The at-the-money implied volatility for AdvisorShares Focused Equity ETF (CWS) options expiring Nov 20, 2026 (6 DTE) is not available.
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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-11-20(m) calls | -% |
| 2026-11-20(m) puts | -% |
CWS 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 CWS's one-year implied volatility range?
Over the past year, CWS 30-day implied volatility ranged from 18.2% on Aug 4, 2026 to 159.9% on Oct 16, 2026.
How has CWS implied volatility changed recently?
CWS 30-day implied volatility went from 159.9% on Oct 16, 2026 to 27.4% on Nov 13, 2026. See the CWS implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time