Novavax (NVAX)'s 30-day implied volatility (IV30) was 87.8% at the close on October 21, 2026, up from 84.1% the day before, against a 52-week range of 41.4% to 104.1%. Its 20-day historical volatility was 86.7%.
Key numbers
30-day implied volatility (IV30): 87.8%
IV30 52-week range: 41.4% to 104.1% (median 68.2%)
Historical volatility: 20-day 86.7%, 1-year 65.1%
Implied move by the nearest expiration: ±5.2%
Data as of October 21, 2026.
NVAX Implied Volatility (IV) vs Historical Volatility (HV)
The NVAX IV term structure shows the implied volatility difference between different maturity dates.