Volatility Strike Skew — SMCL
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, SMCL options across all expirations averaged 170.8% implied volatility for calls and 169.4% for puts (volume-weighted): calls trade 1.4 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 89 | 170.8% | 169.4% |
| 6.67 | 1 | - | 150.0% |
| 7.00 | 31 | - | 176.9% |
| 11.67 | 18 | 162.3% | - |
| 12.00 | 20 | 188.2% | 151.4% |
| 13.00 | 3 | 178.5% | - |
| 13.33 | 5 | 154.6% | - |
| 15.00 | 11 | 174.7% | 137.5% |