Masco (MAS)'s 30-day implied volatility (IV30) was 30.0% at the close on November 4, 2026, down from 31.2% the day before, against a 52-week range of 23.4% to 42.6%. Its 20-day historical volatility was 31.5%.
Key numbers
30-day implied volatility (IV30): 30.0%
IV30 52-week range: 23.4% to 42.6% (median 32.8%)
Historical volatility: 20-day 31.5%, 1-year 31.2%
Implied move by the nearest expiration: ±2.1%
Data as of November 4, 2026.
MAS Implied Volatility (IV) vs Historical Volatility (HV)
The MAS IV term structure shows the implied volatility difference between different maturity dates.
