Mcewen (MUX)'s 30-day implied volatility (IV30) was 65.2% at the close on October 29, 2026, up from 61.7% the day before, against a 52-week range of 54.8% to 88.1%. Its 20-day historical volatility was 50.6%.
Key numbers
30-day implied volatility (IV30): 65.2%
IV30 52-week range: 54.8% to 88.1% (median 65.6%)
Historical volatility: 20-day 50.6%, 1-year 68.0%
Implied move by the nearest expiration: ±4.0%
Data as of October 29, 2026.
MUX Implied Volatility (IV) vs Historical Volatility (HV)
The MUX IV term structure shows the implied volatility difference between different maturity dates.
