Volatility Strike Skew — VRNS
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, VRNS options across all expirations averaged 13.0% implied volatility for calls and 18.1% for puts (volume-weighted): puts trade 5.1 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 2,835 | 13.0% | 18.1% |
| 35.00 | 511 | 33.5% | - |
| 40.00 | 11 | 37.3% | 29.7% |
| 45.00 | 10 | 54.8% | 14.2% |
| 48.00 | 239 | 9.9% | - |
| 49.00 | 240 | 8.2% | - |
| 50.00 | 1,437 | 5.7% | - |
| 55.00 | 259 | 15.7% | - |
| 60.00 | 128 | 19.1% | - |