Extreme Networks (EXTR)'s 30-day implied volatility (IV30) was 67.3% at the close on October 23, 2026, up from 66.8% the day before, against a 52-week range of 30.0% to 78.8%. Its 20-day historical volatility was 42.5%.
Key numbers
30-day implied volatility (IV30): 67.3%
IV30 52-week range: 30.0% to 78.8% (median 45.7%)
Historical volatility: 20-day 42.5%, 1-year 43.9%
Implied move by the nearest expiration: ±4.2%
Data as of October 23, 2026.
EXTR Implied Volatility (IV) vs Historical Volatility (HV)
The EXTR IV term structure shows the implied volatility difference between different maturity dates.
