PPL (PPL)'s 30-day implied volatility (IV30) was 18.1% at the close on October 16, 2026, down from 18.5% the day before, against a 52-week range of 15.2% to 23.7%. Its 20-day historical volatility was 17.6%.
Key numbers
30-day implied volatility (IV30): 18.1%
IV30 52-week range: 15.2% to 23.7% (median 19.3%)
Historical volatility: 20-day 17.6%, 1-year 19.7%
Implied move by the nearest expiration: ±1.1%
Data as of October 16, 2026.
PPL Implied Volatility (IV) vs Historical Volatility (HV)
The PPL IV term structure shows the implied volatility difference between different maturity dates.