APA Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-06(w), calls & puts

Expiration Date Avg IV

APA 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 APA's one-year implied volatility range?

Over the past year, APA 30-day implied volatility ranged from 34.1% on Dec 30, 2025 to 61.7% on Mar 30, 2026.

How has APA implied volatility changed recently?

APA 30-day implied volatility went from 47.0% on Oct 7, 2026 to 50.5% on Nov 4, 2026. See the APA implied volatility history for a longer view.

What is APA Corporation?

APA Corp is an independent exploration and production company.

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