Clearwater Paper (CLW)'s 30-day implied volatility (IV30) was 67.2% at the close on October 22, 2026, up from 59.3% the day before, against a 52-week range of 28.0% to 70.2%. Its 20-day historical volatility was 58.8%.
Key numbers
30-day implied volatility (IV30): 67.2%
IV30 52-week range: 28.0% to 70.2% (median 49.0%)
Historical volatility: 20-day 58.8%, 1-year 50.9%
Implied move by the nearest expiration: ±3.7%
Data as of October 22, 2026.
CLW Implied Volatility (IV) vs Historical Volatility (HV)
The CLW IV term structure shows the implied volatility difference between different maturity dates.
