iShares Convertible Bond ETF (ICVT)'s 30-day implied volatility (IV30) was 15.0% at the close on October 30, 2026, down from 15.5% the day before, against a 52-week range of 10.6% to 24.9%. Its 20-day historical volatility was 17.7%.

Key numbers

30-day implied volatility (IV30): 15.0%
IV30 52-week range: 10.6% to 24.9% (median 16.0%)
Historical volatility: 20-day 17.7%, 1-year 18.6%
Implied move by the nearest expiration: ±1.0%

Data as of October 30, 2026.

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

Name: ICVT Implied Volatility
Creator: Market Chameleon