The New York Times Company (NYT) 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.
The New York Times Company (NYT) operates in the Communication Services sector, specifically the Publishing industry, with a market capitalization near $12.46B, listed on NYSE, employing roughly 5,900 people, carrying a beta of 0.98 to the broader market. The New York Times Company, together with its subsidiaries, provides news and information for readers and viewers across various platforms worldwide. Led by Meredith A. Kopit Levien, public since 1973-05-03.
Snapshot as of May 15, 2026.
- Spot Price
- $74.34
- ATM IV
- 28.3%
- HV 20-Day
- 38.4%
- HV 60-Day
- 32.2%
- IV Rank
- 28.9%
- IV Percentile
- 65.5%
As of May 15, 2026, The New York Times Company (NYT) ATM implied volatility is 28.3%. 20-day realized volatility is 38.4%, producing an IV-HV spread of -10.1 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 28.9%.
How NYT iv/hv history Data Feeds Strategy Selection
Strategy selection on The New York Times 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 28.3% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. 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 NYT iv/hv history questions
- Is NYT options pricing rich or cheap right now?
- As of May 15, 2026, The New York Times Company (NYT) ATM IV is 28.3% against 20-day realized volatility of 38.4%. IV rank is 28.9%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the NYT 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. NYT 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 NYT 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. NYT's current rank of 28.9% 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.