Volatility Strike Skew — FIRY
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, FIRY options across all expirations averaged 78.3% implied volatility for calls and 60.4% for puts (volume-weighted): calls trade 17.8 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 47 | 78.3% | 60.4% |
| 10.00 | 2 | 63.3% | 64.1% |
| 11.00 | 1 | 80.9% | - |
| 12.00 | 4 | 89.8% | - |
| 12.50 | 12 | 69.1% | 59.8% |
| 13.00 | 4 | 83.8% | - |
| 14.00 | 1 | 79.7% | - |
| 15.00 | 23 | 78.1% | - |