iShares MSCI USA Momentum Factor ETF (MTUM)'s 30-day implied volatility (IV30) was 28.0% at the close on October 27, 2026, down from 28.1% the day before, against a 52-week range of 14.8% to 40.3%. Its 20-day historical volatility was 24.4%.

Key numbers

30-day implied volatility (IV30): 28.0%
IV30 52-week range: 14.8% to 40.3% (median 25.2%)
Historical volatility: 20-day 24.4%, 1-year 28.0%
Implied move by the nearest expiration: ±1.8%

Data as of October 27, 2026.

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

Name: MTUM Implied Volatility
Creator: Market Chameleon