Volatility Strike Skew — LEUX
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 23, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 23, 2026, LEUX options across all expirations averaged 193.9% implied volatility for calls and 168.7% for puts (volume-weighted): calls trade 25.1 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 26 | 193.9% | 168.7% |
| 1.00 | 8 | 212.0% | - |
| 2.00 | 8 | 175.8% | - |
| 3.00 | 4 | - | 165.8% |
| 5.00 | 6 | - | 170.7% |