Procter & Gamble Company (PG)'s 30-day implied volatility (IV30) was 17.2% at the close on October 28, 2026, up from 16.9% the day before, against a 52-week range of 16.8% to 28.6%. Its 20-day historical volatility was 20.6%.

Key numbers

30-day implied volatility (IV30): 17.2%
IV30 52-week range: 16.8% to 28.6% (median 20.8%)
Historical volatility: 20-day 20.6%, 1-year 20.1%
Implied move by the nearest expiration: ±1.0%

Data as of October 28, 2026.

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

Name: PG Implied Volatility
Creator: Market Chameleon