Dnow (DNOW)'s 30-day implied volatility (IV30) was 41.3% at the close on November 6, 2026, down from 42.6% the day before, against a 52-week range of 21.0% to 66.2%. Its 20-day historical volatility was 38.2%.
Key numbers
30-day implied volatility (IV30): 41.3%
IV30 52-week range: 21.0% to 66.2% (median 39.0%)
Historical volatility: 20-day 38.2%, 1-year 35.9%
Implied move by the nearest expiration: ±3.2%
Data as of November 6, 2026.
DNOW Implied Volatility (IV) vs Historical Volatility (HV)
The DNOW IV term structure shows the implied volatility difference between different maturity dates.
