Volatility Strike Skew — GPRO
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 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, GPRO options across all expirations averaged 82.5% implied volatility for calls and 48.5% for puts (volume-weighted): calls trade 34.0 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 66,850 | 82.5% | 48.5% |
| 0.50 | 123 | 498.8% | - |
| 1.00 | 9,847 | 73.5% | 59.6% |
| 1.50 | 30,895 | 72.2% | 44.2% |
| 2.00 | 10,495 | 84.2% | - |
| 3.00 | 5,196 | 88.9% | - |
| 4.00 | 16 | 78.0% | 121.1% |
| 5.00 | 10,278 | 98.7% | - |