Volatility Strike Skew — TENB
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 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, TENB options across all expirations averaged 84.0% implied volatility for calls and 64.5% for puts (volume-weighted): calls trade 19.5 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 281 | 84.0% | 64.5% |
| 29.00 | 45 | 94.9% | - |
| 30.00 | 60 | 82.5% | - |
| 32.00 | 5 | 72.2% | - |
| 34.00 | 45 | 89.0% | - |
| 35.00 | 60 | 81.1% | - |
| 37.00 | 1 | - | 62.3% |
| 39.00 | 17 | 77.5% | 67.1% |
| 40.00 | 21 | 79.7% | 61.6% |
| 42.00 | 18 | 77.9% | - |
| 45.00 | 8 | 73.5% | - |
| 50.00 | 1 | 70.7% | - |