Churchill Downs (CHDN)'s 30-day implied volatility (IV30) was 39.5% at the close on October 21, 2026, up from 39.4% the day before, against a 52-week range of 21.1% to 46.8%. Its 20-day historical volatility was 38.9%.
Key numbers
30-day implied volatility (IV30): 39.5%
IV30 52-week range: 21.1% to 46.8% (median 34.8%)
Historical volatility: 20-day 38.9%, 1-year 35.9%
Implied move by the nearest expiration: ±2.5%
Data as of October 21, 2026.
CHDN Implied Volatility (IV) vs Historical Volatility (HV)
The CHDN IV term structure shows the implied volatility difference between different maturity dates.
