Comtech Telecommunications Corp. (CMTL) 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.
Comtech Telecommunications Corp. (CMTL) operates in the Technology sector, specifically the Communication Equipment industry, with a market capitalization near $110.9M, listed on NASDAQ, employing roughly 1,500 people, carrying a beta of 1.20 to the broader market. Comtech Telecommunications Corp. Led by Kenneth H. Traub, public since 1980-03-17.
Snapshot as of May 15, 2026.
- Spot Price
- $3.80
- ATM IV
- 183.8%
- HV 20-Day
- 56.3%
- HV 60-Day
- 95.9%
- IV Rank
- 42.6%
- IV Percentile
- 87.7%
As of May 15, 2026, Comtech Telecommunications Corp. (CMTL) ATM implied volatility is 183.8%. 20-day realized volatility is 56.3%, producing an IV-HV spread of +127.5 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 42.6%.
How CMTL iv/hv history Data Feeds Strategy Selection
Strategy selection on Comtech Telecommunications Corp. 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 183.8% 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.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked CMTL iv/hv history questions
- Is CMTL options pricing rich or cheap right now?
- As of May 15, 2026, Comtech Telecommunications Corp. (CMTL) ATM IV is 183.8% against 20-day realized volatility of 56.3%. IV rank is 42.6%. CMTL options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 127.5 vol points.
- What is the CMTL variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. CMTL is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does CMTL IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. CMTL's current rank of 42.6% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.