MA Implied Volatility

MA $613.50 · Updated Oct 26, 4:00 PM ET

MA at-the-money implied volatility is 49.8% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 27.6%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.

TERM STRUCTURE (ATM IV)

ExpirationDTEATM strikeATM IV
Oct 30, 20264612.549.8%
Nov 6, 202611612.538.3%
Nov 13, 20261861529.2%
Nov 20, 202625612.527.3%
Nov 27, 20263261527.6%
Dec 4, 202639n/an/a
Dec 18, 20265361524.5%
Jan 15, 20278161023.9%
Mar 19, 202714461024.7%
Apr 16, 202717261524.7%

SKEW, OCT 30, 2026

StrikeCall IVPut IV
592.5n/a62.9%
59554.1%50.2%
597.5n/a46.3%
60060.4%53.7%
602.560.2%55.6%
60551.5%51.1%
607.554.9%51.3%
61050.4%54.7%
612.549.6%50.0%
61554.3%45.8%
617.550.6%45.5%
62047.3%45.7%
622.560.8%44.7%
62548.8%48.0%
627.550.7%47.3%
63057.9%52.8%
632.550.4%58.2%

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How this is calculated: Implied Volatility methodology

IMPLIED VOLATILITY FOR OTHER TICKERS