FORR Volatility Skew

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Implied Volatility Stats

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

Expiration Date Avg IV

FORR 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 FORR's one-year implied volatility range?

Over the past year, Forrester Research 30-day implied volatility ranged from 28.3% on May 18, 2026 to 368.7% on Oct 20, 2026.

How has FORR implied volatility changed recently?

Forrester Research 30-day implied volatility went from 117.6% on Oct 7, 2026 to 87.8% on Nov 4, 2026. See the FORR implied volatility history for a longer view.

What is Forrester Research Inc?

Forrester Research Inc provides independent research, data, and advisory services.

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