EG Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

EG 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 EG's one-year implied volatility range?

Over the past year, Everest 30-day implied volatility ranged from 17.6% on Dec 22, 2025 to 130.0% on Oct 16, 2026.

How has EG implied volatility changed recently?

Everest 30-day implied volatility went from 23.2% on Oct 7, 2026 to 22.7% on Nov 4, 2026. See the EG implied volatility history for a longer view.

What is Everest Group Ltd?

Everest Group Ltd is a Bermuda-based reinsurance and insurance organization.

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