TEM implied volatility
From the closing options book · October 20, 2026 · updated after every close
TEM's at-the-money implied volatility was 90.0% at the October 20, 2026 close. Over the past 68 sessions it ranged from 62.1% to 219.8%, putting today's level at an IV rank of 18 and IV percentile of 90.
TEM at-the-money IV, last 60 sessions
Options were pricing more movement than TEM actually delivered over the last 20 sessions (90.0% implied against 84.4% 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 TEM's own closing history.
These are the October 20, 2026 closing numbers. Members see TEM's map move live all session.
Common questions
90.0% at the money at the October 20, 2026 close.
18 over the past 68 sessions (IV percentile 90).
Its IV percentile is 90: 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.