Lamb Weston Holdings Common (LW)'s 30-day implied volatility (IV30) was 36.5% at the close on November 6, 2026, up from 35.3% the day before, against a 52-week range of 23.9% to 67.1%. Its 20-day historical volatility was 36.2%.

Key numbers

30-day implied volatility (IV30): 36.5%
IV30 52-week range: 23.9% to 67.1% (median 33.9%)
Historical volatility: 20-day 36.2%, 1-year 34.0%
Implied move by the nearest expiration: ±2.1%

Data as of November 6, 2026.

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

Name: LW Implied Volatility
Creator: Market Chameleon