DDD 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

DDD 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 DDD's one-year implied volatility range?

Over the past year, 3D Systems 30-day implied volatility ranged from 60.8% on Dec 30, 2025 to 221.6% on Oct 16, 2026.

How has DDD implied volatility changed recently?

3D Systems 30-day implied volatility went from 88.5% on Oct 7, 2026 to 114.7% on Nov 4, 2026. See the DDD implied volatility history for a longer view.

What is 3D Systems Corporation?

3D Systems Corp provide comprehensive 3D printing and digital manufacturing solutions, including 3D printers for plastics and metals, materials, software, and services, including maintenance, manufacturing and applications engineering.