Volatility Strike Skew — TNXP
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, TNXP options across all expirations averaged 81.8% implied volatility for calls and 112.6% for puts (volume-weighted): puts trade 30.8 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 264 | 81.8% | 112.6% |
| 2.50 | 2 | 140.5% | - |
| 5.00 | 243 | 79.9% | 94.5% |
| 7.50 | 19 | 100.7% | 148.7% |