C Implied Volatility
C $121.25 · Updated Oct 26, 4:00 PM ET
C at-the-money implied volatility is 32.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 28.8%. 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 | 121 | 32.6% |
| Nov 6, 2026 | 11 | 121 | 31.2% |
| Nov 13, 2026 | 18 | 121 | 29.8% |
| Nov 20, 2026 | 25 | 121 | 29.4% |
| Nov 27, 2026 | 32 | 121 | 28.8% |
| Dec 4, 2026 | 39 | 121 | 27.9% |
| Dec 18, 2026 | 53 | 120 | 28.8% |
| Jan 15, 2027 | 81 | 120 | 29.3% |
| Feb 19, 2027 | 116 | 120 | 29.1% |
| Mar 19, 2027 | 144 | 120 | 29.1% |
| Apr 16, 2027 | 172 | 120 | 29.6% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 113 | 65.0% | 38.5% |
| 114 | 60.2% | 36.8% |
| 115 | 39.1% | 36.0% |
| 116 | 52.8% | 35.0% |
| 117 | 40.5% | 34.9% |
| 118 | 36.9% | 34.2% |
| 119 | 36.7% | 33.6% |
| 120 | 32.6% | 33.1% |
| 121 | 33.0% | 32.3% |
| 122 | 32.4% | 32.7% |
| 123 | 32.0% | 32.5% |
| 124 | 31.6% | 29.1% |
| 125 | 32.0% | 26.4% |
| 126 | 32.0% | 0.0% |
| 127 | 31.9% | 0.0% |
| 128 | 32.0% | 0.0% |
| 129 | 32.5% | 0.0% |
How this is calculated: Implied Volatility methodology