iShares S&P 100 ETF (OEF)'s 30-day implied volatility (IV30) was 15.3% at the close on November 12, 2026, up from 15.0% the day before, against a 52-week range of 11.4% to 28.1%. Its 20-day historical volatility was 16.5%.

Key numbers

30-day implied volatility (IV30): 15.3%
IV30 52-week range: 11.4% to 28.1% (median 14.6%)
Historical volatility: 20-day 16.5%, 1-year 14.3%
Implied move by the nearest expiration: ±0.9%

Data as of November 12, 2026.

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

Name: OEF Implied Volatility
Creator: Market Chameleon