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ASTS options analytics

ASTS · Stock

Data as of 22 September 2026 (end of day)

Some metrics unavailable for this session

ASTS options are pricing a 30-day at-the-money volatility of 74.7%, a move of about ±21.4% over the next month. Its history here is 5 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta calls carry 3.58 volatility points more than the puts.

Longer-dated options carry more: 90-day volatility is 8% above 30-day.

Its next earnings report is 2026-11-07 (estimated from its reporting cadence).

Current readings

30-day ATM implied volatilityⓘ
74.73%

Prices a move of about ±21.4% over 30 days, or ±4.7% on a typical day.

25-delta risk reversalⓘ
-3.58

Calls carry 3.58 volatility points more than puts the same distance from the money.

25-delta butterflyⓘ
+1.61

The wings carry 1.61 volatility points more than at-the-money.

Term structure slopeⓘ
1.078

90-day volatility is 8% above 30-day.

Where 30-day implied volatility sits

Against 5 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year
—
IV rank, 1 year
—
IV percentile, 2 years
—
IV rank, 2 years
—

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close
$63.69
30-day implied forward
$64.55
60-day ATM IV
82.39%
90-day ATM IV
80.53%
180-day ATM IV
—
Expirations used
10
Total open interest
657,257
Put / call open interest
0.47

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 5 sessions

68%70%72%74%76%2026-09-16 — 30-day ATM IV 74%2026-09-17 — 30-day ATM IV 71%2026-09-18 — 30-day ATM IV 70%2026-09-21 — 30-day ATM IV 74%2026-09-22 — 30-day ATM IV 75%16 Sep17 Sep18 Sep21 Sep22 Sep
Show the underlying numbers (most recent 5)
Session30-day ATM IV25-delta RRTerm slopeClose
2026-09-2274.73%-3.581.078$63.69
2026-09-2173.58%-3.381.092$61.89
2026-09-1870.14%-6.081.123$58.52
2026-09-1770.81%-2.521.118$62.71
2026-09-1673.69%-4.121.094$59.27

The chart covers every session in the archive, 5 in total. The table lists the most recent 5.

25-delta risk reversal

Last 5 sessions

-8.0-6.0-4.0-2.00.02.02026-09-16 — 25-delta RR (volatility points) -4.12026-09-17 — 25-delta RR (volatility points) -2.52026-09-18 — 25-delta RR (volatility points) -6.12026-09-21 — 25-delta RR (volatility points) -3.42026-09-22 — 25-delta RR (volatility points) -3.616 Sep17 Sep18 Sep21 Sep22 Sep

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

3d (2026-09-25) · 10d (2026-10-02) · 17d (2026-10-09)

60%70%80%90%100%110%2026-09-25 (3d) — 5Δ C — IV 99.41%2026-09-25 (3d) — 10Δ C — IV 91.86%2026-09-25 (3d) — 15Δ C — IV 87.86%2026-09-25 (3d) — 20Δ C — IV 85.34%2026-09-25 (3d) — 25Δ C — IV 83.04%2026-09-25 (3d) — 30Δ C — IV 82.26%2026-09-25 (3d) — 35Δ C — IV 81.45%2026-09-25 (3d) — 40Δ C — IV 80.51%2026-09-25 (3d) — 45Δ C — IV 79.50%2026-09-25 (3d) — ATM — IV 79.19%2026-09-25 (3d) — 45Δ P — IV 79.10%2026-09-25 (3d) — 40Δ P — IV 79.59%2026-09-25 (3d) — 35Δ P — IV 79.67%2026-09-25 (3d) — 30Δ P — IV 78.97%2026-09-25 (3d) — 25Δ P — IV 78.69%2026-09-25 (3d) — 20Δ P — IV 78.63%2026-09-25 (3d) — 15Δ P — IV 78.92%2026-09-25 (3d) — 10Δ P — IV 80.13%2026-09-25 (3d) — 5Δ P — IV 83.37%3d2026-10-02 (10d) — 5Δ C — IV 92.60%2026-10-02 (10d) — 10Δ C — IV 87.16%2026-10-02 (10d) — 15Δ C — IV 82.12%2026-10-02 (10d) — 20Δ C — IV 80.36%2026-10-02 (10d) — 25Δ C — IV 78.49%2026-10-02 (10d) — 30Δ C — IV 77.56%2026-10-02 (10d) — 35Δ C — IV 77.44%2026-10-02 (10d) — 40Δ C — IV 76.19%2026-10-02 (10d) — 45Δ C — IV 75.72%2026-10-02 (10d) — ATM — IV 75.06%2026-10-02 (10d) — 45Δ P — IV 74.86%2026-10-02 (10d) — 40Δ P — IV 74.27%2026-10-02 (10d) — 35Δ P — IV 73.94%2026-10-02 (10d) — 30Δ P — IV 73.80%2026-10-02 (10d) — 25Δ P — IV 72.52%2026-10-02 (10d) — 20Δ P — IV 72.23%2026-10-02 (10d) — 15Δ P — IV 73.44%2026-10-02 (10d) — 10Δ P — IV 73.79%2026-10-02 (10d) — 5Δ P — IV 77.13%10d2026-10-09 (17d) — 5Δ C — IV 88.58%2026-10-09 (17d) — 10Δ C — IV 84.02%2026-10-09 (17d) — 15Δ C — IV 80.76%2026-10-09 (17d) — 20Δ C — IV 78.94%2026-10-09 (17d) — 25Δ C — IV 77.18%2026-10-09 (17d) — 30Δ C — IV 77.42%2026-10-09 (17d) — 35Δ C — IV 76.08%2026-10-09 (17d) — 40Δ C — IV 75.30%2026-10-09 (17d) — 45Δ C — IV 75.44%2026-10-09 (17d) — ATM — IV 75.20%2026-10-09 (17d) — 45Δ P — IV 73.78%2026-10-09 (17d) — 40Δ P — IV 72.61%2026-10-09 (17d) — 35Δ P — IV 73.00%2026-10-09 (17d) — 30Δ P — IV 72.45%2026-10-09 (17d) — 25Δ P — IV 72.05%2026-10-09 (17d) — 20Δ P — IV 71.85%2026-10-09 (17d) — 15Δ P — IV 72.47%2026-10-09 (17d) — 10Δ P — IV 73.22%2026-10-09 (17d) — 5Δ P — IV 74.19%17d10Δ C25Δ CATM25Δ P10Δ Pout-of-the-money calls ← delta → out-of-the-money puts

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers
Delta3d10d17d
5Δ call99.41%92.60%88.58%
10Δ call91.86%87.16%84.02%
15Δ call87.86%82.12%80.76%
20Δ call85.34%80.36%78.94%
25Δ call83.04%78.49%77.18%
30Δ call82.26%77.56%77.42%
35Δ call81.45%77.44%76.08%
40Δ call80.51%76.19%75.30%
45Δ call79.50%75.72%75.44%
ATM79.19%75.06%75.20%
45Δ put79.10%74.86%73.78%
40Δ put79.59%74.27%72.61%
35Δ put79.67%73.94%73.00%
30Δ put78.97%73.80%72.45%
25Δ put78.69%72.52%72.05%
20Δ put78.63%72.23%71.85%
15Δ put78.92%73.44%72.47%
10Δ put80.13%73.79%73.22%
5Δ put83.37%77.13%74.19%

Wing readings by expiration

ExpirationDaysForwardATM IV25Δ put25Δ callRRButterflyQuotes
2026-09-253$64.3579.19%78.69%83.04%-4.36+1.6730
2026-10-0210$64.3675.06%72.52%78.49%-5.98+0.4537
2026-10-0917$64.4075.20%72.05%77.18%-5.13-0.5829
2026-10-1624$64.3875.33%73.22%79.01%-5.79+0.7940
2026-10-2331$64.5774.65%74.72%78.01%-3.29+1.7231
2026-10-3038$64.6275.32%74.75%79.97%-5.22+2.0433
2026-11-2059$64.8282.48%80.48%87.39%-6.91+1.4524
2027-01-15115$65.2879.71%78.08%83.99%-5.91+1.3337
2027-02-19150$65.4879.56%78.25%83.30%-5.05+1.2221
2027-03-19178$65.6681.82%80.36%85.13%-4.77+0.9238

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

At-the-money implied volatility by expiration

10 listed expirations produced a usable reading

74%76%78%80%82%84%2026-09-25 — 3 days — at-the-money IV 79.19%2026-10-02 — 10 days — at-the-money IV 75.06%2026-10-09 — 17 days — at-the-money IV 75.20%2026-10-16 — 24 days — at-the-money IV 75.33%2026-10-23 — 31 days — at-the-money IV 74.65%2026-10-30 — 38 days — at-the-money IV 75.32%2026-11-20 — 59 days — at-the-money IV 82.48%2027-01-15 — 115 days — at-the-money IV 79.71%2027-02-19 — 150 days — at-the-money IV 79.56%2027-03-19 — 178 days — at-the-money IV 81.82%7306090days to expiration

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers
ExpirationDaysForwardATM IVATM strikeQuotes used
2026-09-253 days$64.3579.19%$64.5230
2026-10-0210 days$64.3675.06%$64.8537
2026-10-0917 days$64.4075.20%$65.2529
2026-10-1624 days$64.3875.33%$65.5940
2026-10-2331 days$64.5774.65%$66.1231
2026-10-3038 days$64.6275.32%$66.5633
2026-11-2059 days$64.8282.48%$68.4924
2027-01-15115 days$65.2879.71%$72.1537
2027-02-19150 days$65.4879.56%$74.5821
2027-03-19178 days$65.6681.82%$77.3138

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days
74.73%
60 days
82.39%
90 days
80.53%
180 days
—

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 5 sessions

0.951.001.051.101.152026-09-16 — 90-day over 30-day 1.092026-09-17 — 90-day over 30-day 1.122026-09-18 — 90-day over 30-day 1.122026-09-21 — 90-day over 30-day 1.092026-09-22 — 90-day over 30-day 1.0816 Sep17 Sep18 Sep21 Sep22 Sep

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

Earnings

What the options priced in before each report, and what happened

Next report

2026-11-07Time not statedEstimated from its reporting cadence

Reports

Newest first. The implied move is one standard deviation, priced from the session before the release.

ReportSessionImplied ±RealisedRealised / implied
2026-08-10After the close———
2026-07-15After the close———
2026-05-11After the close———
2026-03-02After the close———
2026-02-11After the close———
2025-11-10After the close———
2025-10-21After the close———
2025-08-11After the close———
2025-07-24After the close———
2025-05-12After the close———
2025-03-04After the close———
2025-01-22After the close———
2024-11-14After the close———
2024-08-14After the close———
2024-05-15After the close———
2024-04-01After the close———
2024-01-18After the close———
2023-11-14After the close———
2023-10-25Before the open———

The implied move is read from the at-the-money straddle on the first expiration strictly after the report date, converted to a one-standard-deviation move and divided by the forward. Realised moves are the close-to-close return across the event, measured from the session before the release to the session after it.

Report dates that have already happened come from the company’s own 8-K filing and are exact. A date still in the future is either one the company has announced, or an estimate from its reporting cadence.

ASTS options implied volatility, skew and IV percentile | Options Skew Analytics