Volatility Strike Skew — IREG
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, IREG options across all expirations averaged 190.5% implied volatility for calls and 165.9% for puts (volume-weighted): calls trade 24.6 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 202 | 190.5% | 165.9% |
| 2.00 | 16 | 221.0% | - |
| 3.00 | 85 | 202.3% | 195.8% |
| 4.00 | 15 | 213.2% | - |
| 5.00 | 81 | 166.0% | 142.0% |
| 6.00 | 5 | 190.6% | - |