Forrester Research (FORR)'s 30-day implied volatility (IV30) was 46.9% at the close on October 28, 2026, down from 51.9% the day before, against a 52-week range of 34.9% to 82.3%. Its 20-day historical volatility was 50.3%.

Key numbers

30-day implied volatility (IV30): 46.9%
IV30 52-week range: 34.9% to 82.3% (median 56.9%)
Historical volatility: 20-day 50.3%, 1-year 63.6%
Implied move by the nearest expiration: ±3.3%

Data as of October 28, 2026.

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

Name: FORR Implied Volatility
Creator: Market Chameleon