Cytosorbents Corporation (CTSO) 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.
Cytosorbents Corporation (CTSO) operates in the Healthcare sector, specifically the Medical - Devices industry, with a market capitalization near $35.8M, listed on NASDAQ, employing roughly 149 people, carrying a beta of 1.44 to the broader market. Cytosorbents Corporation engages in the research, development, and commercialization of medical devices with its blood purification technology platform incorporating a proprietary adsorbent and porous polymer technology. Led by Phillip Chan, public since 2006-08-08.
Snapshot as of May 15, 2026.
- Spot Price
- $0.50
- ATM IV
- 32.1%
- HV 20-Day
- 60.5%
- HV 60-Day
- 66.6%
- IV Rank
- 3.5%
- IV Percentile
- 15.5%
As of May 15, 2026, Cytosorbents Corporation (CTSO) ATM implied volatility is 32.1%. 20-day realized volatility is 60.5%, producing an IV-HV spread of -28.4 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 3.5%.
How CTSO iv/hv history Data Feeds Strategy Selection
Strategy selection on Cytosorbents 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 32.1% 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 CTSO iv/hv history questions
- Is CTSO options pricing rich or cheap right now?
- As of May 15, 2026, Cytosorbents Corporation (CTSO) ATM IV is 32.1% against 20-day realized volatility of 60.5%. IV rank is 3.5%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the CTSO 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. CTSO 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 CTSO 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. CTSO's current rank of 3.5% 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.