Cal-Maine Foods (CALM)'s 30-day implied volatility (IV30) was 35.4% at the close on October 26, 2026, up from 34.9% the day before, against a 52-week range of 24.8% to 48.2%. Its 20-day historical volatility was 36.2%.
Key numbers
30-day implied volatility (IV30): 35.4%
IV30 52-week range: 24.8% to 48.2% (median 33.1%)
Historical volatility: 20-day 36.2%, 1-year 32.4%
Implied move by the nearest expiration: ±2.2%
Data as of October 26, 2026.
CALM Implied Volatility (IV) vs Historical Volatility (HV)
The CALM IV term structure shows the implied volatility difference between different maturity dates.
