Volatility Strike Skew — COLL
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, COLL options across all expirations averaged 66.5% implied volatility for calls and 73.8% for puts (volume-weighted): puts trade 7.3 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 83 | 66.5% | 73.8% |
| 15.00 | 1 | 95.2% | - |
| 20.00 | 17 | - | 73.8% |
| 22.50 | 6 | 74.4% | - |
| 25.00 | 35 | 72.8% | - |
| 30.00 | 24 | 54.2% | - |