Eagle Materials (EXP)'s 30-day implied volatility (IV30) was 38.9% at the close on November 6, 2026, down from 40.1% the day before, against a 52-week range of 25.4% to 46.4%. Its 20-day historical volatility was 37.0%.
Key numbers
30-day implied volatility (IV30): 38.9%
IV30 52-week range: 25.4% to 46.4% (median 34.5%)
Historical volatility: 20-day 37.0%, 1-year 36.0%
Implied move by the nearest expiration: ±2.6%
Data as of November 6, 2026.
EXP Implied Volatility (IV) vs Historical Volatility (HV)
The EXP IV term structure shows the implied volatility difference between different maturity dates.
