Data through close

Forecast volatility above implied volatility

Where does a historical-volatility forecast exceed the volatility priced into options?

Matched-horizon volatility forecasts compared with constant-maturity ATM implied volatility. A forecast is uncertain; a discount is a research signal, not evidence of a profitable trade. Data through close. Descriptive only, not a recommendation.

At a glance

30 tickers qualified. First five: EWZ (Matched the dated research filter. Contract details are not published.), T (Matched the dated research filter. Contract details are not published.), GOOG (Matched the dated research filter. Contract details are not published.), GOOGL (Matched the dated research filter. Contract details are not published.), NU (Matched the dated research filter. Contract details are not published.).

Evaluated 270 tickers with the required inputs. Tickers with missing history or ineligible quotes are excluded. At most 50 matches are published.

Forecast volatility above implied volatility as of Nov 3, 2026 close
# Ticker Close Open interest Research observation
1 EWZ 31.73 12,126,322 Matched the dated research filter. Contract details are not published.
2 T 21.40 1,143,167 Matched the dated research filter. Contract details are not published.
3 GOOG 278.27 1,949,027 Matched the dated research filter. Contract details are not published.
4 GOOGL 280.03 4,011,233 Matched the dated research filter. Contract details are not published.
5 NU 11.61 2,496,167 Matched the dated research filter. Contract details are not published.
6 LITE 680.16 309,290 Matched the dated research filter. Contract details are not published.
7 BA 173.31 1,065,921 Matched the dated research filter. Contract details are not published.
8 VZ 45.24 1,077,040 Matched the dated research filter. Contract details are not published.
9 PBR 21.08 2,283,747 Matched the dated research filter. Contract details are not published.
10 RBLX 45.48 394,594 Matched the dated research filter. Contract details are not published.
11 NOK 8.48 2,995,286 Matched the dated research filter. Contract details are not published.
12 CMG 33.26 999,526 Matched the dated research filter. Contract details are not published.
13 MRVL 171.97 1,768,472 Matched the dated research filter. Contract details are not published.
14 PG 162.08 383,652 Matched the dated research filter. Contract details are not published.
15 SOFI 16.77 4,085,906 Matched the dated research filter. Contract details are not published.
16 VRT 235.97 536,247 Matched the dated research filter. Contract details are not published.
17 ORCL 126.21 3,718,773 Matched the dated research filter. Contract details are not published.
18 ASX 39.05 173,360 Matched the dated research filter. Contract details are not published.
19 SNDK 1,126.52 982,404 Matched the dated research filter. Contract details are not published.
20 CAT 623.94 248,647 Matched the dated research filter. Contract details are not published.
21 SKHY 150.79 1,211,224 Matched the dated research filter. Contract details are not published.
22 SOXL 73.12 1,822,485 Matched the dated research filter. Contract details are not published.
23 MO 76.94 315,438 Matched the dated research filter. Contract details are not published.
24 CLS 259.94 167,381 Matched the dated research filter. Contract details are not published.
25 GM 88.34 317,375 Matched the dated research filter. Contract details are not published.
26 AXTI 51.33 251,609 Matched the dated research filter. Contract details are not published.
27 PURR 10.16 550,684 Matched the dated research filter. Contract details are not published.
28 NCLH 17.42 581,949 Matched the dated research filter. Contract details are not published.
29 AMD 483.90 3,389,433 Matched the dated research filter. Contract details are not published.
30 COIN 145.45 1,019,661 Matched the dated research filter. Contract details are not published.

Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.