Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable NEGG options strategies based on market sentiment.
Sep
Oct
Nov
Feb '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 NEGG options across different expirations below.
