Volatility Strike Skew — MIRM
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, MIRM options across all expirations averaged 52.0% implied volatility for calls and 58.3% for puts (volume-weighted): puts trade 6.3 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 16 | 52.0% | 58.3% |
| 65.00 | 1 | - | 63.6% |
| 80.00 | 3 | - | 56.6% |
| 85.00 | 4 | 50.0% | - |
| 90.00 | 5 | 49.0% | - |
| 95.00 | 2 | 62.0% | - |
| 100.00 | 1 | 55.0% | - |