Volatility Strike Skew — IONL
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 23, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 23, 2026, IONL options across all expirations averaged 139.0% implied volatility for calls and 161.4% for puts (volume-weighted): puts trade 22.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 38 | 139.0% | 161.4% |
| 5.00 | 1 | - | 143.3% |
| 7.00 | 18 | 138.3% | 161.5% |
| 8.00 | 3 | 138.6% | 159.7% |
| 10.00 | 7 | - | 160.7% |
| 11.00 | 9 | 147.6% | 164.7% |