GrafTech International Ltd

EAFNYSE · USD
9.72USD0.00 (-12.28%)
169

GrafTech International Ltd (EAF) Historical Volatility

EAF's 30 day historical volatility is 128.77%, in the 84th percentile of readings over the past year. This is a high percentile, meaning GrafTech International Ltd shares have swung far more than usual. EAF's 30 day implied volatility sits at 102.58%, with an IV Rank of 20.24%, leaving IV 26.19 points below historical volatility. This means options are pricing in less movement than the stock has actually delivered, as of Nov 13, 2026.

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Tracking EAF historical volatility helps you see how much GrafTech International Ltd's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, EAF's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EAF 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. EAF's 30 day historical volatility, or EAF HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EAF's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

GrafTech International Ltd. research, develops, manufactures, and sells graphite and carbon-based solutions worldwide. It offers graphite electrodes to produce electric arc furnace steel and other ferrous and non-ferrous metals; and petroleum needle coke, a crystalline form of carbon used in the production of graphite electrodes. The company sells its products primarily through direct sales force, independent sales representatives, and distributors. GrafTech International Ltd. was founded in 1886 and is headquartered in Brooklyn Heights, Ohio.

Historical Volatility

HV Percentile
84thHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)128.77%

HV Percentile84th

Implied Volatility (30d)102.58%

IV Rank20.24%

IV Minus HV-26.19%

As of Nov 13, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 13, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 13, 2026

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