Churchill Downs (CHDN)'s 30-day implied volatility (IV30) was 33.7% at the close on November 6, 2026, up from 33.1% 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): 33.7%
IV30 52-week range: 21.1% to 46.8% (median 35.1%)
Historical volatility: 20-day 38.9%, 1-year 35.8%
Implied move by the nearest expiration: ±2.0%
Data as of November 6, 2026.
CHDN Implied Volatility (IV) vs Historical Volatility (HV)
The CHDN IV term structure shows the implied volatility difference between different maturity dates.
