Nasdaq 100 options
Nasdaq 100 trades at 26,990.0; 30-day implied volatility is 28.7%, and the market prices a ±4.44% expected move into the 2026-11-13 expiry, 6 days out.
Cheap or dear right now
- Slightly cheap: IV30 sits 3.6 points below 20-day realised volatility.
- Over the next 6 days (expiring 2026-11-13) the market prices a one-standard-deviation move of ±4.44%, about 1,199.2 points.
- Skew 2.8: calls and puts are priced close together, with no strong directional bid.
- Put/call volume ratio 1.51: put volume clearly outnumbers calls.
Pricing across strikes
2026-11-13 expiry (6 days), spot 26,990.0. The further apart the two lines, the bigger the skew.
Implied volatility by expiry
Near-dated IV above far-dated (inverted) points to short-term event risk; the reverse suggests calm now and more movement later.
Where the open interest sits
Bar height is open interest; max pain is the strike that minimises the total value of expiring options.
2026-11-13 expiry, five strikes either side of the money
IV is the implied volatility at that strike; OI is open interest.
| Call OI | Call IV | Strike | Put IV | Put OI |
|---|---|---|---|---|
| 0 | 35.4% | 26,875 | 35.3% | 0 |
| 6 | 35.3% | 26,900 | 35.1% | 7 |
| 0 | 35.1% | 26,925 | 35.0% | 0 |
| 1 | 35.0% | 26,950 | 34.9% | 3 |
| 0 | 34.9% | 26,975 | 34.7% | 0 |
| 9 | 34.7% | 27,000 ATM | 34.6% | 28 |
| 0 | 34.6% | 27,025 | 34.4% | 0 |
| 0 | 34.4% | 27,050 | 34.3% | 0 |
| 0 | 34.3% | 27,075 | 34.2% | 2 |
| 0 | 34.2% | 27,100 | 34.0% | 12 |
| 6 | 34.0% | 27,125 | 33.9% | 0 |
FAQ
Is the expected move a guarantee?
No. It is a one-standard-deviation move implied by at-the-money option prices — the market's current price for movement, not a forecast or a guarantee.
Why is IV rank empty?
IV rank needs a year of IV30 history. Our database records IV30 once a day and shows a value after 20 trading days; until then the page shows collection progress.
What does a positive skew mean?
25-delta puts carry a higher implied volatility than calls at the same expiry, so the market is paying more for downside protection — typical when hedging demand rises.
Can I trade straight off this page?
No. This is volatility and pricing information, not a buy or sell signal.
Data from CBOE delayed quotes (about 15 minutes behind), for information only and not investment advice. Options carry high risk and can lose the entire premium.