SMR volatilidade 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.89.4%
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%
Spread IV − HV20
+29.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 22:02 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 80.9% | -1.2pt | ±7.2% |
| Oct 30, 2026 | 11 | 83.0% | -0.2pt | ±11.7% |
| Nov 06, 2026 | 18 | 100.7% | -4.4pt | ±17.8% |
| Nov 13, 2026 | 25 | 91.6% | -5.3pt | ±18.9% |
| Nov 20, 2026 | 32 | 88.7% | +0.6pt | ±20.7% |
| Nov 27, 2026 | 39 | 81.0% | -1.0pt | ±20.9% |
| Dec 18, 2026 | 60 | 80.4% | -3.4pt | ±26.9% |
| Jan 15, 2027 | 88 | 83.1% | -3.9pt | ±33.2% |
| Feb 19, 2027 | 123 | 83.3% | -1.9pt | ±39.3% |
| May 21, 2027 | 214 | 84.5% | -8.5pt | ±52.1% |
| Jan 21, 2028 | 459 | 85.0% | -12.6pt | ±69.6% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20