SEALSQ Corp (LAES) 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.
SEALSQ Corp (LAES) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $422.1M, listed on NASDAQ, employing roughly 67 people, carrying a beta of -8.37 to the broader market. SEALSQ Corp develops and sells semiconductor chips for private and public sectors. Led by Carlos Creus Moreira, public since 2023-05-23.
Snapshot as of May 13, 2026.
- Spot Price
- $2.96
- ATM IV
- 95.6%
- HV 20-Day
- 122.2%
- HV 60-Day
- 107.1%
- IV Rank
- 13.4%
- IV Percentile
- 21.8%
As of May 13, 2026, SEALSQ Corp (LAES) ATM implied volatility is 95.6%. 20-day realized volatility is 122.2%, producing an IV-HV spread of -26.6 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 13.4%.
How LAES iv/hv history Data Feeds Strategy Selection
Strategy selection on SEALSQ Corp 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 95.6% 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 LAES iv/hv history questions
- Is LAES options pricing rich or cheap right now?
- As of May 13, 2026, SEALSQ Corp (LAES) ATM IV is 95.6% against 20-day realized volatility of 122.2%. IV rank is 13.4%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the LAES 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. LAES 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 LAES 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. LAES's current rank of 13.4% 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.