Pg&E (PCG)'s 30-day implied volatility (IV30) was 42.6% at the close on October 30, 2026, down from 43.0% the day before, against a 52-week range of 19.8% to 60.0%. Its 20-day historical volatility was 27.9%.
Key numbers
30-day implied volatility (IV30): 42.6%
IV30 52-week range: 19.8% to 60.0% (median 30.6%)
Historical volatility: 20-day 27.9%, 1-year 29.5%
Implied move by the nearest expiration: ±2.3%
Data as of October 30, 2026.
PCG Implied Volatility (IV) vs Historical Volatility (HV)
The PCG IV term structure shows the implied volatility difference between different maturity dates.
