Charles Schwab (SCHW)'s 30-day implied volatility (IV30) was 25.7% at the close on October 26, 2026, down from 26.0% the day before, against a 52-week range of 20.0% to 37.9%. Its 20-day historical volatility was 19.3%.
Key numbers
30-day implied volatility (IV30): 25.7%
IV30 52-week range: 20.0% to 37.9% (median 27.7%)
Historical volatility: 20-day 19.3%, 1-year 24.3%
Implied move by the nearest expiration: ±1.6%
Data as of October 26, 2026.
SCHW Implied Volatility (IV) vs Historical Volatility (HV)
The SCHW IV term structure shows the implied volatility difference between different maturity dates.
