Pool (POOL)'s 30-day implied volatility (IV30) was 31.6% at the close on October 23, 2026, down from 38.2% the day before, against a 52-week range of 22.9% to 46.9%. Its 20-day historical volatility was 32.2%.
Key numbers
30-day implied volatility (IV30): 31.6%
IV30 52-week range: 22.9% to 46.9% (median 36.0%)
Historical volatility: 20-day 32.2%, 1-year 34.8%
Implied move by the nearest expiration: ±2.4%
Data as of October 23, 2026.
POOL Implied Volatility (IV) vs Historical Volatility (HV)
The POOL IV term structure shows the implied volatility difference between different maturity dates.