F Implied Volatility
F $11.59 · Updated Oct 26, 4:00 PM ET
F at-the-money implied volatility is 74.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 41.1%. 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 | 11.5 | 74.6% |
| Nov 6, 2026 | 11 | 11.5 | 50.8% |
| Nov 13, 2026 | 18 | 11.5 | 47.2% |
| Nov 20, 2026 | 25 | 11.5 | 43.2% |
| Nov 27, 2026 | 32 | 11.5 | 41.1% |
| Dec 4, 2026 | 39 | 11.5 | 34.8% |
| Dec 18, 2026 | 53 | 11.67 | 37.1% |
| Jan 15, 2027 | 81 | 11.85 | 35.1% |
| Mar 19, 2027 | 144 | 12 | 36.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 7.5 | 0.0% | 175.7% |
| 8 | 0.0% | 152.1% |
| 8.5 | 0.0% | 129.7% |
| 9 | 0.0% | 108.4% |
| 9.5 | 96.7% | 87.8% |
| 10 | 0.0% | 81.4% |
| 10.5 | 0.0% | 76.4% |
| 11 | 67.5% | 75.8% |
| 11.5 | 72.2% | 77.1% |
| 12 | 72.4% | 76.8% |
| 12.5 | 74.1% | 83.3% |
| 13 | 76.5% | 89.0% |
| 13.5 | 80.1% | 0.0% |
| 14 | 80.8% | 121.5% |
| 14.5 | 93.5% | 159.9% |
| 15 | 105.6% | 0.0% |
| 15.5 | 117.1% | 178.7% |
How this is calculated: Implied Volatility methodology