Wex (WEX)'s 30-day implied volatility (IV30) was 37.4% at the close on November 4, 2026, up from 35.7% the day before, against a 52-week range of 27.7% to 53.0%. Its 20-day historical volatility was 33.9%.
Key numbers
30-day implied volatility (IV30): 37.4%
IV30 52-week range: 27.7% to 53.0% (median 37.1%)
Historical volatility: 20-day 33.9%, 1-year 39.5%
Implied move by the nearest expiration: ±2.2%
Data as of November 4, 2026.
WEX Implied Volatility (IV) vs Historical Volatility (HV)
The WEX IV term structure shows the implied volatility difference between different maturity dates.
