VIX Implied Volatility
VIX $18.60 · Updated Nov 10, 4:00 PM ET
VIX has no at-the-money quotes on its nearest expiration to measure implied volatility.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Nov 11, 2026 | 1 | 19 | n/a |
| Nov 18, 2026 | 8 | 18.5 | 88.9% |
| Nov 24, 2026 | 14 | 19 | 176.9% |
| Dec 1, 2026 | 21 | 19 | 81.8% |
| Dec 9, 2026 | 29 | 19 | 81.7% |
| Dec 16, 2026 | 36 | 18.5 | 77.5% |
| Jan 20, 2027 | 71 | 18.5 | 67.2% |
| Feb 17, 2027 | 99 | 18.5 | 62.2% |
| Mar 17, 2027 | 127 | 19 | 60.3% |
| Apr 21, 2027 | 162 | 19 | 55.1% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 13 | 0.0% | 0.0% |
| 13.5 | 0.0% | 0.0% |
| 14 | 0.0% | 0.0% |
| 14.5 | 0.0% | 0.0% |
| 15 | 0.0% | 0.0% |
| 16 | 0.0% | 0.0% |
| 17 | 0.0% | 0.0% |
| 18 | 0.0% | 0.0% |
| 19 | 0.0% | 0.0% |
| 20 | 0.0% | 0.0% |
| 21 | 0.0% | 0.0% |
| 22 | 0.0% | 0.0% |
| 23 | 0.0% | 0.0% |
| 24 | 0.0% | 0.0% |
| 25 | 0.0% | 0.0% |
| 26 | 0.0% | 0.0% |
| 27 | 0.0% | 0.0% |
How this is calculated: Implied Volatility methodology