Clearwater Paper (CLW)'s 30-day implied volatility (IV30) was 52.0% at the close on November 12, 2026, down from 57.7% the day before, against a 52-week range of 28.0% to 70.2%. Its 20-day historical volatility was 57.3%.

Key numbers

30-day implied volatility (IV30): 52.0%
IV30 52-week range: 28.0% to 70.2% (median 49.5%)
Historical volatility: 20-day 57.3%, 1-year 51.5%
Implied move by the nearest expiration: ±3.8%

Data as of November 12, 2026.

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

Name: CLW Implied Volatility
Creator: Market Chameleon