Volatility Strike Skew — TSLZ
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, TSLZ options across all expirations averaged 89.7% implied volatility for calls and 89.8% for puts (volume-weighted): puts and calls are priced about the same.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 100 | 89.7% | 89.8% |
| 10.00 | 17 | - | 84.9% |
| 11.00 | 19 | 82.3% | 91.4% |
| 12.00 | 42 | 90.6% | 93.6% |
| 13.00 | 3 | 89.0% | - |
| 14.00 | 7 | 98.6% | - |
| 15.00 | 12 | 89.2% | - |