Cadiz (CDZI)'s 30-day implied volatility (IV30) was 82.8% at the close on November 6, 2026, down from 83.7% the day before, against a 52-week range of 41.4% to 127.2%. Its 20-day historical volatility was 92.5%.
Key numbers
30-day implied volatility (IV30): 82.8%
IV30 52-week range: 41.4% to 127.2% (median 75.0%)
Historical volatility: 20-day 92.5%, 1-year 73.1%
Implied move by the nearest expiration: ±5.1%
Data as of November 6, 2026.
CDZI Implied Volatility (IV) vs Historical Volatility (HV)
The CDZI IV term structure shows the implied volatility difference between different maturity dates.
