Innovator Defined Wealth Shield ETF (BALT)'s 30-day implied volatility (IV30) was 5.1% at the close on October 22, 2026, down from 11.1% the day before, against a 52-week range of 6.5% to 13.5%. Its 20-day historical volatility was 3.3%.

Key numbers

30-day implied volatility (IV30): 5.1%
IV30 52-week range: 6.5% to 13.5% (median 11.1%)
Historical volatility: 20-day 3.3%, 1-year 3.0%
Implied move by the nearest expiration: ±0.7%

Data as of October 22, 2026.

BALT Implied Volatility (IV) vs Historical Volatility (HV)

Name: BALT Implied Volatility
Creator: Market Chameleon