The Honest Company, Inc. (HNST) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
The Honest Company, Inc. (HNST) operates in the Consumer Cyclical sector, specifically the Specialty Retail industry, with a market capitalization near $364.4M, listed on NASDAQ, employing roughly 164 people, carrying a beta of 2.15 to the broader market. The Honest Company, Inc. Led by Carla Vernon, public since 2021-05-04.
Snapshot as of May 15, 2026.
- Spot Price
- $3.13
- ATM IV
- 102.9%
- IV Rank
- 60.8%
- IV Percentile
- 89.7%
- Term Structure Slope
- -0.588
As of May 15, 2026, The Honest Company, Inc. (HNST) at-the-money implied volatility is 102.9%. IV rank is 60.8% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 89.7%. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
HNST Strategy Selection at Current Volatility Levels
For The Honest Company, Inc. options at 102.9% ATM IV, mid-range IV rank (60.8%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked HNST volatility skew questions
- What is the current HNST ATM implied volatility?
- As of May 15, 2026, The Honest Company, Inc. (HNST) at-the-money implied volatility is 102.9%. IV rank is 60.8% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is HNST IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does HNST volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.