AI volatility C3.ai, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.61.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.44.5%
HV6047.4%
IV − HV20 spread
+16.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 09:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 61.7% | +3.8pt | ±7.0% |
| Oct 30, 2026 | 11 | 59.2% | +1.6pt | ±9.5% |
| Nov 06, 2026 | 18 | 60.5% | +8.0pt | ±11.8% |
| Nov 13, 2026 | 25 | 61.4% | +1.0pt | ±13.8% |
| Nov 20, 2026 | 32 | 61.1% | -2.2pt | ±17.9% |
| Nov 27, 2026 | 39 | 56.8% | +2.5pt | ±15.6% |
| Dec 18, 2026 | 60 | 66.5% | +0.1pt | ±24.5% |
| Jan 15, 2027 | 88 | 64.5% | -1.3pt | ±28.0% |
| Mar 19, 2027 | 151 | 65.9% | +2.2pt | ±36.4% |
| Apr 16, 2027 | 179 | 64.4% | -0.6pt | ±38.5% |
| Dec 17, 2027 | 424 | 65.4% | -2.3pt | ±57.9% |
| Jan 21, 2028 | 459 | 70.6% | +0.3pt | ±64.6% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20