iShares Russell 1000 Value ETF (IWD)'s 30-day implied volatility (IV30) was 11.7% at the close on November 2, 2026, down from 12.2% the day before, against a 52-week range of 9.3% to 21.9%. Its 20-day historical volatility was 8.0%.

Key numbers

30-day implied volatility (IV30): 11.7%
IV30 52-week range: 9.3% to 21.9% (median 12.5%)
Historical volatility: 20-day 8.0%, 1-year 11.5%
Implied move by the nearest expiration: ±0.8%

Data as of November 2, 2026.

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

Name: IWD Implied Volatility
Creator: Market Chameleon