Volatility Strike Skew — XLP
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 21, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 21, 2026, XLP options across all expirations averaged 17.9% implied volatility for calls and 16.6% for puts (volume-weighted): calls trade 1.3 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 104,367 | 17.9% | 16.6% |
| 69.00 | 1 | 14.3% | - |
| 70.00 | 7 | - | 21.4% |
| 73.00 | 25 | 19.7% | 19.2% |
| 74.00 | 8 | 14.3% | 28.5% |
| 75.00 | 18 | 42.4% | 22.3% |
| 76.00 | 261 | 25.5% | 18.9% |
| 77.00 | 11 | 57.9% | 21.0% |
| 78.00 | 110 | 102.2% | 18.5% |
| 79.00 | 10,351 | 70.2% | 18.0% |
| 79.50 | 11 | 78.5% | 22.6% |
| 80.00 | 18,467 | 49.5% | 18.0% |
| 80.50 | 16 | 14.3% | 22.0% |
| 81.00 | 9,487 | 33.1% | 17.3% |
| 81.50 | 85 | 65.6% | 19.3% |
| 82.00 | 5,724 | 56.9% | 17.4% |
| 82.50 | 25 | 56.6% | 21.2% |
| 83.00 | 344 | 20.7% | 18.5% |
| 83.50 | 122 | 19.4% | 16.3% |
| 84.00 | 1,051 | 22.3% | 16.2% |
| 84.50 | 418 | 16.5% | 16.6% |
| 85.00 | 29,024 | 17.0% | 15.7% |
| 85.50 | 790 | 19.5% | 16.7% |
| 86.00 | 15,593 | 18.6% | 15.6% |
| 86.50 | 275 | 19.1% | 17.5% |
| 87.00 | 7,847 | 17.6% | 15.3% |
| 87.50 | 1,323 | 17.4% | 16.0% |
| 88.00 | 354 | 18.3% | 15.3% |
| 88.50 | 42 | 18.4% | - |
| 89.00 | 367 | 16.7% | 15.2% |
| 89.50 | 87 | 17.0% | 14.5% |
| 90.00 | 1,378 | 17.0% | 16.6% |
| 90.50 | 24 | 17.1% | - |
| 91.00 | 144 | 16.4% | 13.5% |
| 91.50 | 5 | 16.8% | - |
| 92.00 | 152 | 16.3% | 14.6% |
| 92.50 | 19 | 17.5% | - |
| 93.00 | 158 | 16.4% | - |
| 94.00 | 60 | 17.5% | - |
| 95.00 | 77 | 17.0% | - |
| 96.00 | 20 | 17.6% | - |
| 97.00 | 5 | 17.1% | - |
| 98.00 | 4 | 16.5% | - |
| 99.00 | 15 | 18.2% | 18.0% |
| 100.00 | 52 | 13.6% | 18.7% |
| 105.00 | 10 | 17.4% | 29.6% |