Forrester Research (FORR)'s 30-day implied volatility (IV30) was 62.8% at the close on November 5, 2026, up from 61.9% the day before, against a 52-week range of 34.9% to 82.3%. Its 20-day historical volatility was 61.5%.

Key numbers

30-day implied volatility (IV30): 62.8%
IV30 52-week range: 34.9% to 82.3% (median 56.9%)
Historical volatility: 20-day 61.5%, 1-year 64.1%
Implied move by the nearest expiration: ±3.9%

Data as of November 5, 2026.

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

Name: FORR Implied Volatility
Creator: Market Chameleon