Loews (L)'s 30-day implied volatility (IV30) was 21.5% at the close on November 11, 2026, down from 23.3% the day before, against a 52-week range of 14.1% to 27.3%. Its 20-day historical volatility was 21.2%.
Key numbers
30-day implied volatility (IV30): 21.5%
IV30 52-week range: 14.1% to 27.3% (median 20.2%)
Historical volatility: 20-day 21.2%, 1-year 18.6%
Implied move by the nearest expiration: ±1.3%
Data as of November 11, 2026.
L Implied Volatility (IV) vs Historical Volatility (HV)
The L IV term structure shows the implied volatility difference between different maturity dates.
