WMS Implied Volatility
ATM implied volatility, IV percentile, and the volatility risk premium for WMS options. See whether WMS's IV is rich or cheap versus its own trailing year and versus realized moves.
Volatility Smile
How WMS's IV is distributed across strikes for the nearest expiration. Data from the public vol surface endpoint.
No surface data available for WMS.
Implied Volatility Data
Create a free account to view the IV smile, term structure, and IV percentile history for WMS.
Sign up free - 30 secondsIV Term Structure
How WMS's IV is distributed across expirations. Contango (rising) is normal; backwardation (inverted) signals a near-term event.
No term structure data available.
IV Term Structure
Create a free account to view the ATM IV term structure for WMS.
Sign up free - 30 secondsWhat implied volatility tells you
Implied volatility (IV) is the market's forecast of how much WMS is expected to move, expressed as an annualized percentage and backed out of the price traders are actually paying for WMS options.
Higher IV means options are pricing in bigger expected swings and cost more; lower IV means the market expects calmer conditions and options are cheaper.
High or low for WMS?
IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means WMS's current IV is richer than at least 80% of the last year, i.e. statistically high. Below 20 means it's statistically cheap.
This is different from IV rank, which places today's IV between the past year's high and low instead of counting where it falls in the full distribution; a single outlier spike can distort rank without moving percentile.
IV vs realized: the premium
The volatility risk premium (VRP) is implied volatility minus realized volatility. A positive VRP means WMS options have been priced above the moves that actually happened, the edge options sellers try to harvest. See VRP for the full breakdown.
Frequently Asked Questions - WMS Implied Volatility
What is WMS's implied volatility right now?
WMS's current ATM implied volatility is 58.5%, shown live above. Full IV history, percentile, and term structure are available programmatically via GET /v1/volatility/wms, a Growth-tier endpoint.
What is a high IV for WMS?
IV percentile is the share of the past year's daily IV readings that sit below today's IV. A percentile above 80 means IV is richer than at least 80% of the last year, i.e. statistically high; below 20 means it's statistically cheap. This is different from IV rank, which places today's IV between the past year's high and low instead of counting where it falls in the full distribution.
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