Volatility Strike Skew — SKYA
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, SKYA options across all expirations averaged 140.3% implied volatility for calls and 197.7% for puts (volume-weighted): puts trade 57.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 115 | 140.3% | 197.7% |
| 2.50 | 114 | 140.4% | 197.7% |
| 5.00 | 1 | 136.8% | - |