Volatility Strike Skew — NNBR
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, NNBR options across all expirations averaged 93.6% implied volatility for calls and 98.7% for puts (volume-weighted): puts trade 5.1 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 118 | 93.6% | 98.7% |
| 2.50 | 14 | 90.0% | 98.7% |
| 5.00 | 104 | 93.6% | - |