Presidio Production Company (FTW) 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.

Presidio Production Company (FTW) operates in the Energy sector, specifically the Shell Companies industry, with a market capitalization near $492.5M, listed on NYSE, carrying a beta of 0.17 to the broader market. EQV Ventures Acquisition Corp. Led by William Ulrich, public since 2024-09-27.

Snapshot as of Jun 30, 2026.

Spot Price

$12.20

ATM IV

175.3%

HV 20-Day

20.8%

As of Jun 30, 2026, Presidio Production Company (FTW) ATM implied volatility is 175.3%. 20-day realized volatility is 20.8%, producing an IV-HV spread of +154.5 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium.

How FTW iv/hv history Data Feeds Strategy Selection

Strategy selection on Presidio Production Company 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 175.3% 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 FTW IV vs HV chart

The dual-line chart above 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 175.3%, against 20.8% realized over the trailing 20 trading days. Implied is pricing above realized by 154.5 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.

FTW IV/HV regimes and trade selection

Using FTW 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 -0.588) 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.

FTW 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. Use the time series above 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 FTW over the last ~37 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.

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