Stifel Financial (SF)'s 30-day implied volatility (IV30) was 31.4% at the close on November 10, 2026, up from 28.0% the day before, against a 52-week range of 20.3% to 41.8%. Its 20-day historical volatility was 30.6%.
Key numbers
30-day implied volatility (IV30): 31.4%
IV30 52-week range: 20.3% to 41.8% (median 29.0%)
Historical volatility: 20-day 30.6%, 1-year 29.6%
Implied move by the nearest expiration: ±1.8%
Data as of November 10, 2026.
SF Implied Volatility (IV) vs Historical Volatility (HV)
The SF IV term structure shows the implied volatility difference between different maturity dates.