SOFI Implied Volatility
SOFI $14.48 · Updated Oct 26, 4:00 PM ET
SOFI at-the-money implied volatility is 106.3% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 58.5%. 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 | 14.5 | 106.3% |
| Nov 6, 2026 | 11 | 14.5 | 77.0% |
| Nov 13, 2026 | 18 | 14.5 | 67.5% |
| Nov 20, 2026 | 25 | 14.5 | 62.7% |
| Nov 27, 2026 | 32 | 14.5 | 58.5% |
| Dec 4, 2026 | 39 | 14.5 | 56.8% |
| Dec 18, 2026 | 53 | 14 | 55.0% |
| Jan 15, 2027 | 81 | 14 | 52.9% |
| Mar 19, 2027 | 144 | 15 | 53.6% |
| Apr 16, 2027 | 172 | 14 | 53.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 10 | 163.8% | 147.1% |
| 11 | 152.6% | 131.3% |
| 11.5 | 150.1% | 123.2% |
| 12 | 107.4% | 117.2% |
| 12.5 | 115.2% | 113.6% |
| 13 | 114.7% | 111.0% |
| 13.5 | 108.2% | 108.5% |
| 14 | 106.6% | 107.7% |
| 14.5 | 105.8% | 106.8% |
| 15 | 104.9% | 105.9% |
| 15.5 | 104.7% | 106.7% |
| 16 | 105.3% | 107.5% |
| 16.5 | 104.5% | 105.5% |
| 17 | 109.4% | 112.5% |
| 17.5 | 114.1% | 102.4% |
| 18 | 113.6% | 121.8% |
| 18.5 | 125.0% | 107.3% |
How this is calculated: Implied Volatility methodology