WFC Implied Volatility
WFC $82.65 · Updated Oct 26, 4:00 PM ET
WFC at-the-money implied volatility is 29.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 25.4%. 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 | 83 | 29.6% |
| Nov 6, 2026 | 11 | 83 | 28.6% |
| Nov 13, 2026 | 18 | 83 | 26.2% |
| Nov 20, 2026 | 25 | 82.5 | 24.9% |
| Nov 27, 2026 | 32 | 83 | 25.4% |
| Dec 4, 2026 | 39 | 83 | 25.9% |
| Dec 18, 2026 | 53 | 82.5 | 25.4% |
| Jan 15, 2027 | 81 | 82.5 | 27.1% |
| Mar 19, 2027 | 144 | 82.5 | 26.9% |
| Apr 16, 2027 | 172 | 82.5 | 27.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 75 | 57.6% | 41.8% |
| 76 | 66.7% | 38.4% |
| 77 | 0.0% | 35.4% |
| 78 | 42.2% | 33.5% |
| 79 | 0.0% | 34.4% |
| 80 | 22.4% | 32.8% |
| 81 | 31.0% | 31.6% |
| 82 | 28.6% | 30.9% |
| 83 | 28.3% | 31.0% |
| 84 | 28.3% | 32.6% |
| 85 | 28.5% | 36.8% |
| 86 | 27.1% | 34.8% |
| 87 | 29.3% | 26.9% |
| 88 | 30.0% | 38.5% |
| 89 | 35.6% | 57.2% |
| 90 | 34.4% | 0.0% |
| 91 | 80.5% | 0.0% |
How this is calculated: Implied Volatility methodology