Cantor Equity Partners II, Inc. (CEPT) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Cantor Equity Partners II, Inc. (CEPT) operates in the Financial Services sector, specifically the Financial - Conglomerates industry, with a market capitalization near $360.2M, listed on NASDAQ, employing roughly 2 people, carrying a beta of 0.91 to the broader market. Cantor Equity Partners II, Inc. Led by Brandon G. Lutnick, public since 2025-05-02.

Snapshot as of Jul 13, 2026.

Spot Price

$12.34

ATM IV

194.0%

HV 20-Day

116.1%

As of Jul 13, 2026, Cantor Equity Partners II, Inc. (CEPT) ATM implied volatility is 194.0%. 20-day realized volatility is 116.1%, producing an IV-HV spread of +77.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium.

How CEPT iv/hv history Data Feeds Strategy Selection

Strategy selection on Cantor Equity Partners II, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 194.0% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the CEPT IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 194.0%, against 116.1% realized over the trailing 20 trading days. Implied is pricing above realized by 77.9 vol points, the typical variance-risk-premium positive state in which premium sellers earn the gap. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

CEPT IV/HV regimes and trade selection

Using CEPT vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Contango (positive slope 0.491) is the resting state - longer-dated IV trades above near-dated IV because long-dated cycles include uncertain macro states. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

CEPT IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for CEPT over the last ~16 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Most recent 15 trading days (descending). Older history appears in the chart above.