SMX (Security Matters) Public Limited Company (SMX) 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.
SMX (Security Matters) Public Limited Company (SMX) operates in the Industrials sector, specifically the Specialty Business Services industry, with a market capitalization near $1.0M, listed on NASDAQ, employing roughly 17 people, carrying a beta of -2.78 to the broader market. SMX (Security Matters) Public Limited Company provides brand protection, authentication and track and trace technology for the anti-counterfeit market. Led by Haggai Alon, public since 2021-12-09.
Snapshot as of May 15, 2026.
- Spot Price
- $9.38
- ATM IV
- 297.9%
- IV Skew 25Δ
- 0.477
As of May 15, 2026, SMX (Security Matters) Public Limited Company (SMX) at-the-money implied volatility is 297.9%. The 25-delta skew is +0.477: 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.
SMX Strategy Selection at Current Volatility Levels
For SMX (Security Matters) Public Limited Company options at 297.9% ATM IV, mid-range IV rank 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 SMX volatility skew questions
- What is the current SMX ATM implied volatility?
- As of May 15, 2026, SMX (Security Matters) Public Limited Company (SMX) at-the-money implied volatility is 297.9%. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is SMX IV high or low historically?
- Strategy choice depends on whether IV is rich or cheap relative to history; consult IV rank alongside the absolute level.
- What does SMX volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. SMX (Security Matters) Public Limited Company 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.