Interdigital (IDCC)'s 30-day implied volatility (IV30) was 48.7% at the close on October 23, 2026, up from 46.9% the day before, against a 52-week range of 35.3% to 57.2%. Its 20-day historical volatility was 33.3%.
Key numbers
30-day implied volatility (IV30): 48.7%
IV30 52-week range: 35.3% to 57.2% (median 46.8%)
Historical volatility: 20-day 33.3%, 1-year 43.6%
Implied move by the nearest expiration: ±3.0%
Data as of October 23, 2026.
IDCC Implied Volatility (IV) vs Historical Volatility (HV)
The IDCC IV term structure shows the implied volatility difference between different maturity dates.
