The at-the-money implied volatility for NASDAQ 100 ($NDX) options expiring Jun 16, 2028 (579 DTE) is 25.4%.
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Implied Volatility Stats
Showing results for 2028-06-16(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2028-06-16(m) calls | 25.42% |
| 2028-06-16(m) puts | 25.65% |
$NDX Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is $NDX's one-year implied volatility range?
Over the past year, $NDX 30-day implied volatility ranged from 14.3% on Dec 26, 2025 to 33.4% on Nov 5, 2026.
How has $NDX implied volatility changed recently?
$NDX 30-day implied volatility went from 21.1% on Oct 16, 2026 to 25.2% on Nov 13, 2026. See the $NDX implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time