Dime Commercial Bancshares (DCOM)'s 30-day implied volatility (IV30) was 27.7% at the close on November 13, 2026, up from 22.6% the day before, against a 52-week range of 18.3% to 40.6%. Its 20-day historical volatility was 32.5%.

Key numbers

30-day implied volatility (IV30): 27.7%
IV30 52-week range: 18.3% to 40.6% (median 27.9%)
Historical volatility: 20-day 32.5%, 1-year 29.6%
Implied move by the nearest expiration: ±1.5%

Data as of November 13, 2026.

DCOM Implied Volatility (IV) vs Historical Volatility (HV)

Name: DCOM Implied Volatility
Creator: Market Chameleon