IWM Implied Volatility
IWM $276.99 · Updated Oct 26, 4:00 PM ET
IWM at-the-money implied volatility is 17.0% for Oct 27, 2026 (1 day out). For Nov 27, 2026 it is 19.5%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 27, 2026 | 1 | 277 | 17.0% |
| Oct 28, 2026 | 2 | 277 | 23.5% |
| Oct 29, 2026 | 3 | 277 | 23.7% |
| Oct 30, 2026 | 4 | 277 | 23.2% |
| Nov 2, 2026 | 7 | 277 | 19.5% |
| Nov 3, 2026 | 8 | 277 | 19.6% |
| Nov 4, 2026 | 9 | 277 | 20.8% |
| Nov 5, 2026 | 10 | 277 | 20.8% |
| Nov 6, 2026 | 11 | 277 | 21.3% |
| Nov 13, 2026 | 18 | 277 | 20.6% |
| Nov 20, 2026 | 25 | 277 | 20.2% |
| Nov 27, 2026 | 32 | 277 | 19.5% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 269 | 0.0% | 25.8% |
| 270 | 0.0% | 24.4% |
| 271 | 0.0% | 22.5% |
| 272 | 0.0% | 21.6% |
| 273 | 0.0% | 20.0% |
| 274 | 12.7% | 19.3% |
| 275 | 14.2% | 18.8% |
| 276 | 15.0% | 18.6% |
| 277 | 15.3% | 18.8% |
| 278 | 15.5% | 19.2% |
| 279 | 15.5% | 20.6% |
| 280 | 16.1% | 23.3% |
| 281 | 17.3% | 26.8% |
| 282 | 18.2% | 30.8% |
| 283 | 19.7% | 34.5% |
| 284 | 20.3% | 38.4% |
| 285 | 23.0% | 42.3% |
How this is calculated: Implied Volatility methodology