Wex (WEX)'s 30-day implied volatility (IV30) was 46.1% at the close on October 22, 2026, up from 43.7% the day before, against a 52-week range of 27.7% to 53.0%. Its 20-day historical volatility was 30.4%.
Key numbers
30-day implied volatility (IV30): 46.1%
IV30 52-week range: 27.7% to 53.0% (median 37.2%)
Historical volatility: 20-day 30.4%, 1-year 39.2%
Implied move by the nearest expiration: ±2.8%
Data as of October 22, 2026.
WEX Implied Volatility (IV) vs Historical Volatility (HV)
The WEX IV term structure shows the implied volatility difference between different maturity dates.
