Volatility Strike Skew — MRNY
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, MRNY options across all expirations averaged 65.5% implied volatility for calls and 113.7% for puts (volume-weighted): puts trade 48.2 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 112 | 65.5% | 113.7% |
| 39.00 | 1 | 41.4% | - |
| 40.00 | 4 | 39.5% | 103.4% |
| 41.00 | 3 | 65.7% | 124.7% |
| 42.00 | 2 | 73.0% | 126.3% |
| 43.00 | 7 | - | 123.3% |
| 44.00 | 20 | 62.5% | 106.6% |
| 45.00 | 4 | 53.2% | - |
| 47.00 | 42 | 71.3% | - |
| 49.00 | 1 | 76.6% | - |
| 50.00 | 18 | 57.4% | - |
| 52.00 | 10 | 69.5% | - |