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Direxion Daily MSCI Emerging Markets EDZ 13.47 -1.12 -7.68%

EDZ Historical Options Analysis

Explore EDZ (Direxion Daily MSCI Emerging Markets) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EDZ / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.19
35.77
Mean
17.7
Window
+112.4%
ATM IV z -0.00
0.91
Mean
0.91
Window
+53.1%
IV Percentile z -0.51
47.79
Mean
62.24
Window
-42.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.74 0.66
ATM IV 0.74 1.00 0.58
IV Percent... 0.66 0.58 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 13.47 35.77 0.91 47.79
2026-09-18 14.59 37.77 0.94 52.4
2026-09-17 14.66 43.85 1.06 67.6
2026-09-16 15.49 38.16 0.95 53.6
2026-09-15 15.46 15.23 0.99 59.2
2026-09-14 15.34 15.72 1.01 62.65
2026-09-11 14.18 9.93 0.73 37.2
2026-09-10 14.7 15.81 1.01 62
2026-09-09 13.8 14.68 0.96 54.4
2026-09-08 13.6 12.34 0.85 44.8
2026-09-07 13.64 11.64 0.81 41.77
2026-09-04 13.63 10.95 0.78 40.8
2026-09-03 14.39 10.35 0.75 40.4
2026-09-02 14.62 13.68 0.91 48.8
2026-09-01 14.87 15.31 0.99 59.04
2026-08-31 14.75 15.87 1.02 62.9
2026-08-28 14.61 8.19 0.64 28.51
2026-08-27 14.32 9.91 0.73 38.96
2026-08-26 14.56 9.26 0.7 34.94
2026-08-25 14.49 12.96 0.88 46.18
2026-08-24 15.27 10.14 0.74 39.52
2026-08-21 14.66 9.87 0.73 38.15
2026-08-20 14.93 12.27 0.84 43.37
2026-08-19 15.33 13.08 0.88 45.38
2026-08-18 15.83 21.45 1.29 84.34
2026-08-17 14.6 13.71 0.91 47.18
2026-08-14 15.07 13.17 1.01 58.23
2026-08-13 15.01 9.61 0.8 40.56
2026-08-12 15.16 10.03 0.83 41.37
2026-08-11 15.89 10.66 0.86 43.37
2026-08-10 16.09 7.19 0.66 29.84
2026-08-07 15.7 11.74 0.93 45.78
2026-08-06 16.18 12.41 0.96 51.41
2026-08-05 15.64 13.99 1.06 62.25
2026-08-04 15.48 13.95 1.05 62.25
2026-08-03 16.78 15.67 1.15 69.35
2026-07-31 16.9 13.56 1.03 61.45
2026-07-30 17.35 17.17 1.24 77.51
2026-07-29 19.78 10.25 0.84 43.37
2026-07-28 18.56 17.49 1.26 80.32
2026-07-27 17.51 16.11 1.18 71.77
2026-07-24 17.81 15.42 1.14 69.08
2026-07-23 16.82 18.54 1.32 85.54
2026-07-22 16.49 19.51 1.38 89.16
2026-07-21 16.25 20.04 1.41 89.96
2026-07-20 17.71 17.58 1.27 81.85
2026-07-17 17.89 19.27 1.36 88.76
2026-07-16 17.14 18.27 1.31 85.14
2026-07-15 16.11 20.26 1.42 90.76
2026-07-14 16.06 18.38 1.31 85.94