SMR volatilité 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.92.1%
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%
Écart IV − HV20
+32.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 15:43 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 96.0% | +5.1pt | ±7.4% |
| Oct 30, 2026 | 10 | 86.2% | +0.6pt | ±11.5% |
| Nov 06, 2026 | 17 | 96.9% | -1.0pt | ±16.7% |
| Nov 13, 2026 | 24 | 93.3% | -3.7pt | ±19.0% |
| Nov 20, 2026 | 31 | 91.9% | -5.2pt | ±21.2% |
| Nov 27, 2026 | 38 | 89.6% | -8.3pt | ±22.7% |
| Dec 18, 2026 | 59 | 86.6% | -3.8pt | ±29.0% |
| Jan 15, 2027 | 87 | 83.8% | -6.1pt | ±33.7% |
| Feb 19, 2027 | 122 | 81.9% | -4.3pt | ±38.8% |
| May 21, 2027 | 213 | 83.9% | -6.7pt | ±51.8% |
| Jan 21, 2028 | 458 | 88.2% | -10.3pt | ±71.2% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20