Teads Holding Co. (TEAD)'s 30-day implied volatility (IV30) was 137.8% at the close on October 28, 2026, up from 117.5% the day before, against a 52-week range of 67.1% to 206.7%. Its 20-day historical volatility was 147.6%.

Key numbers

30-day implied volatility (IV30): 137.8%
IV30 52-week range: 67.1% to 206.7% (median 112.0%)
Historical volatility: 20-day 147.6%, 1-year 128.0%
Implied move by the nearest expiration: ±7.4%

Data as of October 28, 2026.

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

Name: TEAD Implied Volatility
Creator: Market Chameleon