RGTI volatility Rigetti Computing, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.80.6%
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.61.8%
HV6078.1%
IV − HV20 spread
+18.8pt
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.
28/60 days recorded
Cboe delayed options data · as of 15:43 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 | 81.0% | +7.9pt | ±7.0% |
| Oct 30, 2026 | 11 | 74.5% | +6.9pt | ±10.5% |
| Nov 06, 2026 | 18 | 81.2% | +9.2pt | ±14.6% |
| Nov 13, 2026 | 25 | 80.7% | +2.1pt | ±17.0% |
| Nov 20, 2026 | 32 | 80.5% | -3.5pt | ±19.1% |
| Nov 27, 2026 | 39 | 80.4% | +6.4pt | ±21.0% |
| Dec 18, 2026 | 60 | 74.8% | +3.9pt | ±24.2% |
| Jan 15, 2027 | 88 | 72.2% | +0.0pt | ±28.3% |
| Feb 19, 2027 | 123 | 71.4% | -2.2pt | ±33.0% |
| Mar 19, 2027 | 151 | 74.5% | -0.3pt | ±38.0% |
| May 21, 2027 | 214 | 75.3% | -0.6pt | ±45.5% |
| Jun 17, 2027 | 241 | 75.3% | -3.5pt | ±48.1% |
| Jan 21, 2028 | 459 | 75.8% | -5.8pt | ±67.7% |
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