AT&T Inc. (T) 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.
AT&T Inc. (T) operates in the Communication Services sector, specifically the Telecommunications Services industry, with a market capitalization near $171.94B, listed on NYSE, employing roughly 139,970 people, carrying a beta of 0.42 to the broader market. AT&T Inc. Led by John T. Stankey, public since 1983-11-21.
Snapshot as of May 15, 2026.
- Spot Price
- $24.07
- ATM IV
- 23.4%
- HV 20-Day
- 22.0%
- HV 60-Day
- 26.2%
- IV Rank
- 40.7%
- IV Percentile
- 47.6%
As of May 15, 2026, AT&T Inc. (T) ATM implied volatility is 23.4%. 20-day realized volatility is 22.0%, producing an IV-HV spread of +1.5 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 40.7%.
How T iv/hv history Data Feeds Strategy Selection
Strategy selection on AT&T Inc. 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 23.4% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. 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 T iv/hv history questions
- Is T options pricing rich or cheap right now?
- As of May 15, 2026, AT&T Inc. (T) ATM IV is 23.4% against 20-day realized volatility of 22.0%. IV rank is 40.7%. T options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 1.5 vol points.
- What is the T 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. T 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 T 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. T's current rank of 40.7% 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.