Natwest Group PLC American Depositary Shares (Each Representing Two (2) Ordinary Shares) (NWG)'s 30-day implied volatility (IV30) was 37.9% at the close on October 23, 2026, up from 37.2% the day before, against a 52-week range of 22.2% to 46.1%. Its 20-day historical volatility was 30.9%.

Key numbers

30-day implied volatility (IV30): 37.9%
IV30 52-week range: 22.2% to 46.1% (median 33.3%)
Historical volatility: 20-day 30.9%, 1-year 31.4%
Implied move by the nearest expiration: ±2.3%

Data as of October 23, 2026.

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

Name: NWG Implied Volatility
Creator: Market Chameleon