Volatility Strike Skew — SAN
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, SAN options across all expirations averaged 31.0% implied volatility for calls and 35.8% for puts (volume-weighted): puts trade 4.8 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 2,076 | 31.0% | 35.8% |
| 8.00 | 258 | 30.6% | - |
| 9.00 | 1 | - | 42.9% |
| 10.00 | 429 | 31.9% | 47.4% |
| 11.00 | 6 | 37.3% | 37.9% |
| 12.00 | 14 | 22.3% | 36.5% |
| 13.00 | 167 | 37.6% | 33.0% |
| 14.00 | 1,077 | 30.8% | 30.4% |
| 15.00 | 112 | 30.6% | - |
| 16.00 | 3 | 44.9% | 32.7% |
| 17.00 | 9 | 32.1% | - |