Volatility Strike Skew — NLY
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 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, NLY options across all expirations averaged 33.4% implied volatility for calls and 36.2% for puts (volume-weighted): puts trade 2.9 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 22,391 | 33.4% | 36.2% |
| 13.00 | 24 | 142.8% | 55.3% |
| 14.00 | 14 | 51.6% | 37.0% |
| 15.00 | 1,636 | 30.7% | 39.6% |
| 16.00 | 218 | 30.9% | 38.7% |
| 16.50 | 15 | 49.2% | 55.0% |
| 17.00 | 4,033 | 26.6% | 32.0% |
| 17.50 | 338 | 26.3% | 39.1% |
| 18.00 | 5,297 | 37.7% | 36.0% |
| 18.50 | 6,739 | 35.9% | 30.8% |
| 19.00 | 1,164 | 31.2% | 36.2% |
| 19.50 | 187 | 37.7% | 36.7% |
| 20.00 | 748 | 20.4% | 39.2% |
| 20.50 | 5 | 25.6% | 30.6% |
| 21.00 | 520 | 23.2% | 160.3% |
| 21.50 | 112 | 37.4% | - |
| 22.00 | 572 | 18.3% | 95.5% |
| 22.50 | 9 | 32.6% | 106.8% |
| 23.00 | 91 | 28.9% | 96.1% |
| 23.50 | 1 | - | 344.6% |
| 24.00 | 9 | 38.7% | - |
| 24.50 | 1 | - | 361.3% |
| 25.00 | 658 | 22.0% | 66.5% |