Embraer S.A. (ERJ)
NYSE: ERJ
· Real-Time Price · USD
59.74
1.03 (1.75%)
At close: Aug 14, 2025, 3:59 PM
59.78
0.07%
Pre-market: Aug 15, 2025, 04:46 AM EDT
ERJ Option Overview
Overview for all option chains of ERJ. As of August 15, 2025, ERJ options have an IV of 170.58% and an IV rank of 454.23%. The volume is 1,529 contracts, which is 28.04% of average daily volume of 5,453 contracts. The volume put-call ratio is 0.47, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
170.58%IV Rank
454.23%Historical Volatility
48.87%IV Low
49% on Nov 29, 2024IV High
75.76% on Nov 15, 2024Open Interest (OI)
Today's Open Interest
97,122Put-Call Ratio
0.21Put Open Interest
17,034Call Open Interest
80,088Open Interest Avg (30-day)
89,533Today vs Open Interest Avg (30-day)
108.48%Option Volume
Today's Volume
1,529Put-Call Ratio
0.47Put Volume
492Call Volume
1,037Volume Avg (30-day)
5,453Today vs Volume Avg (30-day)
28.04%Option Chain Statistics
This table provides a comprehensive overview of all ERJ options grouped by their expiration dates.
Expiration | Call Vol | Put Vol | P/C Vol | Call OI | Put OI | P/C OI | Implied Volatility | Max Pain |
Aug 15, 2025 | 727 | 344 | 0.47 | 49,753 | 7,586 | 0.15 | 170.58% | 55 |
Sep 19, 2025 | 77 | 71 | 0.92 | 6,606 | 1,199 | 0.18 | 44.34% | 55 |
Oct 17, 2025 | 145 | 6 | 0.04 | 6,021 | 3,521 | 0.58 | 43.73% | 55 |
Jan 16, 2026 | 60 | 65 | 1.08 | 13,988 | 2,268 | 0.16 | 50.3% | 35 |
Feb 20, 2026 | 19 | 0 | 0 | 292 | 26 | 0.09 | 44.38% | 40 |
Mar 20, 2026 | 0 | 0 | 0 | 67 | 13 | 0.19 | 44.92% | 40 |
Apr 17, 2026 | 0 | 0 | 0 | 0 | 0 | 0 | 44.16% | 30 |
May 15, 2026 | 0 | 0 | 0 | 52 | 90 | 1.73 | 44.76% | 55 |
Aug 21, 2026 | 0 | 1 | 0 | 70 | 31 | 0.44 | 44.21% | 50 |
Nov 20, 2026 | 0 | 0 | 0 | 88 | 96 | 1.09 | 45.51% | 55 |
Jan 15, 2027 | 9 | 5 | 0.56 | 3,151 | 2,204 | 0.7 | 45.73% | 30 |