VWO · IV Rank History

Vanguard FTSE Emerging Markets ETF · ETF

IV rank shows where VWO'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.

VWO's 30-day at-the-money implied volatility was 17.2% as of Oct 21, 2026. Its 52-week IV rank is 24 and its IV percentile is 34%: IV was lower on 34% of the past year's sessions. Over those 52 weeks it ranged from 11.6% (Sep 4, 2026) to 34.6% (Mar 26, 2026). On the 90-session window our screeners use, the IV rank is 38.

VWO 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).

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

52-Week IV Rank
24
0 = year low, 100 = year high
IV Percentile
34%
of past-year sessions had lower IV
90-Session IV Rank
38
used by our screeners
30-Day ATM IV
17.2%
1-year average 20.5%
52-Week IV High
34.6%
2026-03-26
52-Week IV Low
11.6%
2026-09-04
History Since
2023-05-02
838 sessions

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

VWO implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 15.7% 18.3% 13.3% 22
Sep 2026 14.5% 18.9% 11.6% 13
Aug 2026 16.9% 20.9% 11.9% 5
Jul 2026 22.3% 25.8% 18.9% 14
Jun 2026 26.3% 32.9% 22.3% 51
May 2026 25.5% 28.1% 22.8% 57
Apr 2026 24.8% 31.7% 21.1% 54
Mar 2026 28.9% 34.6% 24.2% 85
Feb 2026 19.4% 24.7% 17.5% 29
Jan 2026 16.3% 21.9% 13.4% 12
Dec 2025 15.9% 28.8% 13.0% 11
Nov 2025 19.7% 27.4% 14.5% 27
Oct 2025 17.8% 40.4% 13.1% 23
Sep 2025 15.1% 23.4% 13.0% 24
Aug 2025 15.0% 23.3% 12.8% 16
Jul 2025 15.2% 24.0% 12.0% 12
Jun 2025 15.9% 24.5% 12.9% 12
May 2025 17.7% 24.9% 14.3% 18
Apr 2025 23.3% 37.0% 17.3% 44
Mar 2025 19.6% 32.3% 14.0% 31
Feb 2025 17.4% 27.1% 13.7% 21
Jan 2025 17.3% 26.7% 13.6% 20
Dec 2024 19.4% 35.5% 12.7% 31
Nov 2024 21.5% 30.0% 16.8% 44
Oct 2024 21.1% 34.7% 17.5% 44
Sep 2024 15.7% 20.3% 13.5% 22
Aug 2024 18.7% 32.6% 12.4% 36
Jul 2024 14.9% 27.2% 11.1% 23
Jun 2024 16.8% 31.3% 12.2% 34
May 2024 14.3% 29.1% 11.3% 29
Apr 2024 14.7% 23.4% 12.7% 54
Mar 2024 12.4% 13.4% 10.1% 30
Feb 2024 14.1% 15.2% 12.9% 44
Jan 2024 15.2% 17.0% 14.0% 59
Dec 2023 14.0% 15.4% 10.8% 38
Nov 2023 14.7% 16.0% 13.8% 41
Oct 2023 16.9% 18.2% 15.6% 80
Sep 2023 14.2% 16.7% 12.2% 36
Aug 2023 15.9% 17.4% 13.5% 72
Jul 2023 14.7% 15.3% 13.0% 57
Jun 2023 13.3% 14.8% 12.4% 15
May 2023 14.9% 16.4% 13.6% —

VWO IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 38 17.2% —
2026-10-20 36 17.5% —
2026-10-19 33 17.5% —
2026-10-16 37 18.3% —
2026-10-15 21 15.3% —
2026-10-14 18 15.3% 18.3%
2026-10-13 17 15.2% 20.4%
2026-10-12 16 14.9% 17.9%
2026-10-09 15 14.9% 15.1%
2026-10-08 19 15.7% 13.0%
2026-10-07 19 15.6% 13.3%
2026-10-06 8 13.3% 15.7%
2026-10-05 16 14.9% 23.4%
2026-10-02 16 15.1% 11.4%
2026-10-01 15 14.7% 13.1%
2026-09-30 18 15.3% 12.8%
2026-09-29 10 13.7% 12.5%
2026-09-28 16 15.0% 14.9%
2026-09-25 14 14.5% 13.5%
2026-09-24 15 14.8% —
2026-09-23 17 15.3% —
2026-09-22 34 18.9% —
2026-09-21 14 14.5% —
2026-09-18 10 13.6% —
2026-09-17 6 12.8% —
2026-09-16 23 16.5% 20.1%
2026-09-15 7 13.2% 21.1%
2026-09-14 13 14.4% 20.6%
2026-09-11 12 14.1% 16.4%
2026-09-10 21 16.0% 20.1%

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.