CLSK volatility CleanSpark, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.82.8%
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.82.8%
HV6093.3%
IV − HV20 spread
+0.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 95.5% | +0.5pt | ±5.9% |
| Sep 11, 2026 | 9 | 78.8% | +4.6pt | ±10.1% |
| Sep 18, 2026 | 16 | 80.3% | +1.3pt | ±13.5% |
| Sep 25, 2026 | 23 | 76.2% | +2.0pt | ±15.5% |
| Oct 02, 2026 | 30 | 82.8% | -4.0pt | ±19.1% |
| Oct 09, 2026 | 37 | 81.9% | -5.8pt | ±21.0% |
| Oct 16, 2026 | 44 | 85.8% | +1.3pt | ±23.6% |
| Nov 20, 2026 | 79 | 81.3% | -4.3pt | ±29.8% |
| Dec 18, 2026 | 107 | 81.9% | -2.8pt | ±34.8% |
| Jan 15, 2027 | 135 | 82.5% | -3.2pt | ±39.2% |
| Mar 19, 2027 | 198 | 85.7% | -1.9pt | ±48.7% |
| Jan 21, 2028 | 506 | 82.7% | — | ±76.0% |
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