Corteva Common (CTVA)'s 30-day implied volatility (IV30) was 49.6% at the close on November 9, 2026, down from 52.3% the day before, against a 52-week range of 19.1% to 61.6%. Its 20-day historical volatility was 39.4%.
Key numbers
30-day implied volatility (IV30): 49.6%
IV30 52-week range: 19.1% to 61.6% (median 27.1%)
Historical volatility: 20-day 39.4%, 1-year 27.8%
Implied move by the nearest expiration: ±3.6%
Data as of November 9, 2026.
CTVA Implied Volatility (IV) vs Historical Volatility (HV)
The CTVA IV term structure shows the implied volatility difference between different maturity dates.
