FSMB Implied Volatility
This page breaks down FSMB's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
| ATM IV — 2 month | 21.2% |
| ATM IV — 3 month | 38.8% |
| Historical volatility — 10 day | 4.9% |
| Historical volatility — 21 day | 4.0% |
| Historical volatility — 30 day | 3.4% |
| Historical volatility — 60 day | 2.7% |
| 25Δ skew (front) | -6.0 pts |
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Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.