Seanergy Maritime Holdings Corp. (SHIP) 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.
Seanergy Maritime Holdings Corp. (SHIP) operates in the Industrials sector, specifically the Marine Shipping industry, with a market capitalization near $337.6M, listed on NASDAQ, employing roughly 93 people, carrying a beta of 1.02 to the broader market. Seanergy Maritime Holdings Corp. Led by Stamatios Tsantanis, public since 2008-01-30.
Snapshot as of May 15, 2026.
- Spot Price
- $15.88
- ATM IV
- 52.4%
- IV Skew 25Δ
- 0.137
- IV Rank
- 7.1%
- IV Percentile
- 75.8%
- Term Structure Slope
- 0.301
As of May 15, 2026, Seanergy Maritime Holdings Corp. (SHIP) at-the-money implied volatility is 52.4%. IV rank is 7.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 75.8%. The 25-delta skew is +0.137: 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.
SHIP Strategy Selection at Current Volatility Levels
For Seanergy Maritime Holdings Corp. options at 52.4% ATM IV, low IV rank (7.1%) 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 →
Frequently asked SHIP volatility skew questions
- What is the current SHIP ATM implied volatility?
- As of May 15, 2026, Seanergy Maritime Holdings Corp. (SHIP) at-the-money implied volatility is 52.4%. IV rank is 7.1% 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 SHIP 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 SHIP volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Seanergy Maritime Holdings Corp. 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.