BAM 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

BAM 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 BAM's one-year implied volatility range?

Over the past year, Brookfield Asset Management 30-day implied volatility ranged from 25.7% on Jan 9, 2026 to 173.0% on Jul 17, 2026.

How has BAM implied volatility changed recently?

Brookfield Asset Management 30-day implied volatility went from 32.8% on Oct 7, 2026 to 33.6% on Nov 4, 2026. See the BAM implied volatility history for a longer view.

What is Brookfield Asset Management Ltd?

Brookfield Asset Management is one of the world's largest alternative-asset managers, with USD 1.268 trillion in total managed assets, including USD 672.2 billion in fee-earning AUM, at the end of June 2026.