SolarEdge Technologies, Inc. (SEDG) 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.
SolarEdge Technologies, Inc. (SEDG) operates in the Energy sector, specifically the Solar industry, with a market capitalization near $2.60B, listed on NASDAQ, employing roughly 3,961 people, carrying a beta of 1.18 to the broader market. SolarEdge Technologies, Inc. Led by Yehoshua Nir, public since 2015-03-26.
Snapshot as of May 15, 2026.
- Spot Price
- $62.17
- ATM IV
- 120.1%
- IV Skew 25Δ
- -0.042
- IV Rank
- 89.7%
- IV Percentile
- 97.6%
- Term Structure Slope
- -0.029
As of May 15, 2026, SolarEdge Technologies, Inc. (SEDG) at-the-money implied volatility is 120.1%. IV rank is 89.7% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 97.6%. The 25-delta skew is -0.042: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SEDG Strategy Selection at Current Volatility Levels
For SolarEdge Technologies, Inc. options at 120.1% ATM IV, high IV rank (89.7%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. 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 →
SEDG highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $31.00 | Jun 5, 2026 | 2 | 1.9K | 155.2% | $0.07 | $0.83 |
Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked SEDG volatility skew questions
- What is the current SEDG ATM implied volatility?
- As of May 15, 2026, SolarEdge Technologies, Inc. (SEDG) at-the-money implied volatility is 120.1%. IV rank is 89.7% 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 SEDG IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does SEDG volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. SolarEdge Technologies, Inc. carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. 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.