Reformation (REF)'s 30-day implied volatility (IV30) was 72.4% at the close on October 23, 2026, against a 52-week range of 51.1% to 72.4%. Its 20-day historical volatility was 68.4%.
Key numbers
30-day implied volatility (IV30): 72.4%
IV30 52-week range: 51.1% to 72.4% (median 65.0%)
Historical volatility: 20-day 68.4%, 1-year 73.1%
Implied move by the nearest expiration: ±4.6%
Data as of October 23, 2026.
REF Implied Volatility (IV) vs Historical Volatility (HV)
The REF IV term structure shows the implied volatility difference between different maturity dates.