STBA 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

STBA 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 STBA's one-year implied volatility range?

Over the past year, S&T Bancorp 30-day implied volatility ranged from 24.0% on Dec 31, 2025 to 186.0% on Jan 16, 2026.

How has STBA implied volatility changed recently?

S&T Bancorp 30-day implied volatility went from 55.3% on Oct 7, 2026 to 37.5% on Nov 4, 2026. See the STBA implied volatility history for a longer view.

What is S&T Bancorp Inc?

S&T Bancorp Inc is a financial holding company providing a full range of financial services to individuals and businesses in Pennsylvania and Ohio, including retail and commercial banking products, cash management, and trust and brokerage services.