COST Implied Volatility
COST $1,005.06 · Updated Oct 26, 4:00 PM ET
COST at-the-money implied volatility is 21.9% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 19.4%. 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 | 1005 | 21.9% |
| Nov 6, 2026 | 11 | 1005 | 20.7% |
| Nov 13, 2026 | 18 | 1005 | 20.3% |
| Nov 20, 2026 | 25 | 1005 | 20.2% |
| Nov 27, 2026 | 32 | 1005 | 19.4% |
| Dec 4, 2026 | 39 | 1005 | 20.2% |
| Dec 18, 2026 | 53 | 1005 | 21.8% |
| Jan 15, 2027 | 81 | 1005 | 21.9% |
| Feb 19, 2027 | 116 | 1010 | 21.5% |
| Mar 19, 2027 | 144 | 1010 | 22.4% |
| Apr 16, 2027 | 172 | 1005 | 22.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 985 | 21.7% | 22.3% |
| 987.5 | 22.8% | 20.4% |
| 990 | 22.1% | 21.5% |
| 992.5 | 22.2% | 22.4% |
| 995 | 22.2% | 22.2% |
| 997.5 | 22.3% | 21.6% |
| 1000 | 21.0% | 21.0% |
| 1002.5 | 23.3% | 20.3% |
| 1005 | 21.3% | 22.5% |
| 1007.5 | 22.1% | 22.5% |
| 1010 | 21.2% | 20.6% |
| 1015 | 20.9% | 20.4% |
| 1020 | 21.2% | 24.3% |
| 1025 | 21.2% | 19.9% |
| 1030 | 21.9% | 21.1% |
| 1035 | 21.7% | 20.7% |
| 1040 | 21.6% | 15.9% |
How this is calculated: Implied Volatility methodology