Ford Motor (F) implied volatility
The F chain is not available right now; the page refreshes every 15 minutes and never estimates volatility.
F IV rank, percentile and one-year IV chart
- IV rank
- 71
- IV percentile
- 81
- 52-week high
- 49% · 2026-05-29
- 52-week low
- 22% · 2025-12-23
IV30 at-the-money implied volatility · HV30 30-day realized · dashed lines: 52-week IV high and low
Daily ATM IV30 (the expiration nearest 30 days, call/put average) stored every session since 2025-10-24; 252 sessions in the window. Rank = (today − low) ÷ (high − low); percentile = share of sessions below today.
More F: expected move · put/call ratio · option chain · earnings date · all F options data · definition · pricing calculator
Frequently asked questions
- What is F implied volatility?
- The annualized volatility the options market is pricing into Ford Motor (F) options, backed out of their prices. 40% IV means the market expects the stock to move about 40% over a year, or roughly 2.5% on a typical day (40% ÷ √252). Each expiration has its own at-the-money IV; the list of them is the term structure.
- What does IV versus realized volatility tell me?
- Realized (historical) volatility is what the stock actually did over the last 30 trading days; implied is what options are charging for the next 30. IV above HV is a volatility premium that favors premium sellers; IV well below HV is rare and favors buyers.
- What is the 25-delta skew?
- The IV of the 25-delta put minus the IV of the 25-delta call on the same expiration. Positive skew (the usual case in stocks) means downside protection is priced richer than upside calls; a widening skew signals demand for hedges.
- What does the F IV chart show?
- One year of daily 30-day implied volatility (blue) against 30-day realized volatility (amber), with the 52-week IV high and low marked. When blue sits above amber, options are pricing more movement than F has delivered; the gap is the premium that option sellers collect.
- What is F's IV rank and how is it different from IV percentile?
- IV rank places today's 30-day implied volatility within its own range over the past year: 0 at the 52-week low, 100 at the high. IV percentile is the share of days in that year with lower IV. A single spike drags rank down for months while percentile keeps counting, so read the two together; both come from the daily ATM IV OptionScout stores for F every session.
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