IWM Implied Volatility
IWM $276.99 · Updated Oct 26, 4:00 PM ET
IWM at-the-money implied volatility is 16.7% for Oct 27, 2026 (1 day out). For Nov 27, 2026 it is 19.3%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 27, 2026 | 1 | 277 | 16.7% |
| Oct 28, 2026 | 2 | 277 | 23.2% |
| Oct 29, 2026 | 3 | 277 | 23.4% |
| Oct 30, 2026 | 4 | 277 | 22.9% |
| Nov 2, 2026 | 7 | 277 | 19.2% |
| Nov 3, 2026 | 8 | 277 | 19.4% |
| Nov 4, 2026 | 9 | 277 | 20.5% |
| Nov 5, 2026 | 10 | 277 | 20.5% |
| Nov 6, 2026 | 11 | 277 | 21.0% |
| Nov 9, 2026 | 14 | 277 | 19.7% |
| Nov 13, 2026 | 18 | 277 | 20.3% |
| Nov 20, 2026 | 25 | 277 | 20.0% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 269 | 22.8% | 24.3% |
| 270 | 21.3% | 23.1% |
| 271 | 20.7% | 21.3% |
| 272 | 19.7% | 20.5% |
| 273 | 18.7% | 19.0% |
| 274 | 18.3% | 18.2% |
| 275 | 17.4% | 17.5% |
| 276 | 17.1% | 17.0% |
| 277 | 16.7% | 16.7% |
| 278 | 16.4% | 16.4% |
| 279 | 16.2% | 16.3% |
| 280 | 16.6% | 16.2% |
| 281 | 17.6% | 16.5% |
| 282 | 18.1% | 18.3% |
| 283 | 19.5% | 20.3% |
| 284 | 19.3% | 22.9% |
| 285 | 21.6% | 25.6% |
How this is calculated: Implied Volatility methodology