iShares S&P 100 ETF (OEF)'s 30-day implied volatility (IV30) was 15.8% at the close on October 23, 2026, up from 15.1% the day before, against a 52-week range of 11.4% to 28.1%. Its 20-day historical volatility was 11.1%.

Key numbers

30-day implied volatility (IV30): 15.8%
IV30 52-week range: 11.4% to 28.1% (median 14.6%)
Historical volatility: 20-day 11.1%, 1-year 14.1%
Implied move by the nearest expiration: ±0.9%

Data as of October 23, 2026.

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

Name: OEF Implied Volatility
Creator: Market Chameleon