ED Volatility Skew

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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.

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