Cintas (CTAS)'s 30-day implied volatility (IV30) was 22.2% at the close on October 19, 2026, down from 22.7% the day before, against a 52-week range of 12.8% to 35.9%. Its 20-day historical volatility was 18.5%.
Key numbers
30-day implied volatility (IV30): 22.2%
IV30 52-week range: 12.8% to 35.9% (median 25.8%)
Historical volatility: 20-day 18.5%, 1-year 22.8%
Implied move by the nearest expiration: ±1.4%
Data as of October 19, 2026.
CTAS Implied Volatility (IV) vs Historical Volatility (HV)
The CTAS IV term structure shows the implied volatility difference between different maturity dates.