Volatility Strike Skew — WVE
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, WVE options across all expirations averaged 136.3% implied volatility for calls and 120.5% for puts (volume-weighted): calls trade 15.9 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 162 | 136.3% | 120.5% |
| 2.50 | 12 | 119.9% | - |
| 3.00 | 16 | - | 122.0% |
| 3.50 | 6 | 134.5% | - |
| 4.00 | 89 | 139.0% | - |
| 4.50 | 6 | 140.4% | - |
| 5.00 | 2 | 133.1% | - |
| 6.00 | 31 | 134.5% | 108.1% |