DELL Implied Volatility
DELL $469.25 · Updated Oct 26, 4:00 PM ET
DELL at-the-money implied volatility is 76.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 72.2%. 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 | 470 | 76.0% |
| Nov 6, 2026 | 11 | 470 | 70.3% |
| Nov 13, 2026 | 18 | 470 | 67.2% |
| Nov 20, 2026 | 25 | 470 | 66.7% |
| Nov 27, 2026 | 32 | 470 | 72.2% |
| Dec 4, 2026 | 39 | 470 | 71.0% |
| Dec 18, 2026 | 53 | 470 | 68.4% |
| Jan 15, 2027 | 81 | 470 | 65.0% |
| Feb 19, 2027 | 116 | 470 | 63.3% |
| Mar 19, 2027 | 144 | 470 | 64.9% |
| Apr 16, 2027 | 172 | 470 | 63.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 450 | 78.8% | 77.0% |
| 452.5 | 78.6% | 76.3% |
| 455 | 78.2% | 76.2% |
| 457.5 | 77.5% | 77.1% |
| 460 | 76.7% | 75.8% |
| 462.5 | 77.8% | 76.1% |
| 465 | 77.2% | 76.1% |
| 467.5 | 76.7% | 75.2% |
| 470 | 76.6% | 75.3% |
| 472.5 | 76.0% | 75.0% |
| 475 | 75.8% | 75.2% |
| 477.5 | 76.3% | 76.1% |
| 480 | 75.7% | 74.5% |
| 482.5 | 76.4% | 74.4% |
| 485 | 76.0% | 75.0% |
| 487.5 | 76.3% | 76.2% |
| 490 | 76.1% | 76.3% |
How this is calculated: Implied Volatility methodology