CEG volatility Constellation Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.39.0%
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.31.0%
HV6035.5%
IV − HV20 spread
+8.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 days recorded
Cboe delayed options data · as of 21:49 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.5% | +0.5pt | ±2.1% |
| Sep 11, 2026 | 8 | 38.6% | -7.9pt | ±4.6% |
| Sep 18, 2026 | 15 | 42.4% | -5.8pt | ±6.9% |
| Sep 25, 2026 | 22 | 39.9% | +1.9pt | ±7.9% |
| Oct 02, 2026 | 29 | 39.0% | +0.8pt | ±8.8% |
| Oct 09, 2026 | 36 | 39.2% | -1.8pt | ±9.8% |
| Oct 16, 2026 | 43 | 39.3% | -0.6pt | ±10.9% |
| Oct 23, 2026 | 50 | 40.3% | +0.7pt | ±11.9% |
| Nov 20, 2026 | 78 | 43.6% | -1.2pt | ±16.2% |
| Dec 18, 2026 | 106 | 43.0% | -1.2pt | ±18.6% |
| Jan 15, 2027 | 134 | 42.4% | -1.8pt | ±20.6% |
| Feb 19, 2027 | 169 | 42.6% | -0.7pt | ±23.2% |
| Mar 19, 2027 | 197 | 43.4% | -1.6pt | ±25.4% |
| Jun 17, 2027 | 287 | 44.2% | -1.4pt | ±31.0% |
| Sep 17, 2027 | 379 | 43.9% | — | ±35.3% |
| Dec 17, 2027 | 470 | 44.5% | -0.8pt | ±39.7% |
Volatility smile — Sep 18, 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