Cullen/Frost Bankers (CFR)'s 30-day implied volatility (IV30) was 28.4% at the close on October 23, 2026, up from 26.9% the day before, against a 52-week range of 18.3% to 34.7%. Its 20-day historical volatility was 18.9%.

Key numbers

30-day implied volatility (IV30): 28.4%
IV30 52-week range: 18.3% to 34.7% (median 24.8%)
Historical volatility: 20-day 18.9%, 1-year 22.6%
Implied move by the nearest expiration: ±1.7%

Data as of October 23, 2026.

CFR Implied Volatility (IV) vs Historical Volatility (HV)

Name: CFR Implied Volatility
Creator: Market Chameleon