SMR volatilidad 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.92.4%
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%
Diferencial IV − HV20
+32.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 12:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 90.5% | -1.2pt | ±13.6% |
| Oct 30, 2026 | 10 | 88.1% | -0.2pt | ±16.9% |
| Nov 06, 2026 | 17 | 97.5% | -4.4pt | ±20.9% |
| Nov 13, 2026 | 24 | 94.5% | -5.3pt | ±22.8% |
| Nov 20, 2026 | 31 | 92.1% | +0.6pt | ±24.8% |
| Nov 27, 2026 | 38 | 80.2% | -1.0pt | ±24.1% |
| Dec 18, 2026 | 59 | 84.1% | -3.4pt | ±30.0% |
| Jan 15, 2027 | 87 | 87.6% | -3.9pt | ±36.8% |
| Feb 19, 2027 | 122 | 82.1% | -1.9pt | ±40.4% |
| May 21, 2027 | 213 | 82.0% | -8.5pt | ±52.3% |
| Jan 21, 2028 | 458 | 85.0% | -12.6pt | ±76.1% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20