AXP Implied Volatility
AXP $314.49 · Updated Oct 26, 4:00 PM ET
AXP at-the-money implied volatility is 30.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 24.5%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 315 | 30.6% |
| Nov 6, 2026 | 11 | 315 | 27.3% |
| Nov 13, 2026 | 18 | 315 | 26.0% |
| Nov 20, 2026 | 25 | 315 | 24.4% |
| Nov 27, 2026 | 32 | 315 | 24.5% |
| Dec 4, 2026 | 39 | 315 | 24.6% |
| Dec 18, 2026 | 53 | 310 | 25.2% |
| Jan 15, 2027 | 81 | 310 | 24.7% |
| Feb 19, 2027 | 116 | 310 | 25.8% |
| Mar 19, 2027 | 144 | 310 | 26.4% |
| Apr 16, 2027 | 172 | 310 | 26.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 295 | 0.0% | 38.5% |
| 297.5 | 0.0% | 34.2% |
| 300 | 0.0% | 33.3% |
| 302.5 | 0.0% | 32.7% |
| 305 | 21.0% | 32.9% |
| 307.5 | 23.6% | 32.4% |
| 310 | 28.5% | 32.8% |
| 312.5 | 29.4% | 32.1% |
| 315 | 29.9% | 31.4% |
| 317.5 | 29.8% | 32.6% |
| 320 | 29.3% | 31.1% |
| 322.5 | 29.2% | 33.6% |
| 325 | 29.1% | 35.4% |
| 327.5 | 28.3% | 37.0% |
| 330 | 28.3% | 38.9% |
| 332.5 | 28.2% | 40.8% |
| 335 | 29.7% | 44.4% |
How this is calculated: Implied Volatility methodology