RDDT Implied Volatility
RDDT $138.25 · Updated Oct 26, 4:00 PM ET
RDDT at-the-money implied volatility is 148.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 77.7%. 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 | 138 | 148.2% |
| Nov 6, 2026 | 11 | 138 | 105.1% |
| Nov 13, 2026 | 18 | 138 | 91.3% |
| Nov 20, 2026 | 25 | 140 | 84.0% |
| Nov 27, 2026 | 32 | 138 | 77.7% |
| Dec 4, 2026 | 39 | 138 | 75.6% |
| Dec 18, 2026 | 53 | 140 | 71.2% |
| Jan 15, 2027 | 81 | 140 | 66.2% |
| Feb 19, 2027 | 116 | 140 | 68.4% |
| Mar 19, 2027 | 144 | 140 | 68.0% |
| Apr 16, 2027 | 172 | 140 | 65.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 130 | 147.7% | 145.9% |
| 131 | 147.1% | 146.9% |
| 132 | 143.9% | 146.4% |
| 133 | 150.5% | 146.6% |
| 134 | 148.9% | 146.0% |
| 135 | 149.3% | 146.3% |
| 136 | 147.5% | 146.4% |
| 137 | 147.2% | 146.0% |
| 138 | 149.2% | 147.2% |
| 139 | 147.8% | 146.2% |
| 140 | 148.2% | 145.3% |
| 141 | 147.5% | 145.1% |
| 142 | 147.8% | 144.4% |
| 143 | 145.5% | 143.9% |
| 144 | 145.2% | 144.9% |
| 145 | 145.0% | 145.0% |
| 146 | 144.9% | 146.3% |
How this is calculated: Implied Volatility methodology
