Accenture plc (ACN) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Accenture plc (ACN) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $98.25B, listed on NYSE, employing roughly 801,000 people, carrying a beta of 1.07 to the broader market. Accenture plc, a professional services company, provides strategy and consulting, interactive, and technology and operations services worldwide. Led by Julie T. Spellman Sweet, public since 2001-07-19.
Snapshot as of May 15, 2026.
- Spot Price
- $168.55
- ATM IV
- 48.0%
- IV Skew 25Δ
- 0.030
- IV Rank
- 79.1%
- IV Percentile
- 90.9%
- Term Structure Slope
- 0.098
As of May 15, 2026, Accenture plc (ACN) at-the-money implied volatility is 48.0%. IV rank is 79.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 90.9%. The 25-delta skew is +0.030: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ACN Strategy Selection at Current Volatility Levels
For Accenture plc options at 48.0% ATM IV, high IV rank (79.1%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked ACN volatility skew questions
- What is the current ACN ATM implied volatility?
- As of May 15, 2026, Accenture plc (ACN) at-the-money implied volatility is 48.0%. IV rank is 79.1% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ACN IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does ACN volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Accenture plc shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.