EFSC Volatility Skew

The at-the-money implied volatility for Enterprise Financial Services Corporation (EFSC) options expiring Dec 18, 2026 (34 DTE) is 54.8%.

Upgrade to view multiple expiration dates on this chart.

Upgrade now

       

Implied Volatility Stats

Showing results for 2026-12-18(m), calls & puts

Expiration Date Avg IV
2026-12-18(m) calls 105.33%
2026-12-18(m) puts 31.67%

EFSC 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 EFSC's one-year implied volatility range?

Over the past year, Enterprise Financial Services 30-day implied volatility ranged from 25.6% on Mar 17, 2026 to 176.2% on Jan 16, 2026.

How has EFSC implied volatility changed recently?

Enterprise Financial Services 30-day implied volatility went from 172.6% on Oct 16, 2026 to 42.6% on Nov 13, 2026. See the EFSC implied volatility history for a longer view.

What is Enterprise Financial Services Corporation?

Enterprise Financial Services Corporation is a financial holding company.

Give feedback on this chart