UTWO Implied Volatility
UTWO options trade at a 30-day at-the-money implied volatility of 59.2%, an IV rank of 34 out of 100 over the past year. This page breaks down UTWO'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 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
UTWO 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 59.2% |
| ATM IV — 3 month | 16.2% |
| IV rank (1 year) | 34 / 100 |
| IV percentile (1 year) | 88% |
| Expected move (front expiration) | ±$3.89 (±8.2%) |
| Historical volatility — 10 day | 1.3% |
| Historical volatility — 21 day | 1.8% |
| Historical volatility — 30 day | 1.9% |
| Historical volatility — 60 day | 1.7% |
| IV / HV ratio | 31.22 |
| Term slope (front − 3M) | +43.0 pts |
An IV rank of 34 places current implied volatility in the lower part of its 52-week range. With an IV/HV ratio of 31.22, options currently price in more movement than the stock has recently realized. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
UTWO IV Rank History
UTWO IV rank (0–100), past year.
IV rank has fallen from 84 in Feb '26 to 34 today. An IV percentile of 88% means implied volatility was lower than today on 88% of trading days in the past year.
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UTWO Options FAQ
What is the implied volatility of UTWO options?
UTWO options trade at a 30-day at-the-money implied volatility of 59.2% as of Oct 9, 2026. That is an IV rank of 34 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is UTWO implied volatility high or low right now?
By its own 52-week standards, UTWO implied volatility is currently low: IV rank is 34 out of 100 as of Oct 9, 2026. Compared with realized movement, the IV/HV ratio of 31.22 shows options pricing more movement than the stock has recently delivered.
What move do UTWO options imply before the next expiration?
Front-expiration UTWO options imply a one-standard-deviation move of ±$3.89 (±8.2%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between UTWO's IV rank and IV percentile?
IV rank (currently 34) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 88%) 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.