20260916 20% 0.5%
20260915 3% 0.4%
20260914 25% 0.5%
20260911 22% 0.5%
20260910 22% 0.5%
20260909 19% 0.5%
20260908 17% 0.5%
20260904 14% 0.5%
20260903 20% 0.5%
20260902 40% 0.6%
20260901 49% 0.7%
20260831 59% 0.7%
20260828 26% 0.5%
20260827 40% 0.6%
20260826 31% 0.6%
20260825 43% 0.6%
20260824 35% 0.6%
20260821 45% 0.7%
20260820 42% 0.6%
20260819 27% 0.6%
20260818 27% 0.5%
20260817 34% 0.6%
20260814 24% 0.5%
20260813 0% 0.4%
20260812 27% 0.6%
20260811 11% 0.5%
20260810 11% 0.5%
20260806 13% 0.5%
20260805 67% 0.8%
20260804 46% 0.7%
20260803 83% 0.9%
20260731 52% 0.7%
20260730 47% 0.7%
20260729 48% 0.7%
20260728 55% 0.7%
20260727 51% 0.7%
20260724 42% 0.6%
20260723 38% 0.6%
20260722 42% 0.6%
20260721 30% 0.6%
20260720 31% 0.6%
20260716 26% 0.5%
20260715 23% 0.5%
20260714 18% 0.5%
20260713 22% 0.5%
20260710 8% 0.4%
20260709 17% 0.5%
20260708 10% 0.5%
20260707 16% 0.5%
20260706 10% 0.5%
20260702 57% 0.7%
20260701 60% 0.7%
20260630 46% 0.7%
20260629 50% 0.7%
20260626 12% 0.5%
20260625 29% 0.6%
20260624 30% 0.6%
20260623 23% 0.5%
20260622 31% 0.6%
20260618 13% 0.5%
20260617 26% 0.5%
20260616 31% 0.6%
20260615 24% 0.5%
20260613 13% 0.5%
20260612 8% 0.4%
20260611 13% 0.5%
20260610 12% 0.5%
20260609 0% 0.4%
20260608 24% 0.5%
20260605 7% 0.4%
20260604 11% 0.5%
20260603 20% 0.5%
20260602 100% 1.0%
20260601 100% 0.9%
20260529 95% 0.8%
20260528 80% 0.8%
20260527 66% 0.7%
20260526 75% 0.7%
20260522 65% 0.7%
20260521 64% 0.7%
20260520 61% 0.7%
20260519 58% 0.7%