Fortis Inc. (FTS) 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.

Snapshot as of May 8, 2026.

Spot Price

$56.27

ATM IV

20.7%

IV Skew 25Δ

0.033

IV Rank

5.0%

IV Percentile

63.5%

Term Structure Slope

-3.657

As of May 8, 2026, Fortis Inc. (FTS) at-the-money implied volatility is 20.7%. IV rank is 5.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 63.5%. The 25-delta skew is +0.033: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.