FNF 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

FNF 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 FNF's one-year implied volatility range?

Over the past year, Fidelity National Financial 30-day implied volatility ranged from 20.6% on Jan 6, 2026 to 168.9% on Jul 17, 2026.

How has FNF implied volatility changed recently?

Fidelity National Financial 30-day implied volatility went from 31.6% on Oct 7, 2026 to 35.4% on Nov 4, 2026. See the FNF implied volatility history for a longer view.

What is Fidelity National Financial Inc?

Fidelity National Financial Inc is a provider of (i) title insurance, escrow and other title-related services, including trust activities, trustee sales guarantees, recordings and reconveyances and home warranty and (ii) transaction services to the real estate and mortgage industries.