HD Implied Volatility
HD $319.38 · Updated Oct 26, 4:00 PM ET
HD at-the-money implied volatility is 33.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.9%. 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 | 320 | 33.6% |
| Nov 6, 2026 | 11 | 320 | 30.0% |
| Nov 13, 2026 | 18 | 320 | 27.8% |
| Nov 20, 2026 | 25 | 320 | 35.2% |
| Nov 27, 2026 | 32 | 320 | 31.9% |
| Dec 4, 2026 | 39 | 320 | 31.4% |
| Dec 18, 2026 | 53 | 320 | 30.9% |
| Jan 15, 2027 | 81 | 320 | 29.6% |
| Feb 19, 2027 | 116 | 320 | 28.4% |
| Mar 19, 2027 | 144 | 320 | 29.3% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 300 | 25.5% | 38.9% |
| 302.5 | 0.0% | 36.9% |
| 305 | 32.7% | 35.9% |
| 307.5 | 30.4% | 34.6% |
| 310 | 31.8% | 34.2% |
| 312.5 | 31.8% | 34.0% |
| 315 | 34.8% | 34.7% |
| 317.5 | 32.6% | 34.5% |
| 320 | 33.8% | 33.4% |
| 322.5 | 33.5% | 34.0% |
| 325 | 33.5% | 35.2% |
| 327.5 | 34.4% | 33.5% |
| 330 | 33.7% | 37.1% |
| 332.5 | 34.3% | 37.1% |
| 335 | 35.0% | 40.9% |
| 337.5 | 33.7% | 33.8% |
| 340 | 36.5% | 44.9% |
How this is calculated: Implied Volatility methodology