Precision BioSciences, Inc. (DTIL) 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.
Precision BioSciences, Inc. (DTIL) operates in the Healthcare sector, specifically the Biotechnology industry, with a market capitalization near $107.0M, listed on NASDAQ, employing roughly 108 people, carrying a beta of 1.31 to the broader market. Precision BioSciences, Inc. Led by Juli Blanche, public since 2019-03-28.
Snapshot as of May 15, 2026.
- Spot Price
- $7.38
- ATM IV
- 277.0%
- IV Skew 25Δ
- -0.752
- IV Rank
- 55.6%
- IV Percentile
- 91.6%
- Term Structure Slope
- -0.727
As of May 15, 2026, Precision BioSciences, Inc. (DTIL) at-the-money implied volatility is 277.0%. IV rank is 55.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 91.6%. The 25-delta skew is -0.752: 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.
DTIL Strategy Selection at Current Volatility Levels
For Precision BioSciences, Inc. options at 277.0% ATM IV, mid-range IV rank (55.6%) 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 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 DTIL volatility skew questions
- What is the current DTIL ATM implied volatility?
- As of May 15, 2026, Precision BioSciences, Inc. (DTIL) at-the-money implied volatility is 277.0%. IV rank is 55.6% 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 DTIL 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 DTIL volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Precision BioSciences, 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.