Pershing Square (PS)'s 30-day implied volatility (IV30) was 64.3% at the close on November 6, 2026, up from 62.3% the day before, against a 52-week range of 43.5% to 120.3%. Its 20-day historical volatility was 85.0%.
Key numbers
30-day implied volatility (IV30): 64.3%
IV30 52-week range: 43.5% to 120.3% (median 64.2%)
Historical volatility: 20-day 85.0%, 1-year 89.8%
Implied move by the nearest expiration: ±4.1%
Data as of November 6, 2026.
PS Implied Volatility (IV) vs Historical Volatility (HV)
The PS IV term structure shows the implied volatility difference between different maturity dates.
