SMCI Implied Volatility
SMCI $32.89 · Updated Oct 26, 4:00 PM ET
SMCI at-the-money implied volatility is 80.4% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 82.1%. 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 30, 2026 | 4 | 33 | 80.4% |
| Nov 6, 2026 | 11 | 33 | 104.8% |
| Nov 13, 2026 | 18 | 33 | 92.3% |
| Nov 20, 2026 | 25 | 33 | 87.7% |
| Nov 27, 2026 | 32 | 33 | 82.1% |
| Dec 4, 2026 | 39 | 33 | 80.7% |
| Dec 18, 2026 | 53 | 33 | 77.9% |
| Jan 15, 2027 | 81 | 33 | 75.2% |
| Feb 19, 2027 | 116 | 33 | 75.9% |
| Mar 19, 2027 | 144 | 33 | 75.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 29 | 85.3% | 81.7% |
| 29.5 | 84.2% | 81.3% |
| 30 | 84.6% | 79.9% |
| 30.5 | 80.8% | 80.0% |
| 31 | 79.6% | 80.3% |
| 31.5 | 80.5% | 80.3% |
| 32 | 80.2% | 80.0% |
| 32.5 | 80.6% | 80.3% |
| 33 | 80.5% | 80.2% |
| 33.5 | 80.4% | 80.8% |
| 34 | 80.8% | 80.8% |
| 34.5 | 81.3% | 80.3% |
| 35 | 82.1% | 81.3% |
| 35.5 | 83.3% | 82.3% |
| 36 | 84.2% | 83.0% |
| 36.5 | 85.3% | 83.6% |
| 37 | 86.2% | 81.9% |
How this is calculated: Implied Volatility methodology