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.75.7%
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.76.5%
HV6084.8%
IV − HV20 spread
-0.8pt
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.
3/60 days recorded
Cboe delayed options data · as of 00:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 84.7% | +1.8pt | ±5.1% |
| Sep 11, 2026 | 9 | 70.8% | -1.4pt | ±8.9% |
| Sep 18, 2026 | 16 | 75.6% | -0.1pt | ±12.6% |
| Sep 25, 2026 | 23 | 74.8% | -2.7pt | ±14.9% |
| Oct 02, 2026 | 30 | 75.7% | -4.4pt | ±17.2% |
| Oct 09, 2026 | 37 | 77.1% | -4.4pt | ±19.5% |
| Oct 16, 2026 | 44 | 78.6% | -5.2pt | ±22.4% |
| Nov 20, 2026 | 79 | 86.1% | -6.0pt | ±32.4% |
| Jan 15, 2027 | 135 | 84.0% | -5.8pt | ±41.1% |
| Feb 19, 2027 | 170 | 85.0% | -5.8pt | ±46.2% |
| Jan 21, 2028 | 506 | 91.7% | -8.6pt | ±82.2% |
Volatility smile — Sep 18, 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