Volatility Strike Skew — IRD
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, IRD options across all expirations averaged 98.3% implied volatility for calls and 152.7% for puts (volume-weighted): puts trade 54.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 208 | 98.3% | 152.7% |
| 2.50 | 3 | 129.5% | - |
| 5.00 | 205 | 97.8% | 152.7% |