CDW (CDW)'s 30-day implied volatility (IV30) was 50.7% at the close on October 19, 2026, down from 51.6% the day before, against a 52-week range of 25.4% to 56.8%. Its 20-day historical volatility was 40.9%.
Key numbers
30-day implied volatility (IV30): 50.7%
IV30 52-week range: 25.4% to 56.8% (median 40.9%)
Historical volatility: 20-day 40.9%, 1-year 39.1%
Implied move by the nearest expiration: ±3.2%
Data as of October 19, 2026.
CDW Implied Volatility (IV) vs Historical Volatility (HV)
The CDW IV term structure shows the implied volatility difference between different maturity dates.
