Cambria Tail Risk ETF (TAIL)'s 30-day implied volatility (IV30) was 14.8% at the close on November 6, 2026, down from 17.0% the day before, against a 52-week range of 10.1% to 26.3%. Its 20-day historical volatility was 12.8%.

Key numbers

30-day implied volatility (IV30): 14.8%
IV30 52-week range: 10.1% to 26.3% (median 14.5%)
Historical volatility: 20-day 12.8%, 1-year 9.2%
Implied move by the nearest expiration: ±0.9%

Data as of November 6, 2026.

TAIL Implied Volatility (IV) vs Historical Volatility (HV)

Name: TAIL Implied Volatility
Creator: Market Chameleon