LAES · IV Rank History

SEALSQ Corp Ordinary Shares

IV rank shows where LAES's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

LAES's 30-day at-the-money implied volatility was 76.9% as of Oct 22, 2026. Its 52-week IV rank is 13 and its IV percentile is 15%: IV was lower on 15% of the past year's sessions. Over those 52 weeks it ranged from 59.0% (Sep 1, 2026) to 192.2% (May 12, 2026). On the 90-session window our screeners use, the IV rank is 22.

LAES IV rank history

446 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

LAES IV rank and implied volatility as of 2026-10-22

52-Week IV Rank
13
0 = year low, 100 = year high
IV Percentile
15%
of past-year sessions had lower IV
90-Session IV Rank
22
used by our screeners
30-Day ATM IV
76.9%
1-year average 104.1%
7-Day ATM IV
77.0%
90-session rank 26
52-Week IV High
192.2%
2026-05-12
52-Week IV Low
59.0%
2026-09-01
History Since
2025-01-02
446 sessions

How these are measured. Implied volatility here is LAES's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means LAES options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

LAES implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 68.7% 76.9% 60.0% 12
Sep 2026 70.7% 139.9% 59.0% 11
Aug 2026 88.8% 110.3% 69.3% 5
Jul 2026 101.9% 113.5% 88.9% 26
Jun 2026 110.7% 135.8% 89.9% 35
May 2026 118.7% 192.2% 92.6% 42
Apr 2026 120.8% 163.6% 93.8% 45
Mar 2026 109.6% 186.2% 67.3% 36
Feb 2026 110.6% 128.4% 88.7% 31
Jan 2026 105.2% 131.7% 92.0% 17
Dec 2025 108.3% 131.9% 84.1% 17
Nov 2025 118.4% 133.1% 98.3% 16
Oct 2025 133.2% 177.3% 103.1% 22
Sep 2025 117.6% 250.2% 85.1% 16
Aug 2025 95.8% 117.0% 79.7% 4
Jul 2025 147.9% 319.8% 91.2% 19
Jun 2025 169.6% 306.3% 125.3% 31
May 2025 174.3% 255.9% 115.6% 36
Apr 2025 157.2% 233.1% 116.0% 17
Mar 2025 193.2% 254.2% 144.7% 24
Feb 2025 183.5% 223.9% 164.5% 14
Jan 2025 204.0% 300.3% 166.8% —

LAES IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-22 22 76.9% 77.0%
2026-10-21 13 69.3% —
2026-10-20 22 76.8% 99.4%
2026-10-19 13 69.8% 99.9%
2026-10-16 13 69.8% 89.7%
2026-10-15 17 72.8% 82.2%
2026-10-14 16 72.0% 108.0%
2026-10-13 12 68.3% 71.7%
2026-10-12 2 60.4% 78.2%
2026-10-09 1 60.0% 109.8%
2026-10-08 11 68.3% —
2026-10-07 7 64.7% 110.0%
2026-10-06 13 69.3% 61.8%
2026-10-05 6 63.9% 74.6%
2026-10-02 9 66.6% 77.4%
2026-10-01 14 70.4% 74.6%
2026-09-30 19 74.7% 75.6%
2026-09-29 28 81.4% 89.7%
2026-09-28 11 70.8% 96.6%
2026-09-25 8 67.4% 67.9%
2026-09-24 77 139.9% —
2026-09-23 7 66.7% 100.8%
2026-09-22 8 67.7% 142.9%
2026-09-21 4 64.4% 75.1%
2026-09-18 6 66.9% 94.2%
2026-09-17 3 62.5% 63.5%
2026-09-16 7 67.6% 84.8%
2026-09-15 9 71.3% 77.9%
2026-09-14 5 65.5% 79.8%
2026-09-11 2 61.5% 69.3%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.