NRG Energy (NRG)'s 30-day implied volatility (IV30) was 63.8% at the close on November 4, 2026, against a 52-week range of 37.0% to 70.5%. Its 20-day historical volatility was 48.0%.
Key numbers
30-day implied volatility (IV30): 63.8%
IV30 52-week range: 37.0% to 70.5% (median 47.8%)
Historical volatility: 20-day 48.0%, 1-year 48.3%
Implied move by the nearest expiration: ±4.8%
Data as of November 4, 2026.
NRG Implied Volatility (IV) vs Historical Volatility (HV)
The NRG IV term structure shows the implied volatility difference between different maturity dates.
