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.84.8%
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.57.3%
HV6077.6%
IV − HV20 spread
+27.5pt
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.
29/60 days recorded
Cboe delayed options data · as of 22:01 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 | 75.3% | +2.0pt | ±6.8% |
| Oct 30, 2026 | 11 | 70.0% | -6.9pt | ±9.7% |
| Nov 06, 2026 | 18 | 80.5% | +19.5pt | ±14.2% |
| Nov 13, 2026 | 25 | 80.8% | -7.3pt | ±16.8% |
| Nov 20, 2026 | 32 | 86.0% | -8.7pt | ±20.2% |
| Nov 27, 2026 | 39 | 76.0% | +12.0pt | ±19.6% |
| Dec 18, 2026 | 60 | 74.6% | +0.2pt | ±24.4% |
| Jan 15, 2027 | 88 | 73.0% | -7.3pt | ±28.9% |
| Feb 19, 2027 | 123 | 70.4% | -0.1pt | ±32.8% |
| Mar 19, 2027 | 151 | 78.4% | -2.5pt | ±40.3% |
| May 21, 2027 | 214 | 74.7% | -4.7pt | ±45.5% |
| Jun 17, 2027 | 241 | 77.4% | -5.9pt | ±49.9% |
| Jan 21, 2028 | 459 | 76.4% | -6.6pt | ±69.1% |
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