iPath Series B S&P 500 Vix Mid-Term Futures ETN (VXZ)'s 30-day implied volatility (IV30) was 22.1% at the close on October 29, 2026, up from 18.5% the day before, against a 52-week range of 15.5% to 51.0%. Its 20-day historical volatility was 16.5%.

Key numbers

30-day implied volatility (IV30): 22.1%
IV30 52-week range: 15.5% to 51.0% (median 25.4%)
Historical volatility: 20-day 16.5%, 1-year 19.1%
Implied move by the nearest expiration: ±1.0%

Data as of October 29, 2026.

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

Name: VXZ Implied Volatility
Creator: Market Chameleon