IWM Implied Volatility
IWM $282.14 · Updated Nov 10, 4:00 PM ET
IWM at-the-money implied volatility is 18.7% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 19.1%. 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 |
|---|---|---|---|
| Nov 11, 2026 | 1 | 282 | 18.7% |
| Nov 12, 2026 | 2 | 282 | 19.0% |
| Nov 13, 2026 | 3 | 282 | 19.5% |
| Nov 16, 2026 | 6 | 282 | 16.4% |
| Nov 17, 2026 | 7 | 282 | 17.2% |
| Nov 18, 2026 | 8 | 282 | 17.8% |
| Nov 19, 2026 | 9 | 282 | 18.4% |
| Nov 20, 2026 | 10 | 282 | 18.9% |
| Nov 23, 2026 | 13 | 282 | 17.8% |
| Nov 24, 2026 | 14 | 282 | 18.1% |
| Nov 25, 2026 | 15 | 282 | n/a |
| Nov 27, 2026 | 17 | 282 | 17.8% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 274 | 25.4% | 24.8% |
| 275 | 22.6% | 23.8% |
| 276 | 22.6% | 23.0% |
| 277 | 21.8% | 22.4% |
| 278 | 21.2% | 21.5% |
| 279 | 20.3% | 20.6% |
| 280 | 19.8% | 19.8% |
| 281 | 19.1% | 19.1% |
| 282 | 18.6% | 18.8% |
| 283 | 18.6% | 18.8% |
| 284 | 18.6% | 18.9% |
| 285 | 18.8% | 19.9% |
| 286 | 19.2% | 22.5% |
| 287 | 19.5% | 22.6% |
| 287.5 | 20.8% | 25.5% |
| 288 | 19.3% | 23.7% |
| 289 | 21.6% | 28.9% |
How this is calculated: Implied Volatility methodology