RIOT volatility Riot Platforms, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.95.6%
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.67.4%
HV6093.9%
IV − HV20 spread
+28.3pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
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 09:41 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 | 97.0% | +7.7pt | ±10.8% |
| Oct 30, 2026 | 11 | 92.9% | -1.5pt | ±14.8% |
| Nov 06, 2026 | 18 | 110.3% | +4.3pt | ±21.4% |
| Nov 13, 2026 | 25 | 98.7% | -6.8pt | ±22.1% |
| Nov 20, 2026 | 32 | 94.7% | +7.1pt | ±23.7% |
| Nov 27, 2026 | 39 | 96.0% | +8.4pt | ±25.8% |
| Dec 18, 2026 | 60 | 91.7% | +3.4pt | ±30.6% |
| Jan 15, 2027 | 88 | 89.7% | -0.2pt | ±35.8% |
| Mar 19, 2027 | 151 | 87.9% | +0.4pt | ±45.3% |
| Jun 17, 2027 | 241 | 86.2% | +0.8pt | ±55.5% |
| Sep 17, 2027 | 333 | 85.4% | — | ±62.1% |
| Jan 21, 2028 | 459 | 83.1% | -2.6pt | ±69.7% |
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