NN (NNBR)'s 30-day implied volatility (IV30) was 87.8% at the close on October 21, 2026, down from 99.7% the day before, against a 52-week range of 58.6% to 162.9%. Its 20-day historical volatility was 90.5%.
Key numbers
30-day implied volatility (IV30): 87.8%
IV30 52-week range: 58.6% to 162.9% (median 83.2%)
Historical volatility: 20-day 90.5%, 1-year 89.0%
Implied move by the nearest expiration: ±6.3%
Data as of October 21, 2026.
NNBR Implied Volatility (IV) vs Historical Volatility (HV)
The NNBR IV term structure shows the implied volatility difference between different maturity dates.