Weis Markets (WMK)'s 30-day implied volatility (IV30) was 23.7% at the close on October 26, 2026, up from 19.8% the day before, against a 52-week range of 17.3% to 38.2%. Its 20-day historical volatility was 27.3%.
Key numbers
30-day implied volatility (IV30): 23.7%
IV30 52-week range: 17.3% to 38.2% (median 27.8%)
Historical volatility: 20-day 27.3%, 1-year 33.0%
Implied move by the nearest expiration: ±1.2%
Data as of October 26, 2026.
WMK Implied Volatility (IV) vs Historical Volatility (HV)
The WMK IV term structure shows the implied volatility difference between different maturity dates.
