Louisiana-Pacific (LPX)'s 30-day implied volatility (IV30) was 38.5% at the close on November 6, 2026, up from 36.0% the day before, against a 52-week range of 31.5% to 59.1%. Its 20-day historical volatility was 36.8%.
Key numbers
30-day implied volatility (IV30): 38.5%
IV30 52-week range: 31.5% to 59.1% (median 43.1%)
Historical volatility: 20-day 36.8%, 1-year 41.3%
Implied move by the nearest expiration: ±2.1%
Data as of November 6, 2026.
LPX Implied Volatility (IV) vs Historical Volatility (HV)
The LPX IV term structure shows the implied volatility difference between different maturity dates.
