F Implied Volatility
F $11.58 · Updated Oct 26, 4:00 PM ET
F at-the-money implied volatility is 76.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 42.9%. 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 | 11.5 | 76.0% |
| Nov 6, 2026 | 11 | 11.5 | 54.3% |
| Nov 13, 2026 | 18 | 11.5 | 51.1% |
| Nov 20, 2026 | 25 | 11.5 | 45.1% |
| Nov 27, 2026 | 32 | 11.5 | 42.9% |
| Dec 4, 2026 | 39 | 11.5 | 41.2% |
| Dec 18, 2026 | 53 | 11.67 | 39.0% |
| Jan 15, 2027 | 81 | 11.85 | 36.0% |
| Mar 19, 2027 | 144 | 12 | 37.1% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 7.5 | 212.5% | n/a |
| 8 | 184.4% | 150.0% |
| 8.5 | 204.7% | 131.3% |
| 9 | 210.2% | 106.3% |
| 9.5 | 121.9% | 87.5% |
| 10 | 124.2% | 81.3% |
| 10.5 | 57.8% | 75.0% |
| 11 | 73.4% | 74.6% |
| 11.5 | 76.6% | 75.4% |
| 12 | 77.0% | 74.6% |
| 12.5 | 75.8% | 80.5% |
| 13 | 78.1% | 82.8% |
| 13.5 | 81.3% | 175.8% |
| 14 | 81.3% | 116.4% |
| 14.5 | 93.8% | 155.5% |
| 15 | 106.3% | 194.5% |
| 15.5 | 118.8% | 173.4% |
How this is calculated: Implied Volatility methodology