Walker & Dunlop (WD)'s 30-day implied volatility (IV30) was 37.2% at the close on November 6, 2026, down from 49.3% the day before, against a 52-week range of 20.8% to 57.4%. Its 20-day historical volatility was 44.8%.
Key numbers
30-day implied volatility (IV30): 37.2%
IV30 52-week range: 20.8% to 57.4% (median 37.1%)
Historical volatility: 20-day 44.8%, 1-year 40.4%
Implied move by the nearest expiration: ±3.3%
Data as of November 6, 2026.
WD Implied Volatility (IV) vs Historical Volatility (HV)
The WD IV term structure shows the implied volatility difference between different maturity dates.
