Westlake (WLK)'s 30-day implied volatility (IV30) was 37.0% at the close on November 13, 2026, up from 31.5% the day before, against a 52-week range of 29.3% to 61.7%. Its 20-day historical volatility was 39.4%.
Key numbers
30-day implied volatility (IV30): 37.0%
IV30 52-week range: 29.3% to 61.7% (median 46.4%)
Historical volatility: 20-day 39.4%, 1-year 42.8%
Implied move by the nearest expiration: ±1.9%
Data as of November 13, 2026.
WLK Implied Volatility (IV) vs Historical Volatility (HV)
The WLK IV term structure shows the implied volatility difference between different maturity dates.
