News - Class A (NWSA)'s 30-day implied volatility (IV30) was 26.8% at the close on October 23, 2026, down from 30.1% the day before, against a 52-week range of 16.4% to 38.6%. Its 20-day historical volatility was 23.2%.
Key numbers
30-day implied volatility (IV30): 26.8%
IV30 52-week range: 16.4% to 38.6% (median 29.0%)
Historical volatility: 20-day 23.2%, 1-year 24.6%
Implied move by the nearest expiration: ±1.9%
Data as of October 23, 2026.
NWSA Implied Volatility (IV) vs Historical Volatility (HV)
The NWSA IV term structure shows the implied volatility difference between different maturity dates.
