GM Implied Volatility
GM $76.31 · Updated Oct 26, 4:00 PM ET
GM at-the-money implied volatility is 38.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.3%. 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 | 76 | 38.0% |
| Nov 6, 2026 | 11 | 76 | 35.1% |
| Nov 13, 2026 | 18 | 76 | 33.0% |
| Nov 20, 2026 | 25 | 76 | 32.1% |
| Nov 27, 2026 | 32 | 76 | 31.3% |
| Dec 4, 2026 | 39 | 76 | 31.2% |
| Dec 18, 2026 | 53 | 77.5 | 30.6% |
| Jan 15, 2027 | 81 | 77.5 | 29.9% |
| Mar 19, 2027 | 144 | 77.5 | 32.2% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 68 | 84.5% | 73.5% |
| 69 | 0.0% | 48.1% |
| 70 | 0.0% | 39.7% |
| 71 | 54.9% | 46.4% |
| 72 | 37.1% | 41.0% |
| 73 | 53.1% | 40.5% |
| 74 | 40.1% | 39.6% |
| 75 | 35.8% | 37.9% |
| 76 | 37.8% | 38.3% |
| 77 | 37.3% | 37.6% |
| 78 | 36.7% | 39.7% |
| 79 | 35.5% | 37.4% |
| 80 | 37.3% | 51.4% |
| 81 | 35.9% | 34.3% |
| 82 | 39.2% | 0.0% |
| 83 | 39.1% | 39.6% |
| 84 | 48.0% | 0.0% |
How this is calculated: Implied Volatility methodology