CRM Implied Volatility
CRM $246.79 · Updated Oct 26, 4:00 PM ET
CRM at-the-money implied volatility is 56.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 45.2%. 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 | 247.5 | 56.7% |
| Nov 6, 2026 | 11 | 247.5 | 49.0% |
| Nov 13, 2026 | 18 | 245 | 46.3% |
| Nov 20, 2026 | 25 | 247.5 | 43.8% |
| Nov 27, 2026 | 32 | 245 | 45.2% |
| Dec 4, 2026 | 39 | 245 | 48.9% |
| Dec 18, 2026 | 53 | 250 | 48.0% |
| Jan 15, 2027 | 81 | 250 | 45.1% |
| Feb 19, 2027 | 116 | 250 | 44.3% |
| Mar 19, 2027 | 144 | 250 | 45.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 227.5 | 51.9% | 60.0% |
| 230 | 50.1% | 60.4% |
| 232.5 | 58.9% | 59.6% |
| 235 | 52.4% | 58.9% |
| 237.5 | 55.3% | 58.5% |
| 240 | 56.9% | 57.6% |
| 242.5 | 57.4% | 57.4% |
| 245 | 56.5% | 59.3% |
| 247.5 | 56.2% | 57.2% |
| 250 | 56.0% | 57.0% |
| 252.5 | 55.7% | 58.8% |
| 255 | 55.7% | 56.0% |
| 257.5 | 55.8% | 60.4% |
| 260 | 55.4% | 58.9% |
| 262.5 | 55.8% | 63.4% |
| 265 | 55.9% | 62.7% |
| 267.5 | 56.2% | 69.5% |
How this is calculated: Implied Volatility methodology