Volatility Strike Skew — VRTL
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 23, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 23, 2026, VRTL options across all expirations averaged 130.3% implied volatility for calls and 132.6% for puts (volume-weighted): puts trade 2.3 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 83 | 130.3% | 132.6% |
| 10.00 | 7 | - | 131.7% |
| 11.00 | 18 | 118.2% | 134.2% |
| 12.00 | 8 | 112.2% | 132.9% |
| 13.00 | 3 | - | 132.2% |
| 14.00 | 27 | 130.5% | 137.2% |
| 15.00 | 3 | 138.5% | - |
| 16.00 | 2 | 137.9% | 124.4% |
| 17.00 | 2 | 117.3% | - |
| 18.00 | 7 | 137.4% | - |
| 20.00 | 6 | 128.9% | 118.4% |