SMR volatiliteit 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.89.1%
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%
IV − HV20 spreiding
+29.1pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 06:42 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 80.9% | -1.2pt | ±7.2% |
| Oct 30, 2026 | 10 | 83.0% | -0.2pt | ±11.7% |
| Nov 06, 2026 | 17 | 100.7% | -4.4pt | ±17.8% |
| Nov 13, 2026 | 24 | 91.6% | -5.3pt | ±18.9% |
| Nov 20, 2026 | 31 | 88.7% | +0.6pt | ±20.8% |
| Nov 27, 2026 | 38 | 81.0% | -1.0pt | ±21.0% |
| Dec 18, 2026 | 59 | 80.4% | -3.4pt | ±26.9% |
| Jan 15, 2027 | 87 | 83.1% | -3.9pt | ±33.3% |
| Feb 19, 2027 | 122 | 83.3% | -1.9pt | ±39.3% |
| May 21, 2027 | 213 | 84.5% | -8.5pt | ±52.2% |
| Jan 21, 2028 | 458 | 85.0% | -12.6pt | ±69.7% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20