WM Technology, Inc. (MAPS) 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.

WM Technology, Inc. (MAPS) operates in the Technology sector, specifically the Software - Application industry, with a market capitalization near $67.5M, listed on NASDAQ, employing roughly 440 people, carrying a beta of 0.79 to the broader market. WM Technology, Inc. Led by Douglas Francis, public since 2019-10-01.

Snapshot as of May 29, 2026.

Spot Price

$2.50

ATM IV

26.1%

HV 20-Day

721.8%

HV 60-Day

438.2%

IV Rank

0.7%

IV Percentile

7.1%

As of May 29, 2026, WM Technology, Inc. (MAPS) ATM implied volatility is 26.1%. 20-day realized volatility is 721.8%, producing an IV-HV spread of -695.7 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 0.7%.

How MAPS iv/hv history Data Feeds Strategy Selection

Strategy selection on WM Technology, 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 26.1% 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.

How to read the MAPS 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 26.1%, 0.7% IV rank, against 721.8% realized over the trailing 20 trading days. Implied is currently below realized by 695.7 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. 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.

MAPS IV/HV regimes and trade selection

MAPS sits in the bottom quartile of its 1-year IV range. Low-IV-rank regimes favor premium-buying or long-vol structures - long calls/puts, debit spreads, calendar spreads, long straddles. The risk: low rank can persist for months while theta decay eats premium-buyers alive without a vol-expansion catalyst.

Using MAPS 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. Term structure is roughly flat at 0.009, no strong near vs far premium being priced. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

MAPS 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. MAPS's current 0.7% IV rank places the ticker in the compression phase of that cycle. Compression phases are profitable for theta-harvesting structures but tend to end with abrupt vol-expansion regimes that hit short-vol books fast. The ratio of HV-20 (721.8%) to HV-60 (438.2%) 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 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 MAPS over the last ~29 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.