Figs Class A (FIGS)'s 30-day implied volatility (IV30) was 90.4% at the close on November 3, 2026, down from 91.6% the day before, against a 52-week range of 41.8% to 111.7%. Its 20-day historical volatility was 64.8%.
Key numbers
30-day implied volatility (IV30): 90.4%
IV30 52-week range: 41.8% to 111.7% (median 59.6%)
Historical volatility: 20-day 64.8%, 1-year 58.4%
Implied move by the nearest expiration: ±6.2%
Data as of November 3, 2026.
FIGS Implied Volatility (IV) vs Historical Volatility (HV)
The FIGS IV term structure shows the implied volatility difference between different maturity dates.
