Implied volatility
An annualized volatility estimate derived from option prices. Higher IV means the market is pricing a wider distribution of outcomes; it is not a directional forecast.
NASDAQ · stock · structured options research
KLAC Options: IV Rank, Expected Move & Put/Call Ratio
Verified options volatility, expected range and positioning context for KLA.
Source: HPSILab iv_batch API; awaiting a verified snapshot
- Underlying price
- Not available in current snapshot
- IV percentile
- Not available in current snapshot
- Expected move
- Not available in current snapshot
- Put/call ratio
- Not available in current snapshot
KLAC options market snapshot
Values appear only after a verified API snapshot is supplied; stale or invented market figures are never substituted.
- ATM implied volatility
- Not available in current snapshot
- 30-day implied volatility
- Not available in current snapshot
- 30-day historical volatility
- Not available in current snapshot
- IV minus HV spread
- Not available in current snapshot
- IV rank
- Not available in current snapshot
- Skew regime
- Not available in current snapshot
- 25-delta risk reversal
- Not available in current snapshot
- Squeeze score
- Not available in current snapshot
- Term structure
- Not available in current snapshot
- Reference expiry
- Not available in current snapshot
What researchers should watch for KLAC
Assess process-control demand as chip complexity and fabrication capital intensity increase.
- process-control intensityCompare this signal across expirations and against AMAT / LRCX before treating it as durable positioning.
- fab utilizationCompare this signal across expirations and against AMAT / LRCX before treating it as durable positioning.
- equipment-sector relative IVCompare this signal across expirations and against AMAT / LRCX before treating it as durable positioning.
Definitions and methodology
IV versus HV
IV reflects option-implied future variability, while HV measures realized historical movement. Their spread indicates the premium priced over recent experience.
Risk reversal
The 25-delta risk reversal compares call and put implied volatility. It summarizes skew but cannot identify whether contracts were bought, sold, opened or closed.
Term structure
Near- and far-month volatility indicate how event risk is distributed across expirations. Calendar comparisons should use consistent strikes and methods.
Compare related options research
Frequently asked questions
What does KLAC implied volatility measure?
It reflects the options market's annualized expectation of future price variability. It measures magnitude, not bullish or bearish direction.
Is the expected move a price target?
No. It is an implied range estimate for a defined horizon, not a forecast or guarantee.
Can this page be used as investment advice?
No. This research is educational and informational. Options can expire worthless and some strategies can lose more than the premium.
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