NRG Energy (NRG)'s 30-day implied volatility (IV30) was 62.3% at the close on November 6, 2026, down from 67.0% the day before, against a 52-week range of 37.0% to 70.5%. Its 20-day historical volatility was 48.3%.
Key numbers
30-day implied volatility (IV30): 62.3%
IV30 52-week range: 37.0% to 70.5% (median 47.8%)
Historical volatility: 20-day 48.3%, 1-year 48.8%
Implied move by the nearest expiration: ±4.2%
Data as of November 6, 2026.
NRG Implied Volatility (IV) vs Historical Volatility (HV)
The NRG IV term structure shows the implied volatility difference between different maturity dates.
