Volatility Strike Skew — TSLY
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, TSLY options across all expirations averaged 20.4% implied volatility for calls and 70.8% for puts (volume-weighted): puts trade 50.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 261 | 20.4% | 70.8% |
| 14.00 | 1 | - | 70.2% |
| 16.00 | 1 | - | 73.2% |
| 20.00 | 102 | 13.1% | 61.6% |
| 21.00 | 63 | 19.7% | 49.0% |
| 22.00 | 20 | 20.1% | 109.2% |
| 23.00 | 13 | 22.0% | - |
| 25.00 | 55 | 22.7% | 106.7% |
| 28.00 | 2 | - | 99.6% |
| 29.00 | 4 | 21.0% | 100.2% |