CGC 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

CGC 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 CGC's one-year implied volatility range?

Over the past year, Canopy Growth 30-day implied volatility ranged from 43.2% on Jun 24, 2026 to 829.9% on Oct 14, 2026.

How has CGC implied volatility changed recently?

Canopy Growth 30-day implied volatility went from 276.0% on Oct 7, 2026 to 227.6% on Nov 4, 2026. See the CGC implied volatility history for a longer view.

What is Canopy Growth Corporation?

Canopy Growth Corp is a cannabis company that produces, distributes, and sells a diverse range of cannabis and cannabis-related products for adult-use and medical purposes under a portfolio of distinct brands in Canada.