Volatility Strike Skew — NAKA
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, NAKA options across all expirations averaged 135.1% implied volatility for calls and 139.3% for puts (volume-weighted): puts trade 4.2 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 144 | 135.1% | 139.3% |
| 6.00 | 15 | - | 134.8% |
| 7.00 | 11 | - | 145.4% |
| 8.00 | 17 | 130.9% | - |
| 10.00 | 11 | 142.5% | - |
| 11.00 | 90 | 135.0% | - |