CRM Implied Volatility

CRM $247.61 · Updated Oct 26, 4:00 PM ET

CRM at-the-money implied volatility is 0.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 0.4%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.

TERM STRUCTURE (ATM IV)

ExpirationDTEATM strikeATM IV
Oct 30, 20264247.50.1%
Nov 6, 202611247.50.0%
Nov 13, 2026182500.8%
Nov 20, 202625247.50.0%
Nov 27, 2026322500.4%
Dec 4, 2026392450.4%
Dec 18, 2026532500.4%
Jan 15, 2027812500.2%
Feb 19, 20271162500.2%
Mar 19, 20271442500.2%

SKEW, OCT 30, 2026

StrikeCall IVPut IV
227.50.0%12.5%
2300.0%12.5%
232.50.0%12.5%
2350.0%12.5%
237.50.0%12.5%
2400.0%6.3%
242.50.0%6.3%
2450.0%3.1%
247.50.0%0.2%
2503.1%0.0%
252.56.3%0.0%
2556.3%0.0%
257.56.3%n/a
26012.5%0.0%
262.512.5%n/a
26512.5%0.0%
267.512.5%n/a

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How this is calculated: Implied Volatility methodology

IMPLIED VOLATILITY FOR OTHER TICKERS