Volatility Strike Skew — BUR
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 19, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 19, 2026, BUR options across all expirations averaged 66.3% implied volatility for calls and 70.1% for puts (volume-weighted): puts trade 3.9 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 680 | 66.3% | 70.1% |
| 2.50 | 162 | 101.2% | 70.1% |
| 5.00 | 518 | 59.3% | - |