DigitalBridge Group, Inc. (DBRG) 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.
DigitalBridge Group, Inc. (DBRG) operates in the Real Estate sector, specifically the REIT - Diversified industry, with a market capitalization near $2.85B, listed on NYSE, employing roughly 324 people, carrying a beta of 1.50 to the broader market. DigitalBridge (NYSE: DBRG) is an infrastructure investment firm. Led by Marc Christopher Ganzi, public since 2014-06-27.
Snapshot as of May 15, 2026.
- Spot Price
- $15.66
- ATM IV
- 111.5%
- IV Skew 25Δ
- 0.017
- IV Rank
- 65.1%
- IV Percentile
- 96.8%
- Term Structure Slope
- -0.621
As of May 15, 2026, DigitalBridge Group, Inc. (DBRG) at-the-money implied volatility is 111.5%. IV rank is 65.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 96.8%. The 25-delta skew is +0.017: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
DBRG Strategy Selection at Current Volatility Levels
For DigitalBridge Group, Inc. options at 111.5% ATM IV, mid-range IV rank (65.1%) 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 DBRG volatility skew questions
- What is the current DBRG ATM implied volatility?
- As of May 15, 2026, DigitalBridge Group, Inc. (DBRG) at-the-money implied volatility is 111.5%. IV rank is 65.1% 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 DBRG 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 DBRG volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. DigitalBridge Group, Inc. 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.