East West Bancorp (EWBC)'s 30-day implied volatility (IV30) was 22.7% at the close on October 30, 2026, up from 18.6% the day before, against a 52-week range of 17.9% to 39.9%. Its 20-day historical volatility was 19.8%.
Key numbers
30-day implied volatility (IV30): 22.7%
IV30 52-week range: 17.9% to 39.9% (median 26.9%)
Historical volatility: 20-day 19.8%, 1-year 24.5%
Implied move by the nearest expiration: ±1.1%
Data as of October 30, 2026.
EWBC Implied Volatility (IV) vs Historical Volatility (HV)
The EWBC IV term structure shows the implied volatility difference between different maturity dates.
