FSLR volatility First Solar, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.60.3%
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.52.8%
HV6051.5%
IV − HV20 spread
+7.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 days recorded
Cboe delayed options data · as of 21:54 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 | 52.4% | +1.7pt | ±3.8% |
| Oct 30, 2026 | 10 | 74.7% | +7.0pt | ±9.9% |
| Nov 06, 2026 | 17 | 69.1% | +2.4pt | ±11.9% |
| Nov 13, 2026 | 24 | 63.7% | +0.0pt | ±13.1% |
| Nov 20, 2026 | 31 | 59.9% | +0.2pt | ±13.9% |
| Nov 27, 2026 | 38 | 57.0% | -0.4pt | ±14.7% |
| Dec 18, 2026 | 59 | 54.6% | +2.0pt | ±17.5% |
| Jan 15, 2027 | 87 | 51.3% | +0.1pt | ±20.0% |
| Mar 19, 2027 | 150 | 52.1% | +0.4pt | ±26.5% |
| Jun 17, 2027 | 240 | 51.1% | -0.5pt | ±32.8% |
| Sep 17, 2027 | 332 | 51.6% | -0.5pt | ±38.8% |
| Jan 21, 2028 | 458 | 51.2% | +0.3pt | ±44.9% |
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