National Cinemedia (NCMI)'s 30-day implied volatility (IV30) was 50.2% at the close on October 23, 2026, down from 55.8% the day before, against a 52-week range of 29.1% to 76.9%. Its 20-day historical volatility was 60.8%.

Key numbers

30-day implied volatility (IV30): 50.2%
IV30 52-week range: 29.1% to 76.9% (median 45.9%)
Historical volatility: 20-day 60.8%, 1-year 50.5%
Implied move by the nearest expiration: ±3.5%

Data as of October 23, 2026.

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

Name: NCMI Implied Volatility
Creator: Market Chameleon