TransDigm Group Incorporated (TDG) 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.
TransDigm Group Incorporated (TDG) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $67.20B, listed on NYSE, employing roughly 16,600 people, carrying a beta of 0.88 to the broader market. TransDigm Group Incorporated designs, produces, and supplies aircraft components in the United States and internationally. Led by Michael J. Lisman, public since 2006-03-15.
Snapshot as of May 15, 2026.
- Spot Price
- $1145.39
- ATM IV
- 30.3%
- HV 20-Day
- 43.7%
- HV 60-Day
- 30.6%
- IV Rank
- 36.4%
- IV Percentile
- 77.0%
As of May 15, 2026, TransDigm Group Incorporated (TDG) ATM implied volatility is 30.3%. 20-day realized volatility is 43.7%, producing an IV-HV spread of -13.4 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 36.4%.
How TDG iv/hv history Data Feeds Strategy Selection
Strategy selection on TransDigm Group Incorporated 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 30.3% 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 TDG iv/hv history questions
- Is TDG options pricing rich or cheap right now?
- As of May 15, 2026, TransDigm Group Incorporated (TDG) ATM IV is 30.3% against 20-day realized volatility of 43.7%. IV rank is 36.4%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the TDG 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. TDG 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 TDG 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. TDG's current rank of 36.4% 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.