Corteva Common (CTVA)'s 30-day implied volatility (IV30) was 45.5% at the close on October 19, 2026, down from 49.6% the day before, against a 52-week range of 19.1% to 61.6%. Its 20-day historical volatility was 42.8%.
Key numbers
30-day implied volatility (IV30): 45.5%
IV30 52-week range: 19.1% to 61.6% (median 26.8%)
Historical volatility: 20-day 42.8%, 1-year 26.7%
Implied move by the nearest expiration: ±3.1%
Data as of October 19, 2026.
CTVA Implied Volatility (IV) vs Historical Volatility (HV)
The CTVA IV term structure shows the implied volatility difference between different maturity dates.
