HTGC Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

HTGC Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is HTGC's one-year implied volatility range?

Over the past year, Hercules Capital 30-day implied volatility ranged from 9.9% on Aug 27, 2026 to 148.0% on Jan 16, 2026.

How has HTGC implied volatility changed recently?

Hercules Capital 30-day implied volatility went from 28.7% on Oct 12, 2026 to 18.0% on Nov 9, 2026. See the HTGC implied volatility history for a longer view.

What is Hercules Capital Inc?

Hercules Capital Inc is a specialty finance company focused on providing senior secured loans to high-growth, venture capital-backed, and institutional-backed companies in a variety of technology and life sciences industries.