Volatility Strike Skew — WULX
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, WULX options across all expirations averaged 230.7% implied volatility for calls and 203.4% for puts (volume-weighted): calls trade 27.3 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 33 | 230.7% | 203.4% |
| 5.00 | 16 | 233.0% | - |
| 6.00 | 3 | 203.4% | 214.8% |
| 7.00 | 3 | 207.7% | 209.2% |
| 8.00 | 2 | 238.1% | - |
| 9.00 | 4 | - | 213.5% |
| 10.00 | 5 | - | 188.4% |