EMGF · IV Rank History

iShares Emerging Markets Equity Factor ETF · ETF

IV rank shows where EMGF'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.

EMGF's 30-day at-the-money implied volatility was 23.5% as of Oct 21, 2026. Its 52-week IV rank is 32 and its IV percentile is 41%: IV was lower on 41% of the past year's sessions. Over those 52 weeks it ranged from 15.8% (Jan 9, 2026) to 39.9% (Jun 10, 2026). On the 90-session window our screeners use, the IV rank is 20.

EMGF 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).

EMGF IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
32
0 = year low, 100 = year high
IV Percentile
41%
of past-year sessions had lower IV
90-Session IV Rank
20
used by our screeners
30-Day ATM IV
23.5%
1-year average 26.1%
52-Week IV High
39.9%
2026-06-10
52-Week IV Low
15.8%
2026-01-09
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is EMGF'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 EMGF 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.

EMGF implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 22.8% 25.1% 21.1% 16
Sep 2026 22.3% 23.7% 19.6% 13
Aug 2026 25.8% 31.6% 21.3% 13
Jul 2026 34.7% 37.5% 31.1% 67
Jun 2026 35.6% 39.9% 30.9% 80
May 2026 28.2% 31.2% 24.9% 54
Apr 2026 27.4% 35.0% 24.3% 51
Mar 2026 32.2% 38.8% 23.0% 82
Feb 2026 21.3% 23.7% 19.7% 29
Jan 2026 17.6% 19.8% 15.8% 10
Dec 2025 21.7% 29.8% 16.1% 31
Nov 2025 25.0% 35.0% 19.4% 69
Oct 2025 18.7% 22.5% 16.9% 30
Sep 2025 18.3% 23.5% 15.6% 16
Aug 2025 18.0% 25.4% 15.5% 12
Jul 2025 17.8% 20.9% 16.0% 8
Jun 2025 21.5% 26.9% 15.8% 20
May 2025 26.7% 32.8% 21.2% 47
Apr 2025 26.7% 39.6% 19.9% 49
Mar 2025 20.3% 23.0% 17.7% 26
Feb 2025 23.1% 29.7% 18.4% 39
Jan 2025 23.1% 28.5% 14.9% 34
Dec 2024 29.7% 34.4% 20.9% 66
Nov 2024 30.6% 35.7% 27.0% 80
Oct 2024 23.9% 29.1% 20.4% 59
Sep 2024 22.2% 25.6% 19.5% 58
Aug 2024 22.4% 28.7% 17.9% 61
Jul 2024 20.8% 27.3% 17.8% 56
Jun 2024 22.6% 26.8% 20.4% 70
May 2024 18.5% 25.7% 13.0% 35
Apr 2024 16.6% 24.3% 14.7% 43
Mar 2024 14.9% 21.0% 13.0% 30
Feb 2024 15.7% 19.4% 12.7% 14
Jan 2024 18.4% 29.8% 15.8% 18
Dec 2023 13.0% 24.7% 5.9% 9
Nov 2023 16.1% 23.4% 8.0% 6
Oct 2023 37.5% 76.1% 15.4% 41
Sep 2023 19.2% 56.9% 12.4% 15
Aug 2023 57.9% 77.7% 16.9% 83
Jul 2023 20.9% 36.7% 14.4% 64
Jun 2023 16.1% 24.3% 9.2% 60
May 2023 13.4% 17.2% 9.7% 100

EMGF IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 20 23.5% —
2026-10-20 25 24.6% —
2026-10-19 24 24.5% —
2026-10-16 27 25.1% —
2026-10-15 20 23.6% —
2026-10-14 17 23.0% 52.8%
2026-10-13 8 21.1% 39.1%
2026-10-12 9 21.5% 34.8%
2026-10-09 13 22.2% 25.6%
2026-10-08 8 21.2% 21.9%
2026-10-07 13 22.2% 20.8%
2026-10-06 12 22.0% 21.0%
2026-10-05 15 22.7% 21.2%
2026-10-02 14 22.4% 20.5%
2026-10-01 17 23.0% 22.0%
2026-09-30 19 23.4% 22.6%
2026-09-29 18 23.3% 22.7%
2026-09-28 20 23.7% 22.8%
2026-09-25 14 22.3% 20.9%
2026-09-24 20 23.6% —
2026-09-23 18 23.1% —
2026-09-22 17 22.9% —
2026-09-21 16 22.7% —
2026-09-18 11 21.9% —
2026-09-17 16 22.8% —
2026-09-16 16 22.8% 42.3%
2026-09-15 16 22.8% 35.4%
2026-09-14 16 22.8% 29.8%
2026-09-11 14 22.4% 28.7%
2026-09-10 17 23.0% 24.0%

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.