NOW volatility ServiceNow, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.62.3%
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.39.6%
HV6052.7%
IV − HV20 spread
+22.7pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
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 Oct 19, 22:00 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 | 58.1% | +1.8pt | ±4.9% |
| Oct 30, 2026 | 11 | 81.8% | +3.1pt | ±11.4% |
| Nov 06, 2026 | 18 | 70.8% | +0.9pt | ±12.6% |
| Nov 13, 2026 | 25 | 65.0% | +1.0pt | ±13.6% |
| Nov 20, 2026 | 32 | 61.4% | +1.6pt | ±14.5% |
| Nov 27, 2026 | 39 | 58.1% | +1.9pt | ±15.1% |
| Dec 18, 2026 | 60 | 55.0% | +1.1pt | ±17.8% |
| Jan 15, 2027 | 88 | 52.7% | +1.7pt | ±20.6% |
| Feb 19, 2027 | 123 | 54.1% | +1.4pt | ±24.9% |
| Mar 19, 2027 | 151 | 53.4% | +1.4pt | ±27.3% |
| May 21, 2027 | 214 | 53.3% | — | ±32.3% |
| Jun 17, 2027 | 241 | 53.3% | +1.1pt | ±34.2% |
| Sep 17, 2027 | 333 | 52.8% | — | ±39.6% |
| Jan 21, 2028 | 459 | 52.8% | +1.1pt | ±46.2% |
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