Unisys Corporation (UIS) 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.

Unisys Corporation (UIS) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $226.0M, listed on NYSE, employing roughly 15,900 people, carrying a beta of 1.61 to the broader market. Unisys Corporation, together with its subsidiaries, operates as an information technology services company worldwide. Led by Michael Thomson, public since 1972-06-01.

Snapshot as of May 15, 2026.

Spot Price
$2.98
ATM IV
81.3%
HV 20-Day
62.1%
HV 60-Day
57.7%
IV Rank
9.2%
IV Percentile
58.7%

As of May 15, 2026, Unisys Corporation (UIS) ATM implied volatility is 81.3%. 20-day realized volatility is 62.1%, producing an IV-HV spread of +19.2 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 9.2%.

How UIS iv/hv history Data Feeds Strategy Selection

Strategy selection on Unisys Corporation 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 81.3% 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.

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

Frequently asked UIS iv/hv history questions

Is UIS options pricing rich or cheap right now?
As of May 15, 2026, Unisys Corporation (UIS) ATM IV is 81.3% against 20-day realized volatility of 62.1%. IV rank is 9.2%. UIS options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 19.2 vol points.
What is the UIS 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. UIS 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 UIS 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. UIS's current rank of 9.2% 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.