RDDT Implied Volatility
RDDT $138.45 · Updated Oct 26, 4:00 PM ET
RDDT at-the-money implied volatility is 0.4% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 1.6%. 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 30, 2026 | 4 | 138 | 0.4% |
| Nov 6, 2026 | 11 | 137 | 0.8% |
| Nov 13, 2026 | 18 | 137 | 0.8% |
| Nov 20, 2026 | 25 | 140 | 0.8% |
| Nov 27, 2026 | 32 | 145 | 1.6% |
| Dec 4, 2026 | 39 | 145 | 1.6% |
| Dec 18, 2026 | 53 | 140 | 0.4% |
| Jan 15, 2027 | 81 | 140 | 0.4% |
| Feb 19, 2027 | 116 | 140 | 0.2% |
| Mar 19, 2027 | 144 | 140 | 0.2% |
| Apr 16, 2027 | 172 | 140 | 0.2% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 130 | 0.0% | 12.5% |
| 131 | 0.0% | 12.5% |
| 132 | n/a | 12.5% |
| 133 | n/a | 12.5% |
| 134 | 0.0% | 6.3% |
| 135 | 0.0% | 6.3% |
| 136 | 0.0% | 6.3% |
| 137 | 0.0% | 3.1% |
| 138 | 0.0% | 0.8% |
| 139 | 1.6% | 0.0% |
| 140 | 3.1% | 0.0% |
| 141 | 6.3% | 0.0% |
| 142 | 6.3% | 0.0% |
| 143 | 6.3% | 0.0% |
| 144 | 12.5% | 0.0% |
| 145 | 12.5% | 0.0% |
| 146 | 12.5% | 0.0% |
How this is calculated: Implied Volatility methodology
