Redwood Trust (RWT)'s 30-day implied volatility (IV30) was 56.5% at the close on October 16, 2026, up from 41.9% the day before, against a 52-week range of 21.6% to 59.3%. Its 20-day historical volatility was 48.8%.
Key numbers
30-day implied volatility (IV30): 56.5%
IV30 52-week range: 21.6% to 59.3% (median 32.0%)
Historical volatility: 20-day 48.8%, 1-year 36.3%
Implied move by the nearest expiration: ±2.6%
Data as of October 16, 2026.
RWT Implied Volatility (IV) vs Historical Volatility (HV)
The RWT IV term structure shows the implied volatility difference between different maturity dates.