Volatility Strike Skew — RBA
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, RBA options across all expirations averaged 45.1% implied volatility for calls and 54.1% for puts (volume-weighted): puts trade 8.9 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 14,943 | 45.1% | 54.1% |
| 60.00 | 1 | 33.0% | - |
| 65.00 | 3,017 | - | 56.9% |
| 70.00 | 2,615 | 37.3% | 55.8% |
| 72.50 | 359 | - | 54.9% |
| 75.00 | 42 | 43.3% | 54.9% |
| 77.50 | 1,204 | 44.5% | - |
| 80.00 | 20 | 50.7% | 45.9% |
| 82.50 | 3,315 | 48.1% | 53.9% |
| 85.00 | 2,856 | 42.6% | 49.2% |
| 87.50 | 3 | 49.8% | - |
| 90.00 | 1,511 | 39.4% | 54.8% |