HST 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

HST 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 HST's one-year implied volatility range?

Over the past year, Host Hotels & Resorts 30-day implied volatility ranged from 1.3% on Mar 19, 2026 to 174.8% on Oct 16, 2026.

How has HST implied volatility changed recently?

Host Hotels & Resorts 30-day implied volatility went from 33.6% on Oct 7, 2026 to 38.8% on Nov 4, 2026. See the HST implied volatility history for a longer view.

What is Host Hotels & Resorts Inc?

Host Hotels & Resorts owns 75 predominantly urban and resort upper upscale and luxury hotel properties representing more than 41,000 rooms, mainly in the United States.