Wolverine World Wide (WWW)'s 30-day implied volatility (IV30) was 64.9% at the close on November 6, 2026, up from 59.0% the day before, against a 52-week range of 39.6% to 87.0%. Its 20-day historical volatility was 50.9%.

Key numbers

30-day implied volatility (IV30): 64.9%
IV30 52-week range: 39.6% to 87.0% (median 57.4%)
Historical volatility: 20-day 50.9%, 1-year 48.5%
Implied move by the nearest expiration: ±3.7%

Data as of November 6, 2026.

WWW Implied Volatility (IV) vs Historical Volatility (HV)

Name: WWW Implied Volatility
Creator: Market Chameleon