HPE Implied Volatility
ATM implied volatility, IV percentile, and the volatility risk premium for HPE options. See whether HPE's IV is rich or cheap versus its own trailing year and versus realized moves.
Volatility Smile
How HPE's IV is distributed across strikes for the nearest expiration. Data from the public vol surface endpoint.
No surface data available for HPE.
Implied Volatility Data
Create a free account to view the IV smile, term structure, and IV percentile history for HPE.
Sign up free - 30 secondsIV Term Structure
How HPE's IV is distributed across expirations. Contango (rising) is normal; backwardation (inverted) signals a near-term event.
No term structure data available.
IV Term Structure
Create a free account to view the ATM IV term structure for HPE.
Sign up free - 30 secondsWhat implied volatility tells you
Implied volatility (IV) is the market's forecast of how much HPE is expected to move, expressed as an annualized percentage and backed out of the price traders are actually paying for HPE 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 HPE?
IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means HPE'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 HPE 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 - HPE Implied Volatility
What is HPE's implied volatility right now?
HPE's current ATM implied volatility is 57.0%, shown live above. Full IV history, percentile, and term structure are available programmatically via GET /v1/volatility/hpe, a Growth-tier endpoint.
What is a high IV for HPE?
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.
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