Wesco International (WCC)'s 30-day implied volatility (IV30) was 45.2% at the close on November 13, 2026, up from 43.5% the day before, against a 52-week range of 31.3% to 63.1%. Its 20-day historical volatility was 60.8%.

Key numbers

30-day implied volatility (IV30): 45.2%
IV30 52-week range: 31.3% to 63.1% (median 42.0%)
Historical volatility: 20-day 60.8%, 1-year 44.7%
Implied move by the nearest expiration: ±2.9%

Data as of November 13, 2026.

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

Name: WCC Implied Volatility
Creator: Market Chameleon