Colgate-Palmolive Company (CL) 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.
Colgate-Palmolive Company (CL) operates in the Consumer Defensive sector, specifically the Household & Personal Products industry, with a market capitalization near $70.31B, listed on NYSE, employing roughly 34,000 people, carrying a beta of 0.30 to the broader market. Colgate-Palmolive Company, together with its subsidiaries, manufactures and sells consumer products worldwide. Led by Noel R. Wallace, public since 1973-05-02.
Snapshot as of May 15, 2026.
- Spot Price
- $88.60
- ATM IV
- 22.8%
- IV Skew 25Δ
- 0.018
- IV Rank
- 38.3%
- IV Percentile
- 63.1%
- Term Structure Slope
- 0.003
As of May 15, 2026, Colgate-Palmolive Company (CL) at-the-money implied volatility is 22.8%. IV rank is 38.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 63.1%. The 25-delta skew is +0.018: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
CL Strategy Selection at Current Volatility Levels
For Colgate-Palmolive Company options at 22.8% ATM IV, mid-range IV rank (38.3%) 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. 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 CL volatility skew questions
- What is the current CL ATM implied volatility?
- As of May 15, 2026, Colgate-Palmolive Company (CL) at-the-money implied volatility is 22.8%. IV rank is 38.3% 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 CL 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 CL volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Colgate-Palmolive Company skew is roughly flat across the 25-delta wings. 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.