V Implied Volatility
V $404.39 · Updated Oct 26, 4:00 PM ET
V at-the-money implied volatility is 40.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 23.5%. 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 | 405 | 40.7% |
| Nov 6, 2026 | 11 | 405 | 29.6% |
| Nov 13, 2026 | 18 | 405 | 25.4% |
| Nov 20, 2026 | 25 | 405 | 23.9% |
| Nov 27, 2026 | 32 | 405 | 23.5% |
| Dec 4, 2026 | 39 | 405 | 22.5% |
| Dec 18, 2026 | 53 | 405 | 22.6% |
| Jan 15, 2027 | 81 | 405 | 22.3% |
| Mar 19, 2027 | 144 | 405 | 23.3% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 385 | 43.2% | 42.7% |
| 387.5 | 42.5% | 42.1% |
| 390 | 42.4% | 41.9% |
| 392.5 | 42.6% | 41.5% |
| 395 | 40.9% | 41.2% |
| 397.5 | 41.1% | 40.7% |
| 400 | 40.6% | 40.6% |
| 402.5 | 41.0% | 40.5% |
| 405 | 40.7% | 40.7% |
| 407.5 | 40.1% | 40.0% |
| 410 | 40.1% | 40.0% |
| 412.5 | 39.6% | 39.6% |
| 415 | 39.5% | 41.0% |
| 417.5 | 39.6% | 40.5% |
| 420 | 39.6% | 40.0% |
| 422.5 | 39.8% | 40.2% |
| 425 | 40.0% | 40.1% |
How this is calculated: Implied Volatility methodology