Is SUIG options pricing rich or cheap right now?

As of Jun 30, 2026, SUI Group Holdings Limited (SUIG) ATM IV is 109.0% against 20-day realized volatility of 120.0%. IV rank is 19.0%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.

What is the SUIG 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. SUIG 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 SUIG 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. SUIG's current rank of 19.0% 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.

SUI Group Holdings Limited (SUIG) 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.

SUI Group Holdings Limited (SUIG) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $87.6M, listed on NASDAQ, employing roughly 3 people, carrying a beta of 1.27 to the broader market. Now operating as SUI Group Holdings Limited, succeeding Mill City Ventures III, Ltd. Led by Douglas Michael Polinsky, public since 2009-05-27.

Snapshot as of Jun 30, 2026.

Spot Price: $1.18
ATM IV: 109.0%
HV 20-Day: 120.0%
HV 60-Day: 101.8%
IV Rank: 19.0%
IV Percentile: 24.4%

As of Jun 30, 2026, SUI Group Holdings Limited (SUIG) ATM implied volatility is 109.0%. 20-day realized volatility is 120.0%, producing an IV-HV spread of -11.0 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 19.0%.

How SUIG iv/hv history Data Feeds Strategy Selection

Strategy selection on SUI Group Holdings Limited 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 109.0% 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.

How to read the SUIG IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 109.0%, 19.0% IV rank, against 120.0% realized over the trailing 20 trading days. Implied is currently below realized by 11.0 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

SUIG IV/HV regimes and trade selection

SUIG sits in the bottom quartile of its 1-year IV range. Low-IV-rank regimes favor premium-buying or long-vol structures - long calls/puts, debit spreads, calendar spreads, long straddles. The risk: low rank can persist for months while theta decay eats premium-buyers alive without a vol-expansion catalyst.

Using SUIG vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Backwardation (negative slope -0.859) indicates acute near-term event risk - near-dated tenors price disproportionate vol. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

SUIG IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. SUIG's current 19.0% IV rank places the ticker in the compression phase of that cycle. Compression phases are profitable for theta-harvesting structures but tend to end with abrupt vol-expansion regimes that hit short-vol books fast. The ratio of HV-20 (120.0%) to HV-60 (101.8%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for SUIG over the last ~31 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

Most recent 15 trading days (descending). Older history appears in the chart above.

Date	ATM IV	HV 20d	HV 60d	IV Rank
Jun 30, 2026	109.0%	120.0%	101.8%	19.0%
Jun 29, 2026	485.0%	116.0%	101.4%	100.0%
Jun 24, 2026	378.5%	115.3%	100.7%	92.9%
Jun 23, 2026	393.7%	117.1%	100.2%	96.8%
Jun 18, 2026	237.1%	117.3%	101.3%	56.2%
Jun 16, 2026	230.5%	118.5%	101.3%	54.4%
Jun 11, 2026	220.1%	135.5%	108.2%	51.7%
Jun 10, 2026	229.2%	131.9%	108.3%	54.1%
Jun 9, 2026	22.2%	135.1%	109.0%	0.3%
Jun 8, 2026	22.1%	136.5%	109.9%	0.3%
Jun 5, 2026	21.1%	137.1%	109.0%	0.0%
Jun 4, 2026	21.8%	134.3%	107.3%	0.2%
Jun 3, 2026	22.5%	134.2%	107.8%	0.4%
Jun 2, 2026	21.3%	134.3%	107.9%	0.1%
May 29, 2026	22.7%	112.4%	99.0%	0.4%

Frequently asked SUIG iv/hv history questions

Is SUIG options pricing rich or cheap right now?: As of Jun 30, 2026, SUI Group Holdings Limited (SUIG) ATM IV is 109.0% against 20-day realized volatility of 120.0%. IV rank is 19.0%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the SUIG 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. SUIG 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 SUIG 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. SUIG's current rank of 19.0% 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.