Carlisle Companies (CSL)'s 30-day implied volatility (IV30) was 43.8% at the close on October 23, 2026, up from 42.2% the day before, against a 52-week range of 30.0% to 52.7%. Its 20-day historical volatility was 35.7%.
Key numbers
30-day implied volatility (IV30): 43.8%
IV30 52-week range: 30.0% to 52.7% (median 36.3%)
Historical volatility: 20-day 35.7%, 1-year 36.3%
Implied move by the nearest expiration: ±2.7%
Data as of October 23, 2026.
CSL Implied Volatility (IV) vs Historical Volatility (HV)
The CSL IV term structure shows the implied volatility difference between different maturity dates.
