What is the current FTI ATM implied volatility?

As of May 15, 2026, TechnipFMC plc (FTI) at-the-money implied volatility is 38.2%. IV rank is 44.4% 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 FTI 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 FTI volatility skew tell options traders?

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

TechnipFMC plc (FTI) 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.

TechnipFMC plc (FTI) operates in the Energy sector, specifically the Oil & Gas Equipment & Services industry, with a market capitalization near $28.98B, listed on NYSE, employing roughly 21,000 people, carrying a beta of 0.74 to the broader market. TechnipFMC plc engages in the oil and gas projects, technologies, and systems and services businesses in Europe, Central Asia, North and Latin America, the Asia Pacific, Africa, and the Middle East. Led by Douglas J. Pferdehirt, public since 2001-06-15.

Snapshot as of May 15, 2026.

Spot Price: $71.22
ATM IV: 38.2%
IV Skew 25Δ: 0.015
IV Rank: 44.4%
IV Percentile: 63.5%
Term Structure Slope: -0.009

As of May 15, 2026, TechnipFMC plc (FTI) at-the-money implied volatility is 38.2%. IV rank is 44.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 63.5%. The 25-delta skew is +0.015: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

FTI Strategy Selection at Current Volatility Levels

For TechnipFMC plc options at 38.2% ATM IV, mid-range IV rank (44.4%) 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.

Learn how volatility skew is reported and how to read the data →

FTI highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
CALL	$80.00	Jun 18, 2026	185	111	38.5%	$0.60	$1.00

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

Frequently asked FTI volatility skew questions

What is the current FTI ATM implied volatility?: As of May 15, 2026, TechnipFMC plc (FTI) at-the-money implied volatility is 38.2%. IV rank is 44.4% 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 FTI 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 FTI volatility skew tell options traders?: Volatility skew is the pattern by which IV varies across strikes for a given expiration. TechnipFMC plc 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.