Pershing Square (PS)'s 30-day implied volatility (IV30) was 77.5% at the close on October 16, 2026, up from 68.6% the day before, against a 52-week range of 43.5% to 120.3%. Its 20-day historical volatility was 95.1%.
Key numbers
30-day implied volatility (IV30): 77.5%
IV30 52-week range: 43.5% to 120.3% (median 61.9%)
Historical volatility: 20-day 95.1%, 1-year 91.1%
Implied move by the nearest expiration: ±5.2%
Data as of October 16, 2026.
PS Implied Volatility (IV) vs Historical Volatility (HV)
The PS IV term structure shows the implied volatility difference between different maturity dates.
