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Embraer S EMBJ 76.95 1.88 2.5%

EMBJ Historical Options Analysis

Explore EMBJ (Embraer S) 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

EMBJ / Comparative study

3 signals / 121 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.64
49.96
Mean
34.18
Window
--
ATM IV z -0.37
0.4
Mean
0.41
Window
-14.5%
IV Percentile z -0.13
29.17
Mean
33.35
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.69 0.93
ATM IV 0.69 1.00 0.72
IV Percent... 0.93 0.72 1.00
Source observations

Data inspector

1-50 of 121
  • 1 / 3
Date Close IV Rank ATM IV IV Percentile
2026-09-21 76.95 49.96 0.4 29.17
2026-09-18 75.07 38.68 0.39 19.33
2026-09-17 74.55 45.51 0.4 23.73
2026-09-16 74.01 48.11 0.4 27.35
2026-09-15 74.08 47.98 0.4 26.72
2026-09-14 75 46.46 0.4 25.22
2026-09-11 75.49 29.62 0.37 14.04
2026-09-10 74.75 34.85 0.38 16.81
2026-09-09 74.33 33.9 0.38 16.07
2026-09-08 73.91 43.26 0.39 20.72
2026-09-07 73.81 27.66 0.37 13.64
2026-09-04 73.81 27.37 0.37 12.84
2026-09-03 73.61 31.16 0.37 12.96
2026-09-02 72.21 39.71 0.39 15.89
2026-09-01 71.71 40.71 0.39 16.04
2026-08-31 71.56 27.23 0.37 12.38
2026-08-28 72.54 0 0.33 0
2026-08-27 75.44 0 0.34 0
2026-08-26 75.27 3.42 0.35 1.96
2026-08-25 74.63 2.64 0.35 0.99
2026-08-24 76.26 0 0.34 0
2026-08-21 75.95 0 0.35 0
2026-08-20 75.08 0 0.35 0
2026-08-19 77.75 6.16 0.36 2.06
2026-08-18 77.08 0 0.35 0
2026-08-17 77.15 6.01 0.36 1.05
2026-08-14 75.38 0 0.35 0
2026-08-13 74.22 0 0.36 0
2026-08-12 73.96 12.38 0.38 1.09
2026-08-11 71.39 0 0.36 0
2026-08-10 73.8 5.18 0.39 2.22
2026-08-07 73.01 37.96 0.42 31.46
2026-08-06 71.93 37.57 0.42 28.41
2026-08-05 72.78 37.81 0.42 29.89
2026-08-04 70.52 43.01 0.42 39.53
2026-08-03 70.94 82.58 0.46 92.94
2026-07-31 68.33 100 0.48 100
2026-07-30 68.11 80.91 0.46 91.57
2026-07-29 67.66 91.42 0.47 96.34
2026-07-28 69.09 85.49 0.46 96.3
2026-07-27 67.99 68.19 0.44 87.5
2026-07-24 64.93 51.29 0.43 51.9
2026-07-23 65.47 53.72 0.43 58.97
2026-07-22 66.05 58.29 0.44 70.13
2026-07-21 65.47 77.8 0.45 89.47
2026-07-20 65.93 80.99 0.46 94.67
2026-07-17 64.09 66.31 0.44 86.49
2026-07-16 64.37 63.94 0.44 82.19
2026-07-15 64.9 24.82 0.41 8.33
2026-07-14 64.91 57.42 0.44 73.24