EEM Implied Volatility
EEM $61.82 · Updated Oct 26, 4:00 PM ET
EEM at-the-money implied volatility is 34.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 27.9%. 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 | 34.7% |
| Nov 6, 2026 | 11 | 62 | 30.5% |
| Nov 13, 2026 | 18 | 62 | 29.4% |
| Nov 20, 2026 | 25 | 62 | 28.5% |
| Nov 27, 2026 | 32 | 62 | 27.9% |
| Dec 4, 2026 | 39 | n/a | n/a |
| Dec 18, 2026 | 53 | 62 | 30.7% |
| Dec 31, 2026 | 66 | 62 | 33.1% |
| Jan 15, 2027 | 81 | 62 | 27.5% |
| Mar 19, 2027 | 144 | 62 | 27.4% |
| Mar 31, 2027 | 156 | 62 | 34.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 55 | n/a | 57.8% |
| 56 | 70.3% | 53.1% |
| 57 | n/a | 55.9% |
| 58 | 64.8% | 45.5% |
| 59 | 58.8% | 41.6% |
| 60 | 48.9% | 36.5% |
| 61 | 37.6% | 37.2% |
| 61.5 | 36.9% | 34.2% |
| 62 | 35.4% | 33.9% |
| 62.5 | 34.3% | 35.4% |
| 63 | 33.6% | 40.1% |
| 63.5 | 41.2% | 38.9% |
| 64 | 33.0% | 70.8% |
| 64.5 | 37.7% | 40.3% |
| 65 | 34.0% | 37.7% |
| 65.5 | 35.4% | 41.8% |
| 66 | 35.9% | 53.9% |
How this is calculated: Implied Volatility methodology