iShares MSCI USA Momentum Factor ETF (MTUM)'s 30-day implied volatility (IV30) was 31.9% at the close on October 30, 2026, up from 28.4% the day before, against a 52-week range of 14.8% to 40.3%. Its 20-day historical volatility was 25.3%.

Key numbers

30-day implied volatility (IV30): 31.9%
IV30 52-week range: 14.8% to 40.3% (median 25.4%)
Historical volatility: 20-day 25.3%, 1-year 28.1%
Implied move by the nearest expiration: ±2.0%

Data as of October 30, 2026.

MTUM Implied Volatility (IV) vs Historical Volatility (HV)

Name: MTUM Implied Volatility
Creator: Market Chameleon