Micron Technology (MU) implied volatility51% IV30 · 51% HV30 · MU at $906.38 · 2026-10-26 ET
MU's at-the-money implied volatility is 51% for the 2026-11-27 expiration (32 days out, the nearest to 30), against 51% realized volatility over the last 30 trading days: a +0.4% volatility premium, options are pricing more movement than the stock has delivered. IV rank is 9 and IV percentile 5 over the past 252 sessions: the 52-week range runs from 45% (2026-10-06) to 118% (2026-06-11). The term structure is inverted (near-term options richer than later ones, the event-or-stress shape). The 25-delta skew on 2026-11-20 is +4.1% (56% put IV vs 52% call IV).
MU IV rank, percentile and one-year IV chart
- IV rank
- 9
- IV percentile
- 5
- 52-week high
- 118% · 2026-06-11
- 52-week low
- 45% · 2026-10-06
IV30 at-the-money implied volatility · HV30 30-day realized · dashed lines: 52-week IV high and low
Daily ATM IV30 (the expiration nearest 30 days, call/put average) stored every session since 2025-10-24; 252 sessions in the window. Rank = (today − low) ÷ (high − low); percentile = share of sessions below today.
Term structure
| Expiration | DTE | ATM IV | Daily σ | Expected move |
|---|---|---|---|---|
| 2026-10-28 | 2 | 60.7% | 3.82% | ±$33.2 |
| 2026-10-30 | 4 | 64.0% | 4.03% | ±$48.8 |
| 2026-11-02 | 7 | 53.8% | 3.39% | ±$54.2 |
| 2026-11-09 | 14 | 52.5% | 3.31% | ±$74.35 |
| 2026-11-20 | 25 | 54.3% | 3.42% | ±$102.35 |
| 2026-11-27 | 32 | 51.4% | 3.24% | ±$109.6 |
| 2026-12-04 | 39 | 51.9% | 3.27% | ±$122 |
| 2026-12-18 | 53 | 52.5% | 3.31% | ±$144.35 |
ATM IV is the average call and put IV at the strike nearest the stock price. Daily σ = IV ÷ √252. Contracts with implausible IV (expired or unquoted) are excluded.
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Frequently asked questions
- What is MU implied volatility?
- The annualized volatility the options market is pricing into Micron Technology (MU) options, backed out of their prices. 40% IV means the market expects the stock to move about 40% over a year, or roughly 2.5% on a typical day (40% ÷ √252). Each expiration has its own at-the-money IV; the list of them is the term structure.
- What does IV versus realized volatility tell me?
- Realized (historical) volatility is what the stock actually did over the last 30 trading days; implied is what options are charging for the next 30. IV above HV is a volatility premium that favors premium sellers; IV well below HV is rare and favors buyers.
- What is the 25-delta skew?
- The IV of the 25-delta put minus the IV of the 25-delta call on the same expiration. Positive skew (the usual case in stocks) means downside protection is priced richer than upside calls; a widening skew signals demand for hedges.
- What does the MU IV chart show?
- One year of daily 30-day implied volatility (blue) against 30-day realized volatility (amber), with the 52-week IV high and low marked. When blue sits above amber, options are pricing more movement than MU has delivered; the gap is the premium that option sellers collect.
- What is MU's IV rank and how is it different from IV percentile?
- IV rank places today's 30-day implied volatility within its own range over the past year: 0 at the 52-week low, 100 at the high. IV percentile is the share of days in that year with lower IV. A single spike drags rank down for months while percentile keeps counting, so read the two together; both come from the daily ATM IV OptionScout stores for MU every session.
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