GEV 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

GEV 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 GEV's one-year implied volatility range?

Over the past year, GE Vernova 30-day implied volatility ranged from 41.9% on Aug 28, 2026 to 72.6% on Jul 6, 2026.

How has GEV implied volatility changed recently?

GE Vernova 30-day implied volatility went from 50.2% on Oct 7, 2026 to 55.0% on Nov 4, 2026. See the GEV implied volatility history for a longer view.

What is GE Vernova Inc?

GE Vernova is a global leader in the electric power industry, with products and services that generate, transfer, convert, and store electricity.