PFS Volatility Skew

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Implied Volatility Stats

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

Expiration Date Avg IV

PFS 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 PFS's one-year implied volatility range?

Over the past year, Provident Financial Services 30-day implied volatility ranged from 24.9% on Sep 16, 2026 to 208.4% on Oct 16, 2026.

How has PFS implied volatility changed recently?

Provident Financial Services 30-day implied volatility went from 64.6% on Oct 7, 2026 to 88.7% on Nov 4, 2026. See the PFS implied volatility history for a longer view.

What is Provident Financial Services Inc?

Provident Financial Services Inc is the holding company for The Provident Bank, a community-oriented bank.

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