MSCI (MSCI)'s 30-day implied volatility (IV30) was 28.1% at the close on November 6, 2026, against a 52-week range of 19.3% to 37.1%. Its 20-day historical volatility was 28.6%.
Key numbers
30-day implied volatility (IV30): 28.1%
IV30 52-week range: 19.3% to 37.1% (median 28.2%)
Historical volatility: 20-day 28.6%, 1-year 27.7%
Implied move by the nearest expiration: ±1.8%
Data as of November 6, 2026.
MSCI Implied Volatility (IV) vs Historical Volatility (HV)
The MSCI IV term structure shows the implied volatility difference between different maturity dates.
