Xpel (XPEL)'s 30-day implied volatility (IV30) was 60.7% at the close on October 20, 2026, up from 54.4% the day before, against a 52-week range of 26.2% to 74.6%. Its 20-day historical volatility was 32.8%.
Key numbers
30-day implied volatility (IV30): 60.7%
IV30 52-week range: 26.2% to 74.6% (median 38.6%)
Historical volatility: 20-day 32.8%, 1-year 41.3%
Implied move by the nearest expiration: ±3.4%
Data as of October 20, 2026.
XPEL Implied Volatility (IV) vs Historical Volatility (HV)
The XPEL IV term structure shows the implied volatility difference between different maturity dates.
