XBI Implied Volatility
XBI $150.47 · Updated Oct 26, 4:00 PM ET
XBI at-the-money implied volatility is 39.8% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 32.5%. 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 | 150 | 39.8% |
| Nov 6, 2026 | 11 | 150 | 34.6% |
| Nov 13, 2026 | 18 | 150 | 34.2% |
| Nov 20, 2026 | 25 | 150 | 33.9% |
| Nov 27, 2026 | 32 | 150 | 32.5% |
| Dec 4, 2026 | 39 | 150 | 32.5% |
| Dec 18, 2026 | 53 | 150 | 31.7% |
| Jan 15, 2027 | 81 | 150 | 32.1% |
| Mar 19, 2027 | 144 | 150 | 31.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 143 | 35.8% | 42.3% |
| 144 | 40.3% | 42.5% |
| 145 | 34.0% | 44.2% |
| 146 | 33.5% | 42.0% |
| 147 | 36.1% | 41.3% |
| 148 | 44.9% | 42.9% |
| 149 | 42.6% | 46.4% |
| 149.5 | 41.6% | 46.7% |
| 150 | 34.8% | 44.9% |
| 151 | 41.0% | 41.3% |
| 152 | 37.3% | 44.0% |
| 152.5 | 40.3% | 44.4% |
| 153 | 37.3% | 46.6% |
| 154 | 37.4% | 45.1% |
| 155 | 39.6% | 45.8% |
| 156 | 38.0% | 44.6% |
| 157 | 39.3% | 46.3% |
How this is calculated: Implied Volatility methodology