Science Applications International Corporation (SAIC) 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.
Science Applications International Corporation (SAIC) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $3.93B, listed on NASDAQ, employing roughly 24,000 people, carrying a beta of 0.27 to the broader market. Science Applications International Corporation provides technical, engineering, and enterprise information technology (IT) services primarily in the United States. Led by James C. Reagan, public since 2013-09-16.
Snapshot as of May 15, 2026.
- Spot Price
- $92.71
- ATM IV
- 44.5%
- IV Skew 25Δ
- 0.043
- IV Rank
- 60.6%
- IV Percentile
- 83.7%
- Term Structure Slope
- -0.051
As of May 15, 2026, Science Applications International Corporation (SAIC) at-the-money implied volatility is 44.5%. IV rank is 60.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 83.7%. 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.
SAIC Strategy Selection at Current Volatility Levels
For Science Applications International Corporation options at 44.5% ATM IV, mid-range IV rank (60.6%) 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. 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 SAIC volatility skew questions
- What is the current SAIC ATM implied volatility?
- As of May 15, 2026, Science Applications International Corporation (SAIC) at-the-money implied volatility is 44.5%. IV rank is 60.6% 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 SAIC 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 SAIC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Science Applications International Corporation 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.