ST Volatility Skew

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Implied Volatility Stats

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

Expiration Date Avg IV

ST 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 ST's one-year implied volatility range?

Over the past year, Sensata Technologies 30-day implied volatility ranged from 26.8% on Dec 4, 2025 to 186.9% on Oct 16, 2026.

How has ST implied volatility changed recently?

Sensata Technologies 30-day implied volatility went from 40.7% on Oct 7, 2026 to 37.0% on Nov 4, 2026. See the ST implied volatility history for a longer view.

What is Sensata Technologies Holding plc?

Sensata Technologies is a global supplier of sensors and electrical protection for transportation and industrial applications.

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