The at-the-money implied volatility for Global X S&P 500 Catholic Values ETF (CATH) options expiring Jun 17, 2027 (214 DTE) is 16.7%.
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Implied Volatility Stats
Showing results for 2027-06-17(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2027-06-17(w) calls | 16.87% |
| 2027-06-17(w) puts | 17.00% |
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