MXEA Implied Volatility
MXEA options trade at a 30-day at-the-money implied volatility of 15.0%, an IV rank of 36 out of 100 over the past year. This page breaks down MXEA's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 23, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
MXEA 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 15.0% |
| IV rank (1 year) | 36 / 100 |
| IV percentile (1 year) | 50% |
| Expected move (front expiration) | ±4.3% |
| 25Δ skew (front) | +0.7 pts |
An IV rank of 36 places current implied volatility in the lower part of its 52-week range.
MXEA IV Rank History
MXEA IV rank (0–100), past year.
IV rank has fallen from 100 in May '26 to 36 today. An IV percentile of 50% means implied volatility was lower than today on 50% of trading days in the past year.
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MXEA Options FAQ
What is the implied volatility of MXEA options?
MXEA options trade at a 30-day at-the-money implied volatility of 15.0% as of Aug 23, 2026. That is an IV rank of 36 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is MXEA implied volatility high or low right now?
By its own 52-week standards, MXEA implied volatility is currently low: IV rank is 36 out of 100 as of Aug 23, 2026.
What move do MXEA options imply before the next expiration?
Front-expiration MXEA options imply a one-standard-deviation move of ±4.3% as of Aug 23, 2026, derived from at-the-money option prices.
What is the difference between MXEA's IV rank and IV percentile?
IV rank (currently 36) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 50%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.