Macy's (M)'s 30-day implied volatility (IV30) was 47.5% at the close on October 30, 2026, up from 45.4% the day before, against a 52-week range of 29.7% to 72.3%. Its 20-day historical volatility was 41.8%.
Key numbers
30-day implied volatility (IV30): 47.5%
IV30 52-week range: 29.7% to 72.3% (median 46.5%)
Historical volatility: 20-day 41.8%, 1-year 43.1%
Implied move by the nearest expiration: ±2.1%
Data as of October 30, 2026.
M Implied Volatility (IV) vs Historical Volatility (HV)
The M IV term structure shows the implied volatility difference between different maturity dates.
