Netease - American Depositary Shares Each Representing 5 (NTES)'s 30-day implied volatility (IV30) was 42.7% at the close on October 27, 2026, up from 37.3% the day before, against a 52-week range of 27.8% to 50.3%. Its 20-day historical volatility was 27.4%.

Key numbers

30-day implied volatility (IV30): 42.7%
IV30 52-week range: 27.8% to 50.3% (median 36.1%)
Historical volatility: 20-day 27.4%, 1-year 30.9%
Implied move by the nearest expiration: ±2.4%

Data as of October 27, 2026.

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

Name: NTES Implied Volatility
Creator: Market Chameleon