MCD Implied Volatility
MCD $250.25 · Updated Oct 26, 4:00 PM ET
MCD at-the-money implied volatility is 25.8% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 24.1%. 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 | 250 | 25.8% |
| Nov 6, 2026 | 11 | 250 | 29.6% |
| Nov 13, 2026 | 18 | 250 | 26.6% |
| Nov 20, 2026 | 25 | 250 | 26.2% |
| Nov 27, 2026 | 32 | 250 | 24.1% |
| Dec 4, 2026 | 39 | 250 | 24.0% |
| Dec 18, 2026 | 53 | 250 | 23.6% |
| Jan 15, 2027 | 81 | 250 | 22.7% |
| Mar 19, 2027 | 144 | 250 | 23.4% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 230 | 0.0% | 35.9% |
| 232.5 | 0.0% | 33.2% |
| 235 | 0.0% | 33.0% |
| 237.5 | 0.0% | 31.1% |
| 240 | 0.0% | 28.0% |
| 242.5 | 0.0% | 26.9% |
| 245 | 23.1% | 27.0% |
| 247.5 | 24.0% | 26.7% |
| 250 | 23.8% | 27.8% |
| 252.5 | 23.9% | 26.6% |
| 255 | 24.7% | 28.5% |
| 257.5 | 24.7% | 34.2% |
| 260 | 25.3% | 35.3% |
| 262.5 | 25.7% | 41.6% |
| 265 | 26.6% | 46.4% |
| 267.5 | 30.0% | 53.6% |
| 270 | 29.6% | 0.0% |
How this is calculated: Implied Volatility methodology