GILAT SATELLITE NETWORKS LTD (GILT) Implied Volatility

This page breaks down GILT'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 Oct 12, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$8.43
52-week range
$8.43 – $20.85
IV rank
55 / 100
Moderate
Put/call OI
0.27
Call-heavy
Max pain
$10
↑ 18.6% above close

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Implied Volatility & Expected Move

22%54%85%116%148%Jan '26May '26Oct '26

GILT 30-day at-the-money implied volatility, past year.

ATM IV — 2 month76.3%
ATM IV — 3 month63.9%
IV rank (1 year)55 / 100
IV percentile (1 year)79%
Historical volatility — 10 day29.3%
Historical volatility — 21 day29.6%
Historical volatility — 30 day30.2%
Historical volatility — 60 day41.8%
25Δ skew (front)-7.6 pts

An IV rank of 55 places current implied volatility in the middle of its 52-week range.

GILT IV Rank History

0285583110Feb '26Jun '26Oct '26

GILT IV rank (0–100), past year.

IV rank has risen from 32 in Feb '26 to 55 today. An IV percentile of 79% means implied volatility was lower than today on 79% of trading days in the past year.

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GILT Options FAQ

Is GILT implied volatility high or low right now?

By its own 52-week standards, GILT implied volatility is currently moderate: IV rank is 55 out of 100 as of Oct 12, 2026.

What is the difference between GILT's IV rank and IV percentile?

IV rank (currently 55) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 79%) 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.