MSCI (MSCI)'s 30-day implied volatility (IV30) was 33.3% at the close on October 16, 2026, up from 31.6% the day before, against a 52-week range of 19.3% to 37.1%. Its 20-day historical volatility was 22.2%.
Key numbers
30-day implied volatility (IV30): 33.3%
IV30 52-week range: 19.3% to 37.1% (median 28.4%)
Historical volatility: 20-day 22.2%, 1-year 27.3%
Implied move by the nearest expiration: ±1.6%
Data as of October 16, 2026.
MSCI Implied Volatility (IV) vs Historical Volatility (HV)
The MSCI IV term structure shows the implied volatility difference between different maturity dates.
