Helen Of Troy (HELE)'s 30-day implied volatility (IV30) was 41.0% at the close on October 28, 2026, down from 50.2% the day before, against a 52-week range of 43.3% to 112.6%. Its 20-day historical volatility was 53.7%.
Key numbers
30-day implied volatility (IV30): 41.0%
IV30 52-week range: 43.3% to 112.6% (median 64.4%)
Historical volatility: 20-day 53.7%, 1-year 57.5%
Implied move by the nearest expiration: ±3.2%
Data as of October 28, 2026.
HELE Implied Volatility (IV) vs Historical Volatility (HV)
The HELE IV term structure shows the implied volatility difference between different maturity dates.
