Volatility Strike Skew — SPCF
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, SPCF options across all expirations averaged 108.9% implied volatility for calls and 117.1% for puts (volume-weighted): puts trade 8.2 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 414 | 108.9% | 117.1% |
| 10.00 | 3 | 97.1% | - |
| 12.00 | 21 | - | 118.8% |
| 13.00 | 22 | - | 111.9% |
| 14.00 | 23 | - | 120.8% |
| 15.00 | 82 | 108.9% | 117.1% |
| 16.00 | 20 | 106.1% | 119.6% |
| 17.00 | 24 | 109.4% | - |
| 18.00 | 48 | 103.7% | - |
| 19.00 | 6 | 103.6% | - |
| 20.00 | 143 | 111.4% | 99.7% |
| 21.00 | 22 | 108.3% | - |