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.75.2%
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.76.7%
HV6083.6%
Diferencial IV − HV20
-1.5pt
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.
4/60 días registrados
Cboe delayed options data · a fecha de 21:57 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 91.0% | -1.3pt | ±4.4% |
| Sep 11, 2026 | 8 | 67.7% | -1.3pt | ±8.3% |
| Sep 18, 2026 | 15 | 73.2% | +0.7pt | ±12.1% |
| Sep 25, 2026 | 22 | 76.8% | +1.8pt | ±15.3% |
| Oct 02, 2026 | 29 | 74.6% | +0.2pt | ±17.0% |
| Oct 09, 2026 | 36 | 78.1% | -2.5pt | ±19.8% |
| Oct 16, 2026 | 43 | 76.2% | -1.0pt | ±21.0% |
| Oct 23, 2026 | 50 | 70.5% | +7.6pt | ±21.0% |
| Nov 20, 2026 | 78 | 84.0% | -5.7pt | ±31.0% |
| Jan 15, 2027 | 134 | 82.6% | -1.5pt | ±39.7% |
| Feb 19, 2027 | 169 | 82.7% | -3.6pt | ±44.6% |
| Jan 21, 2028 | 505 | 92.6% | +1.6pt | ±82.2% |
Sonrisa de volatilidad — Sep 18, 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