Volatility Strike Skew — ESTA
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, ESTA options across all expirations averaged 82.6% implied volatility for calls and 59.9% for puts (volume-weighted): calls trade 22.7 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 26 | 82.6% | 59.9% |
| 45.00 | 5 | - | 61.1% |
| 47.50 | 1 | - | 64.7% |
| 50.00 | 10 | - | 58.8% |
| 62.50 | 10 | 82.6% | - |