GH Implied Volatility

ATM implied volatility, IV percentile, and the volatility risk premium for GH options. See whether GH's IV is rich or cheap versus its own trailing year and versus realized moves.

Delayed
ATM IV
61.8%
Realized Vol 20d
58.1%

GH implied volatility by horizon

As of Nov 10, 4:00 PM ET

At-the-money IV interpolated between 10 listed expiries. A dash means no listed expiry brackets that horizon.

Horizon 7 days 14 days 30 days 60 days 90 days 180 days 1 year
ATM implied volatility - 45.7% 46.1% 49.5% 51.6% 54.4% 54.8%

GH 30-day implied volatility is 46.1% and 90-day is 51.6%, so the curve is upward sloping: 90-day options cost 5.5 points more than 30-day ones, the usual shape when no near-term event is priced. Its 30-day level is higher than 53% of the 1,449 tickers we cover.

Volatility Smile

How GH's IV is distributed across strikes for the nearest expiration. Data from the public vol surface endpoint.

IV Term Structure

How GH's IV is distributed across expirations. Contango (rising) is normal; backwardation (inverted) signals a near-term event.

What implied volatility tells you

Implied volatility (IV) is the market's forecast of how much GH is expected to move, expressed as an annualized percentage and backed out of the price traders are actually paying for GH options.

Higher IV means options are pricing in bigger expected swings and cost more; lower IV means the market expects calmer conditions and options are cheaper.

High or low for GH?

IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means GH's current IV is richer than at least 80% of the last year, i.e. statistically high. Below 20 means it's statistically cheap.

This is different from IV rank, which places today's IV between the past year's high and low instead of counting where it falls in the full distribution; a single outlier spike can distort rank without moving percentile.

IV vs realized: the premium

The volatility risk premium (VRP) is implied volatility minus realized volatility. A positive VRP means GH options have been priced above the moves that actually happened, the edge options sellers try to harvest. See VRP for the full breakdown.

Frequently Asked Questions - GH Implied Volatility

What is GH's implied volatility right now?

GH's current ATM implied volatility is 61.8%, shown live above. Full IV history, percentile, and term structure are available programmatically via GET /v1/volatility/gh, a Growth-tier endpoint.

What is a high IV for GH?

IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means IV is richer than at least 80% of the last year, i.e. statistically high; below 20 means it's statistically cheap. This is different from IV rank, which places today's IV between the past year's high and low instead of counting where it falls in the full distribution.