KOLD Implied Volatility
KOLD options trade at a 30-day at-the-money implied volatility of 89.9%, an IV rank of 41 out of 100 over the past year. This page breaks down KOLD'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 12, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
KOLD 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 89.9% |
| ATM IV — 2 month | 87.1% |
| ATM IV — 3 month | 89.4% |
| IV rank (1 year) | 41 / 100 |
| IV percentile (1 year) | 48% |
| Expected move (front expiration) | ±$3.92 (±15.6%) |
| Historical volatility — 10 day | 106.6% |
| Historical volatility — 21 day | 88.9% |
| Historical volatility — 30 day | 75.6% |
| Historical volatility — 60 day | 71.2% |
| IV / HV ratio | 1.19 |
| Term slope (front − 3M) | +0.5 pts |
| 25Δ skew (front) | +7.6 pts |
An IV rank of 41 places current implied volatility in the middle of its 52-week range. With an IV/HV ratio of 1.19, options currently price in more movement than the stock has recently realized. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
KOLD IV Rank History
KOLD IV rank (0–100), past year.
IV rank has risen from 1 in Feb '26 to 41 today. An IV percentile of 48% means implied volatility was lower than today on 48% of trading days in the past year.
Explore the payoff profile of option on KOLD for free
Build multi-leg KOLD strategies, visualize payoffs, and scan the full US options universe with OptiView.
KOLD Options FAQ
What is the implied volatility of KOLD options?
KOLD options trade at a 30-day at-the-money implied volatility of 89.9% as of Oct 12, 2026. That is an IV rank of 41 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is KOLD implied volatility high or low right now?
By its own 52-week standards, KOLD implied volatility is currently moderate: IV rank is 41 out of 100 as of Oct 12, 2026. Compared with realized movement, the IV/HV ratio of 1.19 shows options pricing more movement than the stock has recently delivered.
What move do KOLD options imply before the next expiration?
Front-expiration KOLD options imply a one-standard-deviation move of ±$3.92 (±15.6%) as of Oct 12, 2026, derived from at-the-money option prices.
What is the difference between KOLD's IV rank and IV percentile?
IV rank (currently 41) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 48%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
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.