Volatility Strike Skew — UIS
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, UIS options across all expirations averaged 98.0% implied volatility for calls and 78.9% for puts (volume-weighted): calls trade 19.1 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 149 | 98.0% | 78.9% |
| 1.00 | 5 | 75.5% | - |
| 2.00 | 124 | 100.5% | 78.9% |
| 5.00 | 20 | 91.0% | - |