Shenandoah Telecommunications Company (SHEN) 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.
Shenandoah Telecommunications Company (SHEN) operates in the Communication Services sector, specifically the Telecommunications Services industry, with a market capitalization near $876.9M, listed on NASDAQ, employing roughly 1,089 people, carrying a beta of 0.60 to the broader market. Shenandoah Telecommunications Company, together with its subsidiaries, provides a range of broadband communication services and cell tower colocation space in the Mid-Atlantic portion of the United States. Led by Edward H. McKay, public since 1999-04-26.
Snapshot as of May 15, 2026.
- Spot Price
- $15.98
- ATM IV
- 54.0%
- HV 20-Day
- 44.8%
- HV 60-Day
- 41.2%
- IV Rank
- 14.5%
- IV Percentile
- 32.9%
As of May 15, 2026, Shenandoah Telecommunications Company (SHEN) ATM implied volatility is 54.0%. 20-day realized volatility is 44.8%, producing an IV-HV spread of +9.2 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 14.5%.
How SHEN iv/hv history Data Feeds Strategy Selection
Strategy selection on Shenandoah Telecommunications 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 54.0% 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.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked SHEN iv/hv history questions
- Is SHEN options pricing rich or cheap right now?
- As of May 15, 2026, Shenandoah Telecommunications Company (SHEN) ATM IV is 54.0% against 20-day realized volatility of 44.8%. IV rank is 14.5%. SHEN options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 9.2 vol points.
- What is the SHEN 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. SHEN is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does SHEN 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. SHEN's current rank of 14.5% 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.