What is the current KMB ATM implied volatility?

As of May 15, 2026, Kimberly-Clark Corporation (KMB) at-the-money implied volatility is 25.9%. IV rank is 52.0% 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 KMB 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 KMB volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. Kimberly-Clark 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.

Kimberly-Clark Corporation (KMB) 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.

Kimberly-Clark Corporation (KMB) operates in the Consumer Defensive sector, specifically the Household & Personal Products industry, with a market capitalization near $32.21B, listed on NASDAQ, employing roughly 38,000 people, carrying a beta of 0.31 to the broader market. Kimberly-Clark Corporation, together with its subsidiaries, manufactures and markets personal care and consumer tissue products worldwide. Led by Michael D. Hsu, public since 1980-03-17.

Snapshot as of May 15, 2026.

Spot Price: $96.19
ATM IV: 25.9%
IV Skew 25Δ: 0.014
IV Rank: 52.0%
IV Percentile: 65.1%
Term Structure Slope: -0.002

As of May 15, 2026, Kimberly-Clark Corporation (KMB) at-the-money implied volatility is 25.9%. IV rank is 52.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 65.1%. The 25-delta skew is +0.014: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

KMB Strategy Selection at Current Volatility Levels

For Kimberly-Clark Corporation options at 25.9% ATM IV, mid-range IV rank (52.0%) 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 →

KMB highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
CALL	$101.00	May 22, 2026	2.5K	172	25.8%	$0.05	$0.20

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

Frequently asked KMB volatility skew questions

What is the current KMB ATM implied volatility?: As of May 15, 2026, Kimberly-Clark Corporation (KMB) at-the-money implied volatility is 25.9%. IV rank is 52.0% 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 KMB 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 KMB volatility skew tell options traders?: Volatility skew is the pattern by which IV varies across strikes for a given expiration. Kimberly-Clark 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.