SPX Implied Volatility
SPX $7,676.77 · Updated Oct 26, 4:00 PM ET
SPX at-the-money implied volatility is 13.6% for Oct 27, 2026 (1 day out). For Nov 25, 2026 it is 14.4%. 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 | 7675 | 13.6% |
| Oct 28, 2026 | 2 | 7675 | 15.2% |
| Oct 29, 2026 | 3 | 7675 | 16.5% |
| Oct 30, 2026 | 4 | 7675 | 16.8% |
| Nov 2, 2026 | 7 | 7675 | 13.8% |
| Nov 3, 2026 | 8 | 7675 | 14.0% |
| Nov 4, 2026 | 9 | 7675 | 14.7% |
| Nov 5, 2026 | 10 | 7675 | 14.6% |
| Nov 6, 2026 | 11 | 7675 | 14.9% |
| Nov 9, 2026 | 14 | 7675 | 14.0% |
| Nov 10, 2026 | 15 | 7675 | 14.3% |
| Nov 11, 2026 | 16 | 7675 | 14.4% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 7635 | 15.3% | 15.4% |
| 7640 | 15.1% | 15.2% |
| 7645 | 14.8% | 14.9% |
| 7650 | 14.6% | 14.7% |
| 7655 | 14.4% | 14.5% |
| 7660 | 14.2% | 14.3% |
| 7665 | 14.0% | 14.1% |
| 7670 | 13.7% | 13.8% |
| 7675 | 13.6% | 13.6% |
| 7680 | 13.3% | 13.4% |
| 7685 | 13.1% | 13.2% |
| 7690 | 12.9% | 13.0% |
| 7695 | 12.7% | 12.8% |
| 7700 | 12.6% | 12.7% |
| 7705 | 12.5% | 12.6% |
| 7710 | 12.4% | 12.5% |
| 7715 | 12.3% | 12.4% |
How this is calculated: Implied Volatility methodology