SMR volatility NuScale Power Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.89.4%
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.59.9%
HV6089.2%
IV − HV20 spread
+29.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
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 22:02 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 | 80.9% | -1.2pt | ±7.2% |
| Oct 30, 2026 | 11 | 83.0% | -0.2pt | ±11.7% |
| Nov 06, 2026 | 18 | 100.7% | -4.4pt | ±17.8% |
| Nov 13, 2026 | 25 | 91.6% | -5.3pt | ±18.9% |
| Nov 20, 2026 | 32 | 88.7% | +0.6pt | ±20.7% |
| Nov 27, 2026 | 39 | 81.0% | -1.0pt | ±20.9% |
| Dec 18, 2026 | 60 | 80.4% | -3.4pt | ±26.9% |
| Jan 15, 2027 | 88 | 83.1% | -3.9pt | ±33.2% |
| Feb 19, 2027 | 123 | 83.3% | -1.9pt | ±39.3% |
| May 21, 2027 | 214 | 84.5% | -8.5pt | ±52.1% |
| Jan 21, 2028 | 459 | 85.0% | -12.6pt | ±69.6% |
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