DT 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

DT 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 DT's one-year implied volatility range?

Over the past year, Dynatrace 30-day implied volatility ranged from 27.2% on Dec 15, 2025 to 160.3% on May 15, 2026.

How has DT implied volatility changed recently?

Dynatrace 30-day implied volatility went from 45.4% on Oct 7, 2026 to 46.2% on Nov 4, 2026. See the DT implied volatility history for a longer view.

What is Dynatrace Inc?

Dynatrace is a software-as-a-service company that enables customers to monitor and analyze their information technology infrastructure, from servers to applications and Python scripts.