CS Disco (LAW)'s 30-day implied volatility (IV30) was 63.3% at the close on October 23, 2026, up from 56.9% the day before, against a 52-week range of 37.3% to 129.9%. Its 20-day historical volatility was 51.7%.
Key numbers
30-day implied volatility (IV30): 63.3%
IV30 52-week range: 37.3% to 129.9% (median 62.5%)
Historical volatility: 20-day 51.7%, 1-year 74.6%
Implied move by the nearest expiration: ±3.6%
Data as of October 23, 2026.
LAW Implied Volatility (IV) vs Historical Volatility (HV)
The LAW IV term structure shows the implied volatility difference between different maturity dates.
