Moodys (MCO)'s 30-day implied volatility (IV30) was 30.8% at the close on November 6, 2026, up from 29.4% the day before, against a 52-week range of 16.0% to 53.3%. Its 20-day historical volatility was 30.6%.
Key numbers
30-day implied volatility (IV30): 30.8%
IV30 52-week range: 16.0% to 53.3% (median 27.0%)
Historical volatility: 20-day 30.6%, 1-year 27.1%
Implied move by the nearest expiration: ±1.9%
Data as of November 6, 2026.
MCO Implied Volatility (IV) vs Historical Volatility (HV)
The MCO IV term structure shows the implied volatility difference between different maturity dates.