Volatility Strike Skew — BP
Data as of
Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.
DATA IS DELAYED — showing Oct 22, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 22, 2026, BP options across all expirations averaged 31.6% implied volatility for calls and 36.6% for puts (volume-weighted): puts trade 5.1 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 5,640 | 31.6% | 36.6% |
| 36.00 | 3 | 29.2% | - |
| 37.00 | 79 | 29.3% | 38.0% |
| 38.00 | 93 | 30.0% | 38.2% |
| 39.00 | 14 | 43.2% | 36.4% |
| 40.00 | 67 | 32.3% | 42.3% |
| 40.50 | 1 | 29.2% | - |
| 41.00 | 23 | 50.6% | 35.5% |
| 42.00 | 189 | 30.0% | 34.6% |
| 43.00 | 75 | 35.3% | 41.6% |
| 43.50 | 1 | 29.2% | - |
| 44.00 | 62 | 32.4% | 36.8% |
| 44.50 | 15 | 29.2% | 48.2% |
| 45.00 | 429 | 32.4% | 38.4% |
| 45.50 | 27 | 29.2% | 42.7% |
| 46.00 | 93 | 32.9% | 33.7% |
| 46.50 | 57 | 29.2% | 29.8% |
| 47.00 | 569 | 34.9% | 38.7% |
| 47.50 | 42 | - | 39.4% |
| 48.00 | 158 | 33.3% | 32.9% |
| 48.50 | 17 | 37.6% | 33.1% |
| 49.00 | 373 | 31.5% | 31.2% |
| 49.50 | 147 | 29.3% | 37.7% |
| 50.00 | 1,213 | 31.0% | 35.4% |
| 51.00 | 378 | 30.9% | 30.9% |
| 52.00 | 109 | 33.4% | 35.5% |
| 52.50 | 406 | 30.9% | 34.7% |
| 53.00 | 13 | 38.0% | 29.2% |
| 54.00 | 28 | 34.8% | 29.2% |
| 55.00 | 350 | 29.3% | 39.3% |
| 57.00 | 4 | 33.3% | - |
| 57.50 | 48 | 32.0% | - |
| 60.00 | 557 | 32.4% | 37.9% |