Volatility Strike Skew — LFCR
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, LFCR options across all expirations averaged 26.0% implied volatility for calls and 27.8% for puts (volume-weighted): puts trade 1.9 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 151 | 26.0% | 27.8% |
| 5.00 | 150 | 26.0% | 27.6% |
| 7.50 | 1 | - | 46.9% |