Tidewater (TDW)'s 30-day implied volatility (IV30) was 58.7% at the close on November 9, 2026, down from 60.5% the day before, against a 52-week range of 35.9% to 74.1%. Its 20-day historical volatility was 59.7%.
Key numbers
30-day implied volatility (IV30): 58.7%
IV30 52-week range: 35.9% to 74.1% (median 49.3%)
Historical volatility: 20-day 59.7%, 1-year 50.5%
Implied move by the nearest expiration: ±4.2%
Data as of November 9, 2026.
TDW Implied Volatility (IV) vs Historical Volatility (HV)
The TDW IV term structure shows the implied volatility difference between different maturity dates.
