Macy's (M)'s 30-day implied volatility (IV30) was 53.0% at the close on November 6, 2026, up from 52.2% the day before, against a 52-week range of 29.7% to 72.3%. Its 20-day historical volatility was 48.0%.
Key numbers
30-day implied volatility (IV30): 53.0%
IV30 52-week range: 29.7% to 72.3% (median 46.5%)
Historical volatility: 20-day 48.0%, 1-year 43.9%
Implied move by the nearest expiration: ±3.4%
Data as of November 6, 2026.
M Implied Volatility (IV) vs Historical Volatility (HV)
The M IV term structure shows the implied volatility difference between different maturity dates.
