Volatility Strike Skew — TSPY
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, TSPY options across all expirations averaged 9.8% implied volatility for calls and 22.6% for puts (volume-weighted): puts trade 12.8 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 21 | 9.8% | 22.6% |
| 25.00 | 3 | 8.2% | 20.8% |
| 26.00 | 18 | 10.0% | 23.8% |