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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
ED 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 ED's one-year implied volatility range?
Over the past year, Consolidated Edison 30-day implied volatility ranged from 14.0% on Dec 26, 2025 to 158.4% on Oct 16, 2026.
How has ED implied volatility changed recently?
Consolidated Edison 30-day implied volatility went from 18.6% on Oct 7, 2026 to 18.4% on Nov 4, 2026. See the ED implied volatility history for a longer view.
What is Consolidated Edison Inc?
Con Ed is a holding company for Consolidated Edison of New York, or CECONY, and Orange & Rockland, or O&R.