Hasi (HASI)'s 30-day implied volatility (IV30) was 26.7% at the close on November 10, 2026, down from 31.7% the day before, against a 52-week range of 22.0% to 48.6%. Its 20-day historical volatility was 24.6%.
Key numbers
30-day implied volatility (IV30): 26.7%
IV30 52-week range: 22.0% to 48.6% (median 33.3%)
Historical volatility: 20-day 24.6%, 1-year 29.1%
Implied move by the nearest expiration: ±2.0%
Data as of November 10, 2026.
HASI Implied Volatility (IV) vs Historical Volatility (HV)
The HASI IV term structure shows the implied volatility difference between different maturity dates.