WFC Implied Volatility
WFC $82.65 · Updated Oct 26, 4:00 PM ET
WFC at-the-money implied volatility is 35.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 29.2%. 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 | 83 | 35.0% |
| Nov 6, 2026 | 11 | 83 | 33.9% |
| Nov 13, 2026 | 18 | 83 | 29.0% |
| Nov 20, 2026 | 25 | 82.5 | 26.0% |
| Nov 27, 2026 | 32 | 83 | 29.2% |
| Dec 4, 2026 | 39 | n/a | n/a |
| Dec 18, 2026 | 53 | 82.5 | 26.3% |
| Jan 15, 2027 | 81 | 82.5 | 28.7% |
| Mar 19, 2027 | 144 | 82.5 | 28.3% |
| Apr 16, 2027 | 172 | 82.5 | 28.3% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 75 | 64.2% | 45.7% |
| 76 | 70.6% | 40.6% |
| 77 | 100.3% | 38.3% |
| 78 | 79.1% | 34.8% |
| 79 | 49.8% | 37.1% |
| 80 | 41.0% | 34.4% |
| 81 | 43.0% | 32.7% |
| 82 | 39.0% | 31.8% |
| 83 | 33.7% | 36.3% |
| 84 | 31.4% | 44.9% |
| 85 | 31.0% | 51.0% |
| 86 | 30.0% | 53.0% |
| 87 | 30.3% | 74.0% |
| 88 | 32.8% | 64.6% |
| 89 | 40.6% | 54.6% |
| 90 | 38.3% | 76.1% |
| 91 | 81.3% | 96.6% |
How this is calculated: Implied Volatility methodology