Factorial Energy - Class A (FAC)'s 30-day implied volatility (IV30) was 77.0% at the close on October 22, 2026, up from 73.5% the day before, against a 52-week range of 62.2% to 134.4%. Its 20-day historical volatility was 65.1%.

Key numbers

30-day implied volatility (IV30): 77.0%
IV30 52-week range: 62.2% to 134.4% (median 96.6%)
Historical volatility: 20-day 65.1%, 1-year 106.2%
Implied move by the nearest expiration: ±4.6%

Data as of October 22, 2026.

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

Name: FAC Implied Volatility
Creator: Market Chameleon