CELESTICA INC (CLS) Implied Volatility
CELESTICA INC (CLS) options trade at a 30-day at-the-money implied volatility of 71.6%, an IV rank of 67 out of 100 over the past year. This page breaks down CLS's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
CLS 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 71.6% |
| ATM IV — 2 month | 86.0% |
| ATM IV — 3 month | 84.9% |
| IV rank (1 year) | 67 / 100 |
| IV percentile (1 year) | 93% |
| Expected move (front expiration) | ±$35.52 (±9.9%) |
| Historical volatility — 10 day | 84.9% |
| Historical volatility — 21 day | 70.1% |
| Historical volatility — 30 day | 72.5% |
| Historical volatility — 60 day | 70.9% |
| IV / HV ratio | 0.99 |
| Term slope (front − 3M) | -13.3 pts |
| 25Δ skew (front) | +4.5 pts |
An IV rank of 67 places current implied volatility in the middle of its 52-week range. An IV/HV ratio of 0.99 means implied volatility is roughly in line with recent realized volatility. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
CLS IV Rank History
CLS IV rank (0–100), past year.
IV rank has risen from 51 in Feb '26 to 67 today. An IV percentile of 93% means implied volatility was lower than today on 93% of trading days in the past year.
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CLS Options FAQ
What is the implied volatility of CLS options?
CLS options trade at a 30-day at-the-money implied volatility of 71.6% as of Jul 10, 2026. That is an IV rank of 67 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is CLS implied volatility high or low right now?
By its own 52-week standards, CLS implied volatility is currently moderate: IV rank is 67 out of 100 as of Jul 10, 2026. Compared with realized movement, the IV/HV ratio of 0.99 shows options pricing less movement than the stock has recently delivered.
What move do CLS options imply before the next expiration?
Front-expiration CLS options imply a one-standard-deviation move of ±$35.52 (±9.9%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between CLS's IV rank and IV percentile?
IV rank (currently 67) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 93%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.