The at-the-money implied volatility for Carvana Co (CVNA) options expiring Nov 13, 2026 (1 DTE) is 60.6%.
Upgrade to view multiple expiration dates on this chart.
Implied Volatility Stats
Showing results for 2026-11-13(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-11-13(w) calls | 60.32% |
| 2026-11-13(w) puts | 61.48% |
CVNA 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 CVNA's one-year implied volatility range?
Over the past year, Carvana 30-day implied volatility ranged from 46.4% on Dec 23, 2025 to 103.4% on Feb 12, 2026.
How has CVNA implied volatility changed recently?
Carvana 30-day implied volatility went from 80.3% on Oct 14, 2026 to 53.8% on Nov 11, 2026. See the CVNA implied volatility history for a longer view.
What is Carvana Co?
Carvana Co is an e-commerce platform for buying and selling used cars.