Entegris, Inc. (ENTG) 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.

Entegris, Inc. (ENTG) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $24.58B, listed on NASDAQ, employing roughly 7,700 people, carrying a beta of 1.40 to the broader market. Entegris, Inc. Led by David W. Reeder, public since 2000-07-11.

Snapshot as of Oct 13, 2026.

Spot Price
$160.22
ATM IV
70.9%
HV 20-Day
39.1%
HV 60-Day
65.1%
IV Rank
45.6%
IV Percentile
74.6%

As of Oct 13, 2026, Entegris, Inc. (ENTG) ATM implied volatility is 70.9%. 20-day realized volatility is 39.1%, producing an IV-HV spread of +31.8 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 45.6%.

How ENTG iv/hv history Data Feeds Strategy Selection

Strategy selection on Entegris, 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 70.9% 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 ENTG IV vs HV chart

The dual-line chart below 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 70.9%, 45.6% IV rank, against 39.1% realized over the trailing 20 trading days. Implied is pricing above realized by 31.8 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.

ENTG IV/HV regimes and trade selection

ENTG IV rank at 45.6% sits mid-range - no structural edge from rank alone. Strategy choice should follow event calendar and the dealer-positioning read.

Using ENTG 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. Backwardation (negative slope -0.057) indicates acute near-term event risk - near-dated tenors price disproportionate vol. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

ENTG 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. ENTG's 45.6% IV rank places the ticker in the mid-range of its 1-year window - no strong cycle-position signal. The ratio of HV-20 (39.1%) to HV-60 (65.1%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series below 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 ENTG over the last ~30 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.

ENTG ATM implied volatility versus 20-day realized volatility over the last several weeksENTG Implied vs Realized Volatility40%45%50%55%60%65%70%09-0109-0909-1609-2309-3010-07Trading DayVolatilityATM IVHV 20d
Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

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

DateATM IVHV 20dHV 60dIV Rank
Oct 13, 202670.9%39.1%65.1%45.6%
Oct 12, 202667.1%39.3%65.4%39.7%
Oct 9, 202659.2%48.1%65.3%27.3%
Oct 8, 202661.7%47.8%65.7%31.2%
Oct 7, 202659.5%48.2%65.5%27.8%
Oct 6, 202655.9%48.0%65.7%22.2%
Oct 5, 202659.2%48.0%67.3%27.3%
Oct 2, 202658.0%50.6%67.3%25.5%
Oct 1, 202661.8%48.4%67.2%31.4%
Sep 30, 202664.0%47.9%67.7%34.8%
Sep 29, 202663.6%52.0%70.9%34.2%
Sep 28, 202661.9%51.6%70.9%31.6%
Sep 25, 202662.2%56.5%77.2%32.0%
Sep 24, 202662.2%56.4%79.1%32.0%
Sep 23, 202661.4%56.4%80.3%30.8%

Frequently asked ENTG iv/hv history questions

Is ENTG options pricing rich or cheap right now?
As of Oct 13, 2026, Entegris, Inc. (ENTG) ATM IV is 70.9% against 20-day realized volatility of 39.1%. IV rank is 45.6%. ENTG options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 31.8 vol points.
What is the ENTG 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. ENTG 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 ENTG 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. ENTG's current rank of 45.6% 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.