FDS Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

FDS 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 FDS's one-year implied volatility range?

Over the past year, Factset Research Systems 30-day implied volatility ranged from 25.6% on Dec 26, 2025 to 146.5% on Jul 17, 2026.

How has FDS implied volatility changed recently?

Factset Research Systems 30-day implied volatility went from 43.0% on Oct 7, 2026 to 46.6% on Nov 4, 2026. See the FDS implied volatility history for a longer view.

What is Factset Research Systems?

FactSet provides financial data and portfolio analytics to the global investment community.