Woodward (WWD)'s 30-day implied volatility (IV30) was 45.1% at the close on October 19, 2026, down from 46.8% the day before, against a 52-week range of 23.9% to 57.7%. Its 20-day historical volatility was 29.2%.
Key numbers
30-day implied volatility (IV30): 45.1%
IV30 52-week range: 23.9% to 57.7% (median 38.4%)
Historical volatility: 20-day 29.2%, 1-year 35.8%
Implied move by the nearest expiration: ±3.0%
Data as of October 19, 2026.
WWD Implied Volatility (IV) vs Historical Volatility (HV)
The WWD IV term structure shows the implied volatility difference between different maturity dates.
