Volatility Strike Skew — IMPP
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, IMPP options across all expirations averaged 54.4% implied volatility for calls and 66.7% for puts (volume-weighted): puts trade 12.3 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 2,489 | 54.4% | 66.7% |
| 2.00 | 5 | 81.8% | - |
| 4.00 | 1,158 | 52.8% | 69.9% |
| 5.00 | 332 | 55.4% | 58.8% |
| 6.00 | 975 | 55.6% | - |
| 7.00 | 19 | 61.1% | - |