Eagle Materials (EXP)'s 30-day implied volatility (IV30) was 40.9% at the close on October 22, 2026, up from 39.0% the day before, against a 52-week range of 25.4% to 46.4%. Its 20-day historical volatility was 28.5%.
Key numbers
30-day implied volatility (IV30): 40.9%
IV30 52-week range: 25.4% to 46.4% (median 33.8%)
Historical volatility: 20-day 28.5%, 1-year 35.2%
Implied move by the nearest expiration: ±2.5%
Data as of October 22, 2026.
EXP Implied Volatility (IV) vs Historical Volatility (HV)
The EXP IV term structure shows the implied volatility difference between different maturity dates.
