Wendy's Company (WEN)'s 30-day implied volatility (IV30) was 51.1% at the close on October 21, 2026, up from 50.9% the day before, against a 52-week range of 25.3% to 134.8%. Its 20-day historical volatility was 40.0%.
Key numbers
30-day implied volatility (IV30): 51.1%
IV30 52-week range: 25.3% to 134.8% (median 46.7%)
Historical volatility: 20-day 40.0%, 1-year 49.9%
Implied move by the nearest expiration: ±2.1%
Data as of October 21, 2026.
WEN Implied Volatility (IV) vs Historical Volatility (HV)
The WEN IV term structure shows the implied volatility difference between different maturity dates.