Walker & Dunlop (WD)'s 30-day implied volatility (IV30) was 49.4% at the close on November 3, 2026, down from 54.4% the day before, against a 52-week range of 20.8% to 57.4%. Its 20-day historical volatility was 47.6%.
Key numbers
30-day implied volatility (IV30): 49.4%
IV30 52-week range: 20.8% to 57.4% (median 37.0%)
Historical volatility: 20-day 47.6%, 1-year 40.3%
Implied move by the nearest expiration: ±3.8%
Data as of November 3, 2026.
WD Implied Volatility (IV) vs Historical Volatility (HV)
The WD IV term structure shows the implied volatility difference between different maturity dates.
