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.83.5%
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
+34.0pt
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 18:42 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 | 94.0% | — | ±10.4% |
| Oct 30, 2026 | 11 | 81.5% | +7.3pt | ±13.3% |
| Nov 06, 2026 | 18 | 81.2% | -0.5pt | ±16.2% |
| Nov 13, 2026 | 25 | 85.0% | -2.7pt | ±19.4% |
| Nov 20, 2026 | 32 | 83.0% | -6.2pt | ±21.2% |
| Nov 27, 2026 | 39 | 81.0% | -5.4pt | ±22.7% |
| Dec 18, 2026 | 60 | 76.5% | -12.2pt | ±26.3% |
| Jan 15, 2027 | 88 | 78.1% | -12.5pt | ±32.0% |
| Mar 19, 2027 | 151 | 77.5% | -9.5pt | ±41.0% |
| Jun 17, 2027 | 241 | 81.6% | -1.2pt | ±53.6% |
| Jan 21, 2028 | 459 | 81.0% | -6.4pt | ±70.9% |
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