Pitney Bowes (PBI)'s 30-day implied volatility (IV30) was 35.2% at the close on November 3, 2026, down from 36.0% the day before, against a 52-week range of 27.9% to 69.8%. Its 20-day historical volatility was 27.5%.
Key numbers
30-day implied volatility (IV30): 35.2%
IV30 52-week range: 27.9% to 69.8% (median 39.5%)
Historical volatility: 20-day 27.5%, 1-year 33.2%
Implied move by the nearest expiration: ±2.1%
Data as of November 3, 2026.
PBI Implied Volatility (IV) vs Historical Volatility (HV)
The PBI IV term structure shows the implied volatility difference between different maturity dates.