NET implied volatility
From the closing options book · October 20, 2026 · updated after every close
NET's at-the-money implied volatility was 75.0% at the October 20, 2026 close. Over the past 228 sessions it ranged from 35.3% to 274.2%, putting today's level at an IV rank of 17 and IV percentile of 78.
NET at-the-money IV, last 60 sessions
Options were pricing more movement than NET actually delivered over the last 20 sessions (75.0% implied against 47.5% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use NET's own closing history.
These are the October 20, 2026 closing numbers. Members see NET's map move live all session.
Common questions
75.0% at the money at the October 20, 2026 close.
17 over the past 228 sessions (IV percentile 78).
Its IV percentile is 78: high against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.