Mediaalpha Class A (MAX)'s 30-day implied volatility (IV30) was 60.2% at the close on November 5, 2026, up from 59.6% the day before, against a 52-week range of 33.4% to 97.9%. Its 20-day historical volatility was 64.3%.
Key numbers
30-day implied volatility (IV30): 60.2%
IV30 52-week range: 33.4% to 97.9% (median 50.6%)
Historical volatility: 20-day 64.3%, 1-year 53.2%
Implied move by the nearest expiration: ±3.9%
Data as of November 5, 2026.
MAX Implied Volatility (IV) vs Historical Volatility (HV)
The MAX IV term structure shows the implied volatility difference between different maturity dates.
