Volatility Strike Skew — RILY
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, RILY options across all expirations averaged 95.2% implied volatility for calls and 86.2% for puts (volume-weighted): calls trade 9.0 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 15,858 | 95.2% | 86.2% |
| 1.50 | 25 | 329.0% | - |
| 2.00 | 158 | 260.3% | - |
| 2.50 | 537 | 58.5% | 88.0% |
| 3.00 | 1 | 155.3% | - |
| 3.50 | 22 | - | 96.2% |
| 4.00 | 92 | 87.7% | 76.7% |
| 4.50 | 10,064 | 85.6% | 89.5% |
| 5.00 | 2,876 | 101.3% | 65.0% |
| 5.50 | 1,706 | 133.4% | 97.6% |
| 6.00 | 91 | 83.2% | 100.0% |
| 6.50 | 14 | 84.8% | - |
| 7.00 | 173 | 93.3% | 91.0% |
| 7.50 | 99 | 109.7% | 91.0% |