Jefferies Financial Group (JEF)'s 30-day implied volatility (IV30) was 37.0% at the close on October 21, 2026, down from 38.8% the day before, against a 52-week range of 29.8% to 68.9%. Its 20-day historical volatility was 34.7%.

Key numbers

30-day implied volatility (IV30): 37.0%
IV30 52-week range: 29.8% to 68.9% (median 40.7%)
Historical volatility: 20-day 34.7%, 1-year 41.7%
Implied move by the nearest expiration: ±2.4%

Data as of October 21, 2026.

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

Name: JEF Implied Volatility
Creator: Market Chameleon