Natwest Group PLC American Depositary Shares (Each Representing Two (2) Ordinary Shares) (NWG)'s 30-day implied volatility (IV30) was 30.5% at the close on November 13, 2026, up from 29.8% the day before, against a 52-week range of 22.2% to 46.1%. Its 20-day historical volatility was 37.5%.

Key numbers

30-day implied volatility (IV30): 30.5%
IV30 52-week range: 22.2% to 46.1% (median 33.7%)
Historical volatility: 20-day 37.5%, 1-year 32.3%
Implied move by the nearest expiration: ±1.9%

Data as of November 13, 2026.

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

Name: NWG Implied Volatility
Creator: Market Chameleon