SHOP Implied Volatility
SHOP $168.18 · Updated Oct 26, 4:00 PM ET
SHOP at-the-money implied volatility is 59.3% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 70.7%. 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 | 167.5 | 59.3% |
| Nov 6, 2026 | 11 | 167.5 | 97.7% |
| Nov 13, 2026 | 18 | 167.5 | 81.6% |
| Nov 20, 2026 | 25 | 167.5 | 75.5% |
| Nov 27, 2026 | 32 | 167.5 | 70.7% |
| Dec 4, 2026 | 39 | 167.5 | 67.0% |
| Dec 18, 2026 | 53 | 170 | 62.0% |
| Jan 15, 2027 | 81 | 170 | 57.3% |
| Mar 19, 2027 | 144 | 170 | 59.1% |
| Apr 16, 2027 | 172 | 170 | 57.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 149 | 56.3% | 77.8% |
| 150 | 90.5% | 76.6% |
| 152.5 | 83.0% | 66.0% |
| 155 | 56.8% | 64.8% |
| 157.5 | 63.7% | 64.0% |
| 160 | 62.7% | 62.8% |
| 162.5 | 61.6% | 61.1% |
| 165 | 61.0% | 59.3% |
| 167.5 | 59.0% | 59.5% |
| 170 | 59.1% | 56.7% |
| 172.5 | 58.0% | 59.2% |
| 175 | 57.5% | 58.9% |
| 177.5 | 57.5% | 58.8% |
| 180 | 57.0% | 62.1% |
| 182.5 | 55.8% | 63.6% |
| 185 | 58.0% | 60.1% |
| 187.5 | 68.1% | 64.1% |
How this is calculated: Implied Volatility methodology