CENTRUS ENERGY CORP (LEU) Implied Volatility

This page breaks down LEU'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
$135.74
52-week range
$135.74 – $435.61
IV rank
62 / 100
Moderate
Put/call OI
0.71
Call-heavy
Max pain
$160
↑ 17.9% above close
Next earnings
Nov 8, 2026

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Implied Volatility & Expected Move

0%32%64%95%127%Jan '26May '26Oct '26

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

ATM IV — 2 month74.7%
ATM IV — 3 month72.9%
IV rank (1 year)62 / 100
IV percentile (1 year)19%
Historical volatility — 10 day58.4%
Historical volatility — 21 day66.8%
Historical volatility — 30 day75.7%
Historical volatility — 60 day74.4%
25Δ skew (front)-2.3 pts

An IV rank of 62 places current implied volatility in the middle of its 52-week range.

LEU IV Rank History

020406080Feb '26Jun '26Oct '26

LEU IV rank (0–100), past year.

IV rank has risen from 0 in Feb '26 to 62 today. An IV percentile of 19% means implied volatility was lower than today on 19% of trading days in the past year.

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LEU Options FAQ

Is LEU implied volatility high or low right now?

By its own 52-week standards, LEU implied volatility is currently moderate: IV rank is 62 out of 100 as of Oct 12, 2026.

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

IV rank (currently 62) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 19%) 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.