CNS Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

CNS 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 CNS's one-year implied volatility range?

Over the past year, Cohen & Steers 30-day implied volatility ranged from 24.0% on Dec 4, 2025 to 170.8% on Jul 17, 2026.

How has CNS implied volatility changed recently?

Cohen & Steers 30-day implied volatility went from 39.0% on Oct 7, 2026 to 33.5% on Nov 4, 2026. See the CNS implied volatility history for a longer view.

What is Cohen & Steers Inc?

Cohen & Steers is a niche asset manager concentrating on real estate securities.

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