PBF Energy Inc. (PBF) 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.
PBF Energy Inc. (PBF) operates in the Energy sector, specifically the Oil & Gas Refining & Marketing industry, with a market capitalization near $4.84B, listed on NYSE, employing roughly 3,855 people, carrying a beta of 0.14 to the broader market. PBF Energy Inc. Led by Matthew C. Lucey, public since 2012-12-13.
Snapshot as of May 15, 2026.
- Spot Price
- $42.27
- ATM IV
- 67.6%
- IV Skew 25Δ
- 0.011
- IV Rank
- 31.0%
- IV Percentile
- 65.5%
- Term Structure Slope
- 0.009
As of May 15, 2026, PBF Energy Inc. (PBF) at-the-money implied volatility is 67.6%. IV rank is 31.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 65.5%. The 25-delta skew is +0.011: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
PBF Strategy Selection at Current Volatility Levels
For PBF Energy Inc. options at 67.6% ATM IV, mid-range IV rank (31.0%) 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 →
Frequently asked PBF volatility skew questions
- What is the current PBF ATM implied volatility?
- As of May 15, 2026, PBF Energy Inc. (PBF) at-the-money implied volatility is 67.6%. IV rank is 31.0% 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 PBF 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 PBF volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. PBF Energy Inc. 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.