Volatility Strike Skew — EFA
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, EFA options across all expirations averaged 15.9% implied volatility for calls and 19.5% for puts (volume-weighted): puts trade 3.6 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 28,967 | 15.9% | 19.5% |
| 82.00 | 272 | - | 25.9% |
| 83.00 | 20 | - | 25.9% |
| 84.00 | 12 | - | 26.2% |
| 85.00 | 1,314 | - | 32.1% |
| 86.00 | 5 | - | 25.6% |
| 87.00 | 5 | - | 26.0% |
| 88.00 | 34 | - | 24.2% |
| 90.00 | 3,151 | 15.3% | 22.3% |
| 91.00 | 40 | - | 23.3% |
| 93.00 | 310 | - | 42.8% |
| 94.00 | 377 | - | 42.6% |
| 95.00 | 3,612 | - | 18.8% |
| 95.50 | 4 | - | 33.2% |
| 96.00 | 623 | 21.9% | 18.9% |
| 96.50 | 27 | - | 20.3% |
| 97.00 | 2,574 | 21.5% | 18.2% |
| 97.50 | 33 | 61.5% | 27.6% |
| 98.00 | 758 | 20.4% | 17.8% |
| 98.50 | 70 | 51.3% | 22.9% |
| 99.00 | 59 | 24.8% | 17.4% |
| 99.50 | 136 | - | 20.2% |
| 100.00 | 1,302 | 23.1% | 16.5% |
| 100.50 | 55 | - | 16.2% |
| 101.00 | 88 | 17.2% | 15.3% |
| 101.50 | 79 | - | 17.1% |
| 102.00 | 1,302 | 16.9% | 16.2% |
| 102.50 | 225 | 19.1% | 12.3% |
| 103.00 | 5,201 | 16.3% | 13.6% |
| 103.50 | 209 | 15.9% | 12.0% |
| 104.00 | 1,579 | 15.7% | 11.9% |
| 104.50 | 135 | 15.7% | 9.9% |
| 105.00 | 161 | 16.3% | 13.3% |
| 105.50 | 1 | 15.5% | - |
| 106.00 | 678 | 15.5% | 13.5% |
| 106.50 | 49 | 14.4% | - |
| 107.00 | 100 | 14.8% | - |
| 107.50 | 1,062 | 14.6% | - |
| 108.00 | 82 | 14.4% | 16.8% |
| 108.50 | 5 | 15.0% | - |
| 109.00 | 10 | 14.5% | - |
| 110.00 | 1,249 | 14.2% | - |
| 111.00 | 5 | 14.7% | - |
| 112.00 | 7 | 15.3% | 13.7% |
| 113.00 | 1,878 | 14.1% | - |
| 114.00 | 22 | 14.9% | - |
| 115.00 | 10 | 15.3% | - |
| 116.00 | 8 | 14.7% | - |
| 117.00 | 8 | 14.5% | - |
| 118.00 | 7 | 14.4% | - |
| 119.00 | 7 | 14.5% | 15.3% |
| 120.00 | 4 | 14.5% | 15.3% |
| 121.00 | 3 | 14.4% | 15.3% |