WiMi Hologram Cloud Inc. (WIMI) 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.
WiMi Hologram Cloud Inc. (WIMI) operates in the Communication Services sector, specifically the Advertising Agencies industry, with a market capitalization near $75.6M, listed on NASDAQ, employing roughly 107 people, carrying a beta of 0.33 to the broader market. WiMi Hologram Cloud Inc. Led by Chengwei Yi, public since 2020-04-01.
Snapshot as of May 15, 2026.
- Spot Price
- $1.53
- ATM IV
- 25.0%
- IV Rank
- 0.8%
- IV Percentile
- 2.0%
- Term Structure Slope
- -0.015
As of May 15, 2026, WiMi Hologram Cloud Inc. (WIMI) at-the-money implied volatility is 25.0%. IV rank is 0.8% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 2.0%. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
WIMI Strategy Selection at Current Volatility Levels
For WiMi Hologram Cloud Inc. options at 25.0% ATM IV, low IV rank (0.8%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. 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.
Learn how volatility skew is reported and how to read the data →
Frequently asked WIMI volatility skew questions
- What is the current WIMI ATM implied volatility?
- As of May 15, 2026, WiMi Hologram Cloud Inc. (WIMI) at-the-money implied volatility is 25.0%. IV rank is 0.8% 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 WIMI IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does WIMI volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. 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.