Pearson PLC (PSO)'s 30-day implied volatility (IV30) was 24.5% at the close on November 5, 2026, up from 20.3% the day before, against a 52-week range of 12.4% to 40.2%. Its 20-day historical volatility was 25.4%.
Key numbers
30-day implied volatility (IV30): 24.5%
IV30 52-week range: 12.4% to 40.2% (median 21.1%)
Historical volatility: 20-day 25.4%, 1-year 23.6%
Implied move by the nearest expiration: ±1.3%
Data as of November 5, 2026.
PSO Implied Volatility (IV) vs Historical Volatility (HV)
The PSO IV term structure shows the implied volatility difference between different maturity dates.
