Redwood Trust (RWT)'s 30-day implied volatility (IV30) was 43.8% at the close on October 28, 2026, up from 41.0% the day before, against a 52-week range of 21.6% to 59.3%. Its 20-day historical volatility was 51.4%.
Key numbers
30-day implied volatility (IV30): 43.8%
IV30 52-week range: 21.6% to 59.3% (median 32.2%)
Historical volatility: 20-day 51.4%, 1-year 37.2%
Implied move by the nearest expiration: ±2.6%
Data as of October 28, 2026.
RWT Implied Volatility (IV) vs Historical Volatility (HV)
The RWT IV term structure shows the implied volatility difference between different maturity dates.