Factorial Energy - Class A (FAC)'s 30-day implied volatility (IV30) was 90.6% at the close on November 6, 2026, up from 85.5% the day before, against a 52-week range of 62.2% to 134.4%. Its 20-day historical volatility was 74.8%.

Key numbers

30-day implied volatility (IV30): 90.6%
IV30 52-week range: 62.2% to 134.4% (median 94.9%)
Historical volatility: 20-day 74.8%, 1-year 104.1%
Implied move by the nearest expiration: ±5.8%

Data as of November 6, 2026.

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

Name: FAC Implied Volatility
Creator: Market Chameleon