CTS (CTS)'s 30-day implied volatility (IV30) was 28.4% at the close on November 2, 2026, down from 33.5% the day before, against a 52-week range of 19.2% to 47.2%. Its 20-day historical volatility was 35.1%.
Key numbers
30-day implied volatility (IV30): 28.4%
IV30 52-week range: 19.2% to 47.2% (median 30.3%)
Historical volatility: 20-day 35.1%, 1-year 39.1%
Implied move by the nearest expiration: ±2.2%
Data as of November 2, 2026.
CTS Implied Volatility (IV) vs Historical Volatility (HV)
The CTS IV term structure shows the implied volatility difference between different maturity dates.
