Hewlett Packard Enterprise Company (HPE) 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.
Hewlett Packard Enterprise Company (HPE) operates in the Technology sector, specifically the Communication Equipment industry, with a market capitalization near $42.57B, listed on NYSE, employing roughly 61,000 people, carrying a beta of 1.29 to the broader market. Hewlett Packard Enterprise Company provides solutions that allow customers to capture, analyze, and act upon data seamlessly in the Americas, Europe, the Middle East, Africa, the Asia Pacific, and Japan. Led by Antonio Fabio Neri, public since 2015-10-19.
Snapshot as of May 15, 2026.
- Spot Price
- $33.14
- ATM IV
- 61.1%
- HV 20-Day
- 47.1%
- HV 60-Day
- 47.3%
- IV Rank
- 76.1%
- IV Percentile
- 98.0%
As of May 15, 2026, Hewlett Packard Enterprise Company (HPE) ATM implied volatility is 61.1%. 20-day realized volatility is 47.1%, producing an IV-HV spread of +13.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 76.1%.
How HPE iv/hv history Data Feeds Strategy Selection
Strategy selection on Hewlett Packard Enterprise 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 61.1% 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 →
HPE highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $22.00 | Mar 19, 2027 | 20.8K | 20.8K | 59.0% | $1.54 | $2.02 |
Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked HPE iv/hv history questions
- Is HPE options pricing rich or cheap right now?
- As of May 15, 2026, Hewlett Packard Enterprise Company (HPE) ATM IV is 61.1% against 20-day realized volatility of 47.1%. IV rank is 76.1%. HPE options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 13.9 vol points.
- What is the HPE 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. HPE 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 HPE 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. HPE's current rank of 76.1% 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.