Volatility Strike Skew — DD
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, DD options across all expirations averaged 34.0% implied volatility for calls and 33.4% for puts (volume-weighted): calls trade 0.6 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 541 | 34.0% | 33.4% |
| 105.00 | 29 | - | 34.8% |
| 110.00 | 3 | - | 32.1% |
| 115.00 | 2 | 34.1% | - |
| 120.00 | 56 | 33.4% | 31.8% |
| 125.00 | 19 | 30.7% | 32.3% |
| 130.00 | 2 | 30.0% | - |
| 135.00 | 107 | 35.6% | - |
| 140.00 | 86 | 33.7% | - |
| 145.00 | 102 | 33.6% | - |
| 150.00 | 8 | 32.3% | - |
| 155.00 | 127 | 33.8% | - |