CDW (CDW)'s 30-day implied volatility (IV30) was 51.6% at the close on October 16, 2026, up from 51.5% the day before, against a 52-week range of 25.4% to 56.8%. Its 20-day historical volatility was 39.4%.
Key numbers
30-day implied volatility (IV30): 51.6%
IV30 52-week range: 25.4% to 56.8% (median 40.9%)
Historical volatility: 20-day 39.4%, 1-year 39.0%
Implied move by the nearest expiration: ±2.5%
Data as of October 16, 2026.
CDW Implied Volatility (IV) vs Historical Volatility (HV)
The CDW IV term structure shows the implied volatility difference between different maturity dates.
