Douglas Emmett, Inc. (DEI) 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.
Douglas Emmett, Inc. (DEI) operates in the Real Estate sector, specifically the REIT - Office industry, with a market capitalization near $1.97B, listed on NYSE, employing roughly 770 people, carrying a beta of 1.17 to the broader market. Douglas Emmett, Inc. Led by Jordan L. Kaplan, public since 2006-10-25.
Snapshot as of May 15, 2026.
- Spot Price
- $11.67
- ATM IV
- 49.8%
- IV Skew 25Δ
- -0.027
- IV Rank
- 24.1%
- IV Percentile
- 69.8%
- Term Structure Slope
- -0.092
As of May 15, 2026, Douglas Emmett, Inc. (DEI) at-the-money implied volatility is 49.8%. IV rank is 24.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 69.8%. The 25-delta skew is -0.027: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
DEI Strategy Selection at Current Volatility Levels
For Douglas Emmett, Inc. options at 49.8% ATM IV, low IV rank (24.1%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. 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 →
Frequently asked DEI volatility skew questions
- What is the current DEI ATM implied volatility?
- As of May 15, 2026, Douglas Emmett, Inc. (DEI) at-the-money implied volatility is 49.8%. IV rank is 24.1% 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 DEI IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does DEI volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Douglas Emmett, Inc. carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. 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.