Seagate Technology Holdings plc (STX) 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.
Seagate Technology Holdings plc (STX) operates in the Technology sector, specifically the Computer Hardware industry, with a market capitalization near $183.27B, listed on NASDAQ, employing roughly 30,000 people, carrying a beta of 2.01 to the broader market. Seagate Technology Holdings plc provides data storage technology and solutions in Singapore, the United States, the Netherlands, and internationally. Led by William David Mosley, public since 2002-12-11.
Snapshot as of May 15, 2026.
- Spot Price
- $797.78
- ATM IV
- 79.9%
- IV Skew 25Δ
- 0.068
- IV Rank
- 87.8%
- IV Percentile
- 91.7%
- Term Structure Slope
- 0.003
As of May 15, 2026, Seagate Technology Holdings plc (STX) at-the-money implied volatility is 79.9%. IV rank is 87.8% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 91.7%. The 25-delta skew is +0.068: 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.
STX Strategy Selection at Current Volatility Levels
For Seagate Technology Holdings plc options at 79.9% ATM IV, high IV rank (87.8%) 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 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.
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Frequently asked STX volatility skew questions
- What is the current STX ATM implied volatility?
- As of May 15, 2026, Seagate Technology Holdings plc (STX) at-the-money implied volatility is 79.9%. IV rank is 87.8% 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 STX 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 STX volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Seagate Technology Holdings plc 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.