VSEC Implied Volatility
ATM implied volatility, IV percentile, and the volatility risk premium for VSEC options. See whether VSEC's IV is rich or cheap versus its own trailing year and versus realized moves.
VSEC implied volatility by horizon
As of Nov 10, 4:00 PM ETAt-the-money IV interpolated between 4 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 | - | 64.6% | 61.2% | 57.3% | 57.2% | - | - |
VSEC 30-day implied volatility is 61.2% and 90-day is 57.2%, so the curve is inverted: near-dated options cost 4.0 volatility points more than 90-day ones, the shape an earnings date or another scheduled event inside the next month produces. Its 30-day level is higher than 73% of the 1,449 tickers we cover, and its curve is more inverted than 74% of them.
Volatility Smile
How VSEC's IV is distributed across strikes for the nearest expiration. Data from the public vol surface endpoint.
No surface data available for VSEC.
Implied Volatility Data
Create a free account to view the IV smile, term structure, and IV percentile history for VSEC.
Sign up free - 30 secondsIV Term Structure
How VSEC'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 VSEC.
Sign up free - 30 secondsWhat implied volatility tells you
Implied volatility (IV) is the market's forecast of how much VSEC is expected to move, expressed as an annualized percentage and backed out of the price traders are actually paying for VSEC 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 VSEC?
IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means VSEC'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 VSEC 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 - VSEC Implied Volatility
What is VSEC's implied volatility right now?
VSEC's current ATM implied volatility is 60.1%, shown live above. Full IV history, percentile, and term structure are available programmatically via GET /v1/volatility/vsec, a Growth-tier endpoint.
What is a high IV for VSEC?
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.
More VSEC Analysis
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