RUT volatility Russell 2000 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.18.8%
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.14.3%
HV6014.0%
IV − HV20 spread
+4.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
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 18:43 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 20, 2026 | 0 | 16.9% | +1.4pt | ±0.2% |
| Oct 21, 2026 | 1 | 18.2% | +1.2pt | ±0.8% |
| Oct 22, 2026 | 2 | 18.3% | +1.9pt | ±1.1% |
| Oct 23, 2026 | 3 | 18.6% | +2.5pt | ±1.4% |
| Oct 26, 2026 | 6 | 15.7% | +2.4pt | ±1.6% |
| Oct 27, 2026 | 7 | 16.2% | +2.6pt | ±1.8% |
| Oct 28, 2026 | 8 | 18.7% | +3.1pt | ±2.2% |
| Oct 29, 2026 | 9 | 19.2% | +3.2pt | ±2.4% |
| Oct 30, 2026 | 10 | 19.3% | +3.5pt | ±2.6% |
| Nov 02, 2026 | 13 | 17.9% | +3.3pt | ±2.7% |
| Nov 03, 2026 | 14 | 18.1% | +3.4pt | ±2.8% |
| Nov 04, 2026 | 15 | 18.7% | +3.5pt | ±3.0% |
| Nov 06, 2026 | 17 | 19.2% | +3.8pt | ±3.3% |
| Nov 13, 2026 | 24 | 19.1% | +3.8pt | ±3.9% |
| Nov 20, 2026 | 31 | 18.8% | +3.9pt | ±4.4% |
| Nov 27, 2026 | 38 | 18.5% | +3.8pt | ±4.7% |
Volatility smile — Oct 30, 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