Volatility Strike Skew — IRS
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, IRS options across all expirations averaged 34.5% implied volatility for calls and 43.6% for puts (volume-weighted): puts trade 9.1 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 43 | 34.5% | 43.6% |
| 12.50 | 3 | - | 43.6% |
| 15.00 | 40 | 34.5% | - |