MCD Implied Volatility
MCD $250.83 · Updated Oct 26, 4:00 PM ET
MCD at-the-money implied volatility is 29.9% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 26.2%. 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 | 250 | 29.9% |
| Nov 6, 2026 | 11 | 250 | 31.8% |
| Nov 13, 2026 | 18 | 250 | 28.8% |
| Nov 20, 2026 | 25 | 250 | 27.7% |
| Nov 27, 2026 | 32 | 250 | 26.2% |
| Dec 4, 2026 | 39 | 250 | 26.8% |
| Dec 18, 2026 | 53 | 250 | 24.6% |
| Jan 15, 2027 | 81 | 250 | 23.7% |
| Mar 19, 2027 | 144 | 250 | 23.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 230 | 61.1% | 38.1% |
| 232.5 | 61.7% | 34.8% |
| 235 | 55.4% | 34.9% |
| 237.5 | 43.4% | 32.8% |
| 240 | 37.3% | 29.0% |
| 242.5 | 39.2% | 27.7% |
| 245 | 33.7% | 28.7% |
| 247.5 | 30.9% | 28.6% |
| 250 | 28.4% | 31.4% |
| 252.5 | 26.2% | 31.4% |
| 255 | 26.4% | 35.0% |
| 257.5 | 25.8% | n/a |
| 260 | 26.4% | 46.1% |
| 262.5 | 31.2% | n/a |
| 265 | 28.5% | 61.1% |
| 267.5 | 33.6% | n/a |
| 270 | 31.6% | 47.1% |
How this is calculated: Implied Volatility methodology