CDW (CDW)'s 30-day implied volatility (IV30) was 46.5% at the close on November 6, 2026, down from 47.7% the day before, against a 52-week range of 25.4% to 64.7%. Its 20-day historical volatility was 41.1%.
Key numbers
30-day implied volatility (IV30): 46.5%
IV30 52-week range: 25.4% to 64.7% (median 41.5%)
Historical volatility: 20-day 41.1%, 1-year 40.2%
Implied move by the nearest expiration: ±3.1%
Data as of November 6, 2026.
CDW Implied Volatility (IV) vs Historical Volatility (HV)
The CDW IV term structure shows the implied volatility difference between different maturity dates.
