Stifel Financial Corp. (SF) 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.
Stifel Financial Corp. (SF) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $11.45B, listed on NYSE, employing roughly 8,887 people, carrying a beta of 1.06 to the broader market. Stifel Financial Corp. Led by Ronald James Kruszewski, public since 1983-07-19.
Snapshot as of May 15, 2026.
- Spot Price
- $74.40
- ATM IV
- 30.9%
- IV Skew 25Δ
- 0.019
- IV Rank
- 41.4%
- IV Percentile
- 59.1%
- Term Structure Slope
- -0.004
As of May 15, 2026, Stifel Financial Corp. (SF) at-the-money implied volatility is 30.9%. IV rank is 41.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 59.1%. The 25-delta skew is +0.019: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SF Strategy Selection at Current Volatility Levels
For Stifel Financial Corp. options at 30.9% ATM IV, mid-range IV rank (41.4%) 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 SF volatility skew questions
- What is the current SF ATM implied volatility?
- As of May 15, 2026, Stifel Financial Corp. (SF) at-the-money implied volatility is 30.9%. IV rank is 41.4% 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 SF 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 SF volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Stifel Financial Corp. 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.