Ladder Capital Corp (LADR) 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.
Ladder Capital Corp (LADR) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $1.28B, listed on NYSE, employing roughly 54 people, carrying a beta of 1.01 to the broader market. The Loans segment originates conduit first mortgage loans that are secured by cash-flowing commercial real estate; and originates and invests in balance sheet first mortgage loans secured by commercial real estate properties that are undergoing transition, including lease-up, sell-out, and renovation or repositioning. Led by Brian Richard Harris, public since 2014-02-06.
Snapshot as of May 13, 2026.
- Spot Price
- $10.02
- ATM IV
- 463.4%
- IV Skew 25Δ
- 0.043
- IV Rank
- 100.0%
- IV Percentile
- 100.0%
- Term Structure Slope
- -4.434
As of May 13, 2026, Ladder Capital Corp (LADR) at-the-money implied volatility is 463.4%. IV rank is 100.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 100.0%. The 25-delta skew is +0.043: 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.
LADR Strategy Selection at Current Volatility Levels
For Ladder Capital Corp options at 463.4% ATM IV, high IV rank (100.0%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. 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 →
Frequently asked LADR volatility skew questions
- What is the current LADR ATM implied volatility?
- As of May 13, 2026, Ladder Capital Corp (LADR) at-the-money implied volatility is 463.4%. IV rank is 100.0% 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 LADR IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does LADR volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Ladder Capital Corp shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. 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.