ADC Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

ADC 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 ADC's one-year implied volatility range?

Over the past year, Agree Realty 30-day implied volatility ranged from 8.7% on Jan 20, 2026 to 155.4% on Jan 16, 2026.

How has ADC implied volatility changed recently?

Agree Realty 30-day implied volatility went from 20.5% on Oct 7, 2026 to 19.2% on Nov 4, 2026. See the ADC implied volatility history for a longer view.

What is Agree Realty Corporation?

Agree Realty Corporation operates as a fully integrated real estate investment trust mainly focused on the ownership, acquisition, development and management of retail properties net leased to industry-tenants.