Dnow (DNOW)'s 30-day implied volatility (IV30) was 50.5% at the close on October 28, 2026, up from 44.8% 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): 50.5%
IV30 52-week range: 21.0% to 66.2% (median 38.4%)
Historical volatility: 20-day 38.2%, 1-year 35.7%
Implied move by the nearest expiration: ±3.0%
Data as of October 28, 2026.
DNOW Implied Volatility (IV) vs Historical Volatility (HV)
The DNOW IV term structure shows the implied volatility difference between different maturity dates.
