Volatility Strike Skew — LADR
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, LADR options across all expirations averaged 22.7% implied volatility for calls and 26.8% for puts (volume-weighted): puts trade 4.1 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 35 | 22.7% | 26.8% |
| 7.50 | 30 | 23.2% | 29.7% |
| 10.00 | 5 | 18.8% | 19.5% |