Norfolk Southern (NSC)'s 30-day implied volatility (IV30) was 22.4% at the close on October 21, 2026, down from 22.9% the day before, against a 52-week range of 14.4% to 27.8%. Its 20-day historical volatility was 14.0%.
Key numbers
30-day implied volatility (IV30): 22.4%
IV30 52-week range: 14.4% to 27.8% (median 21.8%)
Historical volatility: 20-day 14.0%, 1-year 19.1%
Implied move by the nearest expiration: ±1.4%
Data as of October 21, 2026.
NSC Implied Volatility (IV) vs Historical Volatility (HV)
The NSC IV term structure shows the implied volatility difference between different maturity dates.
