Volatility Strike Skew — IWD
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, IWD options across all expirations averaged 11.1% implied volatility for calls and 19.6% for puts (volume-weighted): puts trade 8.5 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 829 | 11.1% | 19.6% |
| 215.00 | 9 | - | 22.7% |
| 250.00 | 4 | - | 12.7% |
| 260.00 | 12 | 13.5% | - |
| 265.00 | 736 | 11.0% | - |
| 270.00 | 68 | 12.2% | - |