Quanta Services (PWR)'s 30-day implied volatility (IV30) was 58.5% at the close on October 23, 2026, up from 57.5% the day before, against a 52-week range of 32.3% to 59.3%. Its 20-day historical volatility was 46.3%.
Key numbers
30-day implied volatility (IV30): 58.5%
IV30 52-week range: 32.3% to 59.3% (median 42.4%)
Historical volatility: 20-day 46.3%, 1-year 43.5%
Implied move by the nearest expiration: ±3.6%
Data as of October 23, 2026.
PWR Implied Volatility (IV) vs Historical Volatility (HV)
The PWR IV term structure shows the implied volatility difference between different maturity dates.
