Volatility Strike Skew — LYG
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, LYG options across all expirations averaged 32.5% implied volatility for calls and 28.7% for puts (volume-weighted): calls trade 3.9 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 71 | 32.5% | 28.7% |
| 3.00 | 1 | 54.3% | - |
| 6.00 | 69 | 32.1% | 28.7% |
| 7.00 | 1 | 32.8% | - |