Hasi (HASI)'s 30-day implied volatility (IV30) was 35.1% at the close on October 21, 2026, up from 29.0% the day before, against a 52-week range of 22.0% to 48.6%. Its 20-day historical volatility was 24.7%.
Key numbers
30-day implied volatility (IV30): 35.1%
IV30 52-week range: 22.0% to 48.6% (median 33.4%)
Historical volatility: 20-day 24.7%, 1-year 29.2%
Implied move by the nearest expiration: ±1.8%
Data as of October 21, 2026.
HASI Implied Volatility (IV) vs Historical Volatility (HV)
The HASI IV term structure shows the implied volatility difference between different maturity dates.
