PLUG volatility Plug Power Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.82.2%
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.49.5%
HV6056.1%
IV − HV20 spread
+32.7pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 15:42 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 | 93.3% | +38.2pt | ±10.0% |
| Oct 30, 2026 | 11 | 83.1% | +12.7pt | ±13.2% |
| Nov 06, 2026 | 18 | 80.0% | +2.0pt | ±15.7% |
| Nov 13, 2026 | 25 | 83.7% | +0.1pt | ±18.9% |
| Nov 20, 2026 | 32 | 81.7% | -6.0pt | ±20.7% |
| Nov 27, 2026 | 39 | 82.5% | -9.3pt | ±22.9% |
| Dec 18, 2026 | 60 | 79.8% | -11.3pt | ±27.1% |
| Jan 15, 2027 | 88 | 75.3% | -16.6pt | ±30.7% |
| Mar 19, 2027 | 151 | 75.9% | -8.1pt | ±40.0% |
| Jun 17, 2027 | 241 | 79.1% | -1.8pt | ±51.8% |
| Jan 21, 2028 | 459 | 80.2% | -5.3pt | ±70.0% |
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