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.89.2%
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.57.5%
HV6088.8%
IV − HV20 spread
+31.7pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 18:35 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 | 3 | 102.7% | +1.5pt | ±7.6% |
| Oct 30, 2026 | 10 | 92.3% | +4.3pt | ±12.3% |
| Nov 06, 2026 | 17 | 91.5% | +4.5pt | ±15.8% |
| Nov 13, 2026 | 24 | 90.6% | +4.7pt | ±18.6% |
| Nov 20, 2026 | 31 | 89.0% | +6.8pt | ±20.7% |
| Nov 27, 2026 | 38 | 88.8% | +1.6pt | ±22.8% |
| Dec 18, 2026 | 59 | 88.2% | +2.1pt | ±29.2% |
| Jan 15, 2027 | 87 | 85.5% | +1.5pt | ±34.1% |
| Mar 19, 2027 | 150 | 85.4% | -1.4pt | ±44.3% |
| Jun 17, 2027 | 240 | 86.1% | — | ±55.9% |
| Jan 21, 2028 | 458 | 84.9% | -3.1pt | ±70.5% |
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