Mirion Technologies, Inc. (MIR) 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.
Mirion Technologies, Inc. (MIR) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $4.56B, listed on NYSE, employing roughly 2,800 people, carrying a beta of 1.07 to the broader market. Mirion Technologies, Inc. Led by Thomas D. Logan, public since 2020-08-20.
Snapshot as of May 15, 2026.
- Spot Price
- $18.24
- ATM IV
- 54.0%
- IV Skew 25Δ
- 0.031
- IV Rank
- 21.2%
- IV Percentile
- 57.5%
- Term Structure Slope
- -0.049
As of May 15, 2026, Mirion Technologies, Inc. (MIR) at-the-money implied volatility is 54.0%. IV rank is 21.2% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 57.5%. The 25-delta skew is +0.031: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
MIR Strategy Selection at Current Volatility Levels
For Mirion Technologies, Inc. options at 54.0% ATM IV, low IV rank (21.2%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. 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 →
MIR highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $25.00 | Aug 21, 2026 | 2 | 27.1K | 53.0% | $0.40 | $0.50 |
| CALL | $25.00 | Aug 21, 2026 | 2 | 27.1K | 53.0% | $0.40 | $0.50 |
| CALL | $20.00 | Aug 21, 2026 | 33 | 15.9K | 51.0% | $1.35 | $1.50 |
Top 3 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked MIR volatility skew questions
- What is the current MIR ATM implied volatility?
- As of May 15, 2026, Mirion Technologies, Inc. (MIR) at-the-money implied volatility is 54.0%. IV rank is 21.2% 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 MIR IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does MIR volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Mirion Technologies, Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. 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.