DUOL Volatility Skew

The at-the-money implied volatility for Duolingo Inc (DUOL) options expiring Nov 13, 2026 (0 DTE) is 108.5%.

Upgrade to view multiple expiration dates on this chart.

Upgrade now

       

Implied Volatility Stats

Showing results for 2026-11-13(w), calls & puts

Expiration Date Avg IV
2026-11-13(w) calls 118.65%
2026-11-13(w) puts 130.89%

DUOL 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 DUOL's one-year implied volatility range?

Over the past year, Duolingo 30-day implied volatility ranged from 52.1% on Aug 11, 2026 to 111.3% on Feb 5, 2026.

How has DUOL implied volatility changed recently?

Duolingo 30-day implied volatility went from 76.7% on Oct 15, 2026 to 56.1% on Nov 12, 2026. See the DUOL implied volatility history for a longer view.

What is Duolingo Inc?

Duolingo Inc is a technology company that develops a mobile learning platform to learn languages.

Give feedback on this chart