Volatility Strike Skew — LOMA
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, LOMA options across all expirations averaged 44.9% implied volatility for calls and 40.7% for puts (volume-weighted): calls trade 4.1 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 5 | 44.9% | 40.7% |
| 10.00 | 4 | 43.6% | 40.7% |
| 12.50 | 1 | 46.2% | - |