Claritev Corporation (CTEV) 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.
Claritev Corporation (CTEV) operates in the Healthcare sector, specifically the Medical - Healthcare Information Services industry, with a market capitalization near $470.2M, listed on NYSE, employing roughly 2,700 people, carrying a beta of 0.77 to the broader market. Claritev Corporation, together with its subsidiaries, provides data analytics and technology-enabled cost management, payment, and revenue integrity solutions to the healthcare industry in the United States. Led by Travis S. Dalton, public since 2020-04-03.
Snapshot as of May 15, 2026.
- Spot Price
- $14.34
- ATM IV
- 125.5%
- HV 20-Day
- 251.0%
- HV 60-Day
- 197.2%
- IV Rank
- 19.2%
- IV Percentile
- 81.7%
As of May 15, 2026, Claritev Corporation (CTEV) ATM implied volatility is 125.5%. 20-day realized volatility is 251.0%, producing an IV-HV spread of -125.5 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 19.2%.
How CTEV iv/hv history Data Feeds Strategy Selection
Strategy selection on Claritev Corporation 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 125.5% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. 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 CTEV iv/hv history questions
- Is CTEV options pricing rich or cheap right now?
- As of May 15, 2026, Claritev Corporation (CTEV) ATM IV is 125.5% against 20-day realized volatility of 251.0%. IV rank is 19.2%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the CTEV 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. CTEV 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 CTEV 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. CTEV's current rank of 19.2% 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.