Volatility Strike Skew — HYD
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, HYD options across all expirations averaged 7.6% implied volatility for calls and 13.0% for puts (volume-weighted): puts trade 5.5 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 8 | 7.6% | 13.0% |
| 47.00 | 3 | - | 13.8% |
| 48.00 | 2 | - | 11.8% |
| 49.00 | 2 | 7.5% | - |
| 50.00 | 1 | 7.7% | - |