American Superconductor Corporation (AMSC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
American Superconductor Corporation (AMSC) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $2.65B, listed on NASDAQ, employing roughly 569 people, carrying a beta of 3.28 to the broader market. American Superconductor Corporation, together with its subsidiaries, provides megawatt-scale power resiliency solutions worldwide. Led by Daniel Patrick McGahn, public since 1991-12-12.
Snapshot as of May 15, 2026.
- Spot Price
- $54.84
- ATM IV
- 117.4%
- IV Skew 25Δ
- -0.062
- IV Rank
- 83.0%
- IV Percentile
- 99.2%
- Term Structure Slope
- -0.152
As of May 15, 2026, American Superconductor Corporation (AMSC) at-the-money implied volatility is 117.4%. IV rank is 83.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 99.2%. The 25-delta skew is -0.062: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
AMSC Strategy Selection at Current Volatility Levels
For American Superconductor Corporation options at 117.4% ATM IV, high IV rank (83.0%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked AMSC volatility skew questions
- What is the current AMSC ATM implied volatility?
- As of May 15, 2026, American Superconductor Corporation (AMSC) at-the-money implied volatility is 117.4%. IV rank is 83.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is AMSC IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does AMSC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. American Superconductor Corporation carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.