Wells Fargo (WFC)'s 30-day implied volatility (IV30) was 27.0% at the close on November 3, 2026, up from 26.2% the day before, against a 52-week range of 20.0% to 43.1%. Its 20-day historical volatility was 25.7%.
Key numbers
30-day implied volatility (IV30): 27.0%
IV30 52-week range: 20.0% to 43.1% (median 28.0%)
Historical volatility: 20-day 25.7%, 1-year 27.3%
Implied move by the nearest expiration: ±1.8%
Data as of November 3, 2026.
WFC Implied Volatility (IV) vs Historical Volatility (HV)
The WFC IV term structure shows the implied volatility difference between different maturity dates.
