Robert Half International Inc. (RHI) 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.

Robert Half International Inc. (RHI) operates in the Industrials sector, specifically the Staffing & Employment Services industry, with a market capitalization near $2.55B, listed on NYSE, employing roughly 14,700 people, carrying a beta of 0.79 to the broader market. Robert Half International Inc. Led by Keith Waddell, public since 1980-03-17.

Snapshot as of May 15, 2026.

Spot Price
$25.15
ATM IV
49.4%
HV 20-Day
54.3%
HV 60-Day
55.4%
IV Rank
11.1%
IV Percentile
60.7%

As of May 15, 2026, Robert Half International Inc. (RHI) ATM implied volatility is 49.4%. 20-day realized volatility is 54.3%, producing an IV-HV spread of -4.9 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 11.1%.

How RHI iv/hv history Data Feeds Strategy Selection

Strategy selection on Robert Half International 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 49.4% 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 RHI iv/hv history questions

Is RHI options pricing rich or cheap right now?
As of May 15, 2026, Robert Half International Inc. (RHI) ATM IV is 49.4% against 20-day realized volatility of 54.3%. IV rank is 11.1%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the RHI 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. RHI 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 RHI 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. RHI's current rank of 11.1% 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.