Information Services Group, Inc. (III) 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
- $4.11
- ATM IV
- 20.3%
- IV Rank
- 4.9%
- IV Percentile
- 0.8%
- Term Structure Slope
- 0.385
As of May 8, 2026, Information Services Group, Inc. (III) at-the-money implied volatility is 20.3%. IV rank is 4.9% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 0.8%. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
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Frequently asked III volatility skew questions
- What is the current III ATM implied volatility?
- As of May 8, 2026, Information Services Group, Inc. (III) at-the-money implied volatility is 20.3%. IV rank is 4.9% 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 III 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 III 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.