The Carlyle Group Inc. (CG) 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.

The Carlyle Group Inc. (CG) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $17.70B, listed on NASDAQ, employing roughly 2,300 people, carrying a beta of 1.89 to the broader market. The Carlyle Group Inc. Led by Harvey Mitchell Schwartz, public since 2012-05-03.

Snapshot as of May 15, 2026.

Spot Price

$48.29

ATM IV

42.0%

IV Skew 25Δ

0.050

IV Rank

32.4%

IV Percentile

57.1%

Term Structure Slope

-0.012

As of May 15, 2026, The Carlyle Group Inc. (CG) at-the-money implied volatility is 42.0%. IV rank is 32.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 57.1%. The 25-delta skew is +0.050: 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.

CG Strategy Selection at Current Volatility Levels

For The Carlyle Group Inc. options at 42.0% ATM IV, mid-range IV rank (32.4%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. 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.

Learn how volatility skew is reported and how to read the data →

CG highest implied-volatility contracts

Top 2 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked CG volatility skew questions

What is the current CG ATM implied volatility?

As of May 15, 2026, The Carlyle Group Inc. (CG) at-the-money implied volatility is 42.0%. IV rank is 32.4% 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 CG IV high or low historically?

IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.

What does CG volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. The Carlyle Group Inc. 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.