Cullen/Frost Bankers (CFR)'s 30-day implied volatility (IV30) was 21.2% at the close on November 11, 2026, against a 52-week range of 18.3% to 33.7%. Its 20-day historical volatility was 23.9%.
Key numbers
30-day implied volatility (IV30): 21.2%
IV30 52-week range: 18.3% to 33.7% (median 24.6%)
Historical volatility: 20-day 23.9%, 1-year 22.8%
Implied move by the nearest expiration: ±1.3%
Data as of November 11, 2026.
CFR Implied Volatility (IV) vs Historical Volatility (HV)
The CFR IV term structure shows the implied volatility difference between different maturity dates.
