Loews (L)'s 30-day implied volatility (IV30) was 19.0% at the close on October 22, 2026, up from 16.8% the day before, against a 52-week range of 14.1% to 26.5%. Its 20-day historical volatility was 17.6%.
Key numbers
30-day implied volatility (IV30): 19.0%
IV30 52-week range: 14.1% to 26.5% (median 20.0%)
Historical volatility: 20-day 17.6%, 1-year 18.2%
Implied move by the nearest expiration: ±1.1%
Data as of October 22, 2026.
L Implied Volatility (IV) vs Historical Volatility (HV)
The L IV term structure shows the implied volatility difference between different maturity dates.
