Woodward (WWD)'s 30-day implied volatility (IV30) was 55.6% at the close on November 6, 2026, down from 56.1% the day before, against a 52-week range of 23.9% to 57.7%. Its 20-day historical volatility was 44.9%.
Key numbers
30-day implied volatility (IV30): 55.6%
IV30 52-week range: 23.9% to 57.7% (median 39.0%)
Historical volatility: 20-day 44.9%, 1-year 37.0%
Implied move by the nearest expiration: ±4.0%
Data as of November 6, 2026.
WWD Implied Volatility (IV) vs Historical Volatility (HV)
The WWD IV term structure shows the implied volatility difference between different maturity dates.
