CLDT 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

CLDT 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 CLDT's one-year implied volatility range?

Over the past year, CLDT 30-day implied volatility ranged from 24.0% on Oct 19, 2026 to 542.3% on Oct 16, 2026.

How has CLDT implied volatility changed recently?

CLDT 30-day implied volatility went from 76.2% on Oct 7, 2026 to 56.6% on Nov 4, 2026. See the CLDT implied volatility history for a longer view.

What is Chatham Lodging Trust?

Chatham Lodging Trust is a U.S.-based real estate investment trust that invests in upscale extended-stay hotels.