Masco (MAS)'s 30-day implied volatility (IV30) was 28.4% at the close on October 30, 2026, up from 27.6% the day before, against a 52-week range of 23.4% to 42.6%. Its 20-day historical volatility was 31.4%.
Key numbers
30-day implied volatility (IV30): 28.4%
IV30 52-week range: 23.4% to 42.6% (median 32.8%)
Historical volatility: 20-day 31.4%, 1-year 31.3%
Implied move by the nearest expiration: ±1.8%
Data as of October 30, 2026.
MAS Implied Volatility (IV) vs Historical Volatility (HV)
The MAS IV term structure shows the implied volatility difference between different maturity dates.
