Volatility Strike Skew — SDIV
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, SDIV options across all expirations averaged 11.2% implied volatility for calls and 20.5% for puts (volume-weighted): puts trade 9.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 164 | 11.2% | 20.5% |
| 22.00 | 1 | - | 21.1% |
| 23.00 | 19 | 11.7% | 20.7% |
| 24.00 | 101 | 11.0% | 19.5% |
| 25.00 | 43 | 11.5% | 22.2% |