Extreme Networks (EXTR)'s 30-day implied volatility (IV30) was 42.5% at the close on November 13, 2026, up from 41.7% the day before, against a 52-week range of 30.0% to 78.8%. Its 20-day historical volatility was 56.3%.

Key numbers

30-day implied volatility (IV30): 42.5%
IV30 52-week range: 30.0% to 78.8% (median 45.6%)
Historical volatility: 20-day 56.3%, 1-year 45.3%
Implied move by the nearest expiration: ±2.8%

Data as of November 13, 2026.

EXTR Implied Volatility (IV) vs Historical Volatility (HV)

Name: EXTR Implied Volatility
Creator: Market Chameleon