Cambria Tail Risk ETF (TAIL)'s 30-day implied volatility (IV30) was 14.5% at the close on October 21, 2026, against a 52-week range of 10.1% to 25.0%. Its 20-day historical volatility was 10.3%.
Key numbers
30-day implied volatility (IV30): 14.5%
IV30 52-week range: 10.1% to 25.0% (median 14.5%)
Historical volatility: 20-day 10.3%, 1-year 8.8%
Implied move by the nearest expiration: ±0.9%
Data as of October 21, 2026.
TAIL Implied Volatility (IV) vs Historical Volatility (HV)
The TAIL IV term structure shows the implied volatility difference between different maturity dates.
