What is the current FLR ATM implied volatility?

As of May 15, 2026, Fluor Corporation (FLR) at-the-money implied volatility is 45.7%. IV rank is 12.5% 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 FLR 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 FLR volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. Fluor Corporation 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.

Fluor Corporation (FLR) 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.

Fluor Corporation (FLR) operates in the Industrials sector, specifically the Engineering & Construction industry, with a market capitalization near $6.29B, listed on NYSE, employing roughly 26,866 people, carrying a beta of 1.33 to the broader market. Fluor Corporation provides engineering, procurement, and construction (EPC); fabrication and modularization; operation and maintenance; asset integrity; and project management services worldwide. Led by James R. Breuer, public since 2000-12-01.

Snapshot as of May 15, 2026.

Spot Price: $44.65
ATM IV: 45.7%
IV Skew 25Δ: -0.010
IV Rank: 12.5%
IV Percentile: 34.5%
Term Structure Slope: -0.007

As of May 15, 2026, Fluor Corporation (FLR) at-the-money implied volatility is 45.7%. IV rank is 12.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 34.5%. The 25-delta skew is -0.010: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

FLR Strategy Selection at Current Volatility Levels

For Fluor Corporation options at 45.7% ATM IV, low IV rank (12.5%) 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. 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 →

FLR highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
CALL	$47.50	Jun 18, 2026	101	8.2K	46.6%	$1.30	$1.50

Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked FLR volatility skew questions

What is the current FLR ATM implied volatility?: As of May 15, 2026, Fluor Corporation (FLR) at-the-money implied volatility is 45.7%. IV rank is 12.5% 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 FLR 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 FLR volatility skew tell options traders?: Volatility skew is the pattern by which IV varies across strikes for a given expiration. Fluor Corporation 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.