Volatility Strike Skew — CGEM
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, CGEM options across all expirations averaged 88.6% implied volatility for calls and 98.5% for puts (volume-weighted): puts trade 9.9 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 1,362 | 88.6% | 98.5% |
| 10.00 | 120 | 93.1% | - |
| 11.00 | 82 | 95.1% | - |
| 12.00 | 432 | 87.4% | 98.5% |
| 13.00 | 80 | 58.2% | - |
| 14.00 | 1 | 61.1% | - |
| 15.00 | 359 | 97.3% | 96.9% |
| 16.00 | 20 | 73.9% | - |
| 17.00 | 208 | 94.9% | 98.4% |
| 18.00 | 60 | - | 104.4% |