MKTX Volatility Skew

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Implied Volatility Stats

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

Expiration Date Avg IV

MKTX 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 MKTX's one-year implied volatility range?

Over the past year, MarketAxess 30-day implied volatility ranged from 2.9% on Aug 20, 2026 to 184.0% on Jul 17, 2026.

How has MKTX implied volatility changed recently?

MarketAxess 30-day implied volatility went from 8.0% on Oct 7, 2026 to 8.8% on Nov 4, 2026. See the MKTX implied volatility history for a longer view.

What is MarketAxess Holdings Inc?

Founded in 2000, MarketAxess is a leading electronic fixed-income trading platform that connects broker/dealers and institutional investors.

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