SMR Volatilität 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.75.9%
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
-0.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 84.7% | +1.8pt | ±5.1% |
| Sep 11, 2026 | 8 | 70.8% | -1.4pt | ±8.9% |
| Sep 18, 2026 | 15 | 75.6% | -0.1pt | ±12.6% |
| Sep 25, 2026 | 22 | 74.8% | -2.7pt | ±14.9% |
| Oct 02, 2026 | 29 | 75.7% | -4.4pt | ±17.2% |
| Oct 09, 2026 | 36 | 77.1% | -4.4pt | ±19.5% |
| Oct 16, 2026 | 43 | 78.6% | -5.2pt | ±22.4% |
| Nov 20, 2026 | 78 | 86.1% | -6.0pt | ±32.4% |
| Jan 15, 2027 | 134 | 84.0% | -5.8pt | ±41.1% |
| Feb 19, 2027 | 169 | 85.0% | -5.8pt | ±46.2% |
| Jan 21, 2028 | 505 | 91.7% | -8.6pt | ±82.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20