Stitch Fix, Inc. (SFIX) 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.
Stitch Fix, Inc. (SFIX) operates in the Consumer Cyclical sector, specifically the Apparel - Retail industry, with a market capitalization near $426.6M, listed on NASDAQ, employing roughly 4,570 people, carrying a beta of 2.33 to the broader market. Stitch Fix, Inc. Led by Matthew H. Baer, public since 2017-11-17.
Snapshot as of May 15, 2026.
- Spot Price
- $3.02
- ATM IV
- 93.2%
- IV Skew 25Δ
- -0.006
- IV Rank
- 26.3%
- IV Percentile
- 75.4%
- Term Structure Slope
- 0.083
As of May 15, 2026, Stitch Fix, Inc. (SFIX) at-the-money implied volatility is 93.2%. IV rank is 26.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 75.4%. The 25-delta skew is -0.006: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SFIX Strategy Selection at Current Volatility Levels
For Stitch Fix, Inc. options at 93.2% ATM IV, low IV rank (26.3%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. 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 SFIX volatility skew questions
- What is the current SFIX ATM implied volatility?
- As of May 15, 2026, Stitch Fix, Inc. (SFIX) at-the-money implied volatility is 93.2%. IV rank is 26.3% 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 SFIX IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does SFIX volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Stitch Fix, 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.