Duluth Holdings Inc. (DLTH) 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.
Duluth Holdings Inc. (DLTH) operates in the Consumer Cyclical sector, specifically the Apparel - Retail industry, with a market capitalization near $116.3M, listed on NASDAQ, employing roughly 807 people, carrying a beta of 1.46 to the broader market. Duluth Holdings Inc. Led by Stephanie L. Pugliese, public since 2015-11-20.
Snapshot as of May 15, 2026.
- Spot Price
- $3.03
- ATM IV
- 122.1%
- IV Rank
- 37.5%
- IV Percentile
- 84.1%
- Term Structure Slope
- -0.299
As of May 15, 2026, Duluth Holdings Inc. (DLTH) at-the-money implied volatility is 122.1%. IV rank is 37.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 84.1%. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
DLTH Strategy Selection at Current Volatility Levels
For Duluth Holdings Inc. options at 122.1% ATM IV, mid-range IV rank (37.5%) 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 DLTH volatility skew questions
- What is the current DLTH ATM implied volatility?
- As of May 15, 2026, Duluth Holdings Inc. (DLTH) at-the-money implied volatility is 122.1%. IV rank is 37.5% 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 DLTH 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 DLTH volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. 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.