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
42%
Subdued — neutral to long-vol
30-Day Avg
27%
60-Day Avg
41%
90-Day Avg
46%
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
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%
20260518 54% 0.7%
20260515 63% 0.7%
20260514 65% 0.7%
20260513 48% 0.6%
20260512 35% 0.6%
20260511 72% 0.7%
20260510 61% 0.7%
20260508 58% 0.7%
20260507 44% 0.6%
20260506 57% 0.7%
20260505 46% 0.6%
20260504 37% 0.6%
20260502 88% 0.8%
20260501 84% 0.8%
20260430 100% 0.9%
20260429 100% 0.8%
20260428 88% 0.7%
20260427 71% 0.7%
20260424 73% 0.7%
20260423 68% 0.7%
20260422 59% 0.6%
20260421 62% 0.6%
20260420 43% 0.6%
20260417 56% 0.6%
20260416 51% 0.6%
20260415 65% 0.6%
20260414 44% 0.6%
20260413 36% 0.5%
20260410 24% 0.5%
20260409 25% 0.5%
20260408 29% 0.5%
20260407 40% 0.6%
20260406 19% 0.5%
20260402 12% 0.4%
20260401 73% 0.7%
20260331 52% 0.6%
20260330 41% 0.6%
20260327 63% 0.6%
20260326 67% 0.7%
20260325 69% 0.7%
20260324 71% 0.7%
20260323 68% 0.7%
20260320 63% 0.6%
20260319 50% 0.6%