Forecast volatility above implied volatility

Where does a historical-volatility forecast exceed the volatility priced into options?

Matched-horizon volatility forecasts compared with constant-maturity ATM implied volatility. A forecast is uncertain; a discount is a research signal, not evidence of a profitable trade. Data through Oct 16, 2026 close. Descriptive only, not a recommendation.

At a glance

4 tickers qualified. First five: VZ (Matched the dated research filter. Contract details are not published.), CEG (Matched the dated research filter. Contract details are not published.), JNJ (Matched the dated research filter. Contract details are not published.), MDB (Matched the dated research filter. Contract details are not published.).

Evaluated 195 tickers with the required inputs. Tickers with missing history or ineligible quotes are excluded. At most 50 matches are published.

Forecast volatility above implied volatility as of Oct 16, 2026 close
#	Ticker	Close	Open interest	Research observation
1	VZ	44.79	915,621	Matched the dated research filter. Contract details are not published.
2	CEG	271.37	220,999	Matched the dated research filter. Contract details are not published.
3	JNJ	255.56	315,058	Matched the dated research filter. Contract details are not published.
4	MDB	337.57	256,877	Matched the dated research filter. Contract details are not published.

Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.