Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable DFAR options strategies based on market sentiment.
Aug
Sep
Oct
Jan '26
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for DFAR options across different expirations below.
