FANG Volatility Skew

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Implied Volatility Stats

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

Expiration Date Avg IV

FANG 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 FANG's one-year implied volatility range?

Over the past year, Diamondback Energy 30-day implied volatility ranged from 26.8% on Dec 31, 2025 to 177.0% on Jul 17, 2026.

How has FANG implied volatility changed recently?

Diamondback Energy 30-day implied volatility went from 36.1% on Oct 7, 2026 to 38.0% on Nov 4, 2026. See the FANG implied volatility history for a longer view.

What is Diamondback Energy Inc?

Diamondback is a crude oil and natural gas exploration and production firm whose operations represent a pure-play in the US Permian Basin.

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