Volatility Strike Skew — CSEX
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 23, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 23, 2026, CSEX options across all expirations averaged 165.7% implied volatility for calls and 155.6% for puts (volume-weighted): calls trade 10.1 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 59 | 165.7% | 155.6% |
| 4.00 | 2 | - | 156.6% |
| 5.00 | 3 | 356.0% | 156.6% |
| 6.00 | 3 | - | 156.6% |
| 7.00 | 5 | - | 156.6% |
| 8.00 | 3 | 156.6% | 141.6% |
| 9.00 | 20 | 156.6% | - |
| 10.00 | 13 | 156.6% | - |
| 11.00 | 10 | 156.6% | 156.6% |