The at-the-money implied volatility for Global X S&P 500 Catholic Values ETF (CATH) options expiring Dec 18, 2026 (33 DTE) is 14.4%.
Upgrade to view multiple expiration dates on this chart.
Implied Volatility Stats
Showing results for 2026-12-18(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-12-18(m) calls | 17.58% |
| 2026-12-18(m) puts | 14.94% |
CATH 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 CATH's one-year implied volatility range?
Over the past year, CATH 30-day implied volatility ranged from 11.2% on Sep 21, 2026 to 157.7% on Jul 17, 2026.
How has CATH implied volatility changed recently?
CATH 30-day implied volatility went from 156.1% on Oct 16, 2026 to 15.1% on Nov 13, 2026. See the CATH implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time