Pg&E (PCG)'s 30-day implied volatility (IV30) was 44.9% at the close on October 23, 2026, down from 49.5% the day before, against a 52-week range of 19.8% to 60.0%. Its 20-day historical volatility was 31.4%.
Key numbers
30-day implied volatility (IV30): 44.9%
IV30 52-week range: 19.8% to 60.0% (median 30.6%)
Historical volatility: 20-day 31.4%, 1-year 29.6%
Implied move by the nearest expiration: ±2.2%
Data as of October 23, 2026.
PCG Implied Volatility (IV) vs Historical Volatility (HV)
The PCG IV term structure shows the implied volatility difference between different maturity dates.
