EEM Implied Volatility
EEM $61.82 · Updated Oct 26, 4:00 PM ET
EEM at-the-money implied volatility is 30.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 26.0%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 62 | 30.1% |
| Nov 6, 2026 | 11 | 62 | 28.2% |
| Nov 13, 2026 | 18 | 62 | 27.3% |
| Nov 20, 2026 | 25 | 62 | 26.7% |
| Nov 27, 2026 | 32 | 62 | 26.0% |
| Dec 4, 2026 | 39 | 62 | 25.5% |
| Dec 18, 2026 | 53 | 62 | 25.3% |
| Dec 31, 2026 | 66 | 62 | 26.4% |
| Jan 15, 2027 | 81 | 62 | 24.8% |
| Mar 19, 2027 | 144 | 62 | 25.0% |
| Mar 31, 2027 | 156 | 62 | 26.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 55 | 71.5% | 57.7% |
| 56 | 68.4% | 53.4% |
| 57 | 46.9% | 49.3% |
| 58 | 44.5% | 42.0% |
| 59 | 39.3% | 36.8% |
| 60 | 38.4% | 34.3% |
| 61 | 31.9% | 32.6% |
| 61.5 | 32.2% | 31.1% |
| 62 | 30.9% | 29.2% |
| 62.5 | 31.6% | 29.1% |
| 63 | 26.6% | 30.6% |
| 63.5 | 32.9% | 27.1% |
| 64 | 28.3% | 45.5% |
| 64.5 | 32.3% | 0.0% |
| 65 | 29.6% | 0.0% |
| 65.5 | 31.6% | 0.0% |
| 66 | 32.9% | 0.0% |
How this is calculated: Implied Volatility methodology