Volatility Strike Skew — TECS
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, TECS options across all expirations averaged 70.7% implied volatility for calls and 86.1% for puts (volume-weighted): puts trade 15.5 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 444 | 70.7% | 86.1% |
| 45.00 | 51 | 57.8% | 69.3% |
| 49.00 | 1 | - | 69.3% |
| 50.00 | 53 | 63.2% | 71.8% |
| 52.00 | 5 | 54.2% | 79.2% |
| 54.00 | 1 | 59.1% | - |
| 55.00 | 54 | 73.1% | 86.6% |
| 56.00 | 47 | - | 83.0% |
| 57.00 | 1 | - | 83.7% |
| 59.00 | 3 | 77.4% | - |
| 60.00 | 160 | 75.6% | 84.3% |
| 65.00 | 41 | 76.9% | 90.3% |
| 69.00 | 1 | 91.0% | - |
| 73.00 | 3 | 85.5% | - |
| 75.00 | 23 | 100.8% | 94.5% |