Volatility Strike Skew — MULL

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.
Last
10.76
Change
+1.18
Open
9.94
Previous
9.58
High
11.07
Low
9.56
Bid
-
Ask
-
Volume
7,826,116
Trades
-
Dividend
-
Yield
-
Ex-Div
-
Split Date
-
Impl Vol
147.1%
Hist Vol
377.7%
Opt Volume
4,584
Open Int
161,993

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

On Oct 19, 2026, MULL options across all expirations averaged 97.9% implied volatility for calls and 101.1% for puts (volume-weighted): puts trade 3.2 points above calls, the usual downside skew.

StrikeVolumeCall IVolPut IVol
All1,98097.9%101.1%
11.402127.3%-
12.006281.9%111.0%
13.004-102.7%
13.40194.0%-
13.60295.3%-
13.80398.2%-
14.004199.2%101.9%
15.0019100.7%103.9%
15.204101.7%97.6%
15.403108.7%-
15.602109.6%-
15.804100.5%-
16.009399.7%98.6%
16.204102.8%-
16.403107.1%-
16.601109.5%-
16.801107.6%-
17.00111101.1%101.3%
17.201799.5%-
17.4010101.0%-
17.601195.6%96.7%
17.801495.2%-
18.008397.8%98.8%
18.204101.8%101.1%
18.40197.6%-
18.60897.4%-
18.801097.0%87.5%
19.0035101.2%96.8%
19.20195.6%-
19.401089.5%-
19.601-101.6%
19.8010101.6%-
20.0021798.2%99.1%
20.40298.1%-
21.0035194.6%84.7%
21.40191.6%-
21.801104.6%-
22.0017195.9%92.5%
23.0019795.8%-
23.801101.2%-
24.00464101.7%-