ENPH volatility Enphase Energy, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.79.9%
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.49.7%
HV6053.8%
IV − HV20 spread
+30.3pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
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 21:55 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 | 67.7% | +1.9pt | ±5.7% |
| Oct 30, 2026 | 11 | 106.8% | +14.7pt | ±14.8% |
| Nov 06, 2026 | 18 | 99.2% | +4.5pt | ±17.6% |
| Nov 13, 2026 | 25 | 80.0% | +2.8pt | ±16.9% |
| Nov 20, 2026 | 32 | 79.9% | -0.1pt | ±18.9% |
| Nov 27, 2026 | 39 | 68.4% | -1.7pt | ±18.0% |
| Dec 18, 2026 | 60 | 70.3% | +0.1pt | ±22.6% |
| Jan 15, 2027 | 88 | 64.6% | -4.2pt | ±25.0% |
| Feb 19, 2027 | 123 | 71.8% | -3.2pt | ±32.8% |
| May 21, 2027 | 214 | 70.5% | +0.1pt | ±42.1% |
| Jun 17, 2027 | 241 | 69.6% | -1.1pt | ±44.0% |
| Jan 21, 2028 | 459 | 68.7% | -1.7pt | ±58.8% |
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