Corcept Therapeutics Incorporated (CORT) 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.
Corcept Therapeutics Incorporated (CORT) operates in the Healthcare sector, specifically the Biotechnology industry, with a market capitalization near $6.13B, listed on NASDAQ, employing roughly 500 people, carrying a beta of 0.35 to the broader market. Corcept Therapeutics Incorporated discovers, develops, and commercializes drugs for the treatment of severe metabolic, oncologic, and neuropsychiatric disorders in the United States. Led by Joseph K. Belanoff, public since 2004-04-14.
Snapshot as of May 15, 2026.
- Spot Price
- $56.72
- ATM IV
- 44.5%
- HV 20-Day
- 63.4%
- HV 60-Day
- 75.4%
- IV Rank
- 2.4%
- IV Percentile
- 13.5%
As of May 15, 2026, Corcept Therapeutics Incorporated (CORT) ATM implied volatility is 44.5%. 20-day realized volatility is 63.4%, producing an IV-HV spread of -18.9 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 2.4%.
How CORT iv/hv history Data Feeds Strategy Selection
Strategy selection on Corcept Therapeutics Incorporated 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 44.5% 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 CORT iv/hv history questions
- Is CORT options pricing rich or cheap right now?
- As of May 15, 2026, Corcept Therapeutics Incorporated (CORT) ATM IV is 44.5% against 20-day realized volatility of 63.4%. IV rank is 2.4%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the CORT 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. CORT is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does CORT 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. CORT's current rank of 2.4% 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.