C Implied Volatility
C $121.04 · Updated Oct 26, 4:00 PM ET
C at-the-money implied volatility is 34.3% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.8%. 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 | 121 | 34.3% |
| Nov 6, 2026 | 11 | 121 | 34.1% |
| Nov 13, 2026 | 18 | 121 | 32.2% |
| Nov 20, 2026 | 25 | 121 | 31.5% |
| Nov 27, 2026 | 32 | 121 | 31.8% |
| Dec 4, 2026 | 39 | 121 | 30.0% |
| Dec 18, 2026 | 53 | 120 | 30.2% |
| Jan 15, 2027 | 81 | 120 | 30.1% |
| Feb 19, 2027 | 116 | 120 | 30.1% |
| Mar 19, 2027 | 144 | 120 | 30.8% |
| Apr 16, 2027 | 172 | 120 | 31.2% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 113 | 68.7% | 39.7% |
| 114 | 63.6% | 37.7% |
| 115 | 71.9% | 37.1% |
| 116 | 55.6% | 36.4% |
| 117 | 68.6% | 35.4% |
| 118 | 45.3% | 34.4% |
| 119 | 44.6% | 34.3% |
| 120 | 37.3% | 33.8% |
| 121 | 35.6% | 33.1% |
| 122 | 35.6% | 34.7% |
| 123 | 34.3% | 35.6% |
| 124 | 33.6% | 35.1% |
| 125 | 33.8% | 38.3% |
| 126 | 34.2% | 37.6% |
| 127 | 34.0% | 38.7% |
| 128 | 34.0% | 61.1% |
| 129 | 33.4% | 49.4% |
How this is calculated: Implied Volatility methodology