Volatility Strike Skew — XLY
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, XLY options across all expirations averaged 24.1% implied volatility for calls and 22.1% for puts (volume-weighted): calls trade 2.0 points above puts, an unusual upside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 3,421 | 24.1% | 22.1% |
| 90.00 | 4 | - | 34.7% |
| 95.00 | 15 | 51.5% | 31.4% |
| 97.50 | 2 | - | 29.0% |
| 99.00 | 2 | - | 30.8% |
| 100.00 | 38 | 58.4% | 27.4% |
| 101.00 | 19 | 65.7% | - |
| 102.00 | 1 | 65.0% | - |
| 102.50 | 1 | - | 23.8% |
| 103.00 | 8 | 64.4% | 36.5% |
| 104.00 | 29 | 46.1% | 24.9% |
| 105.00 | 31 | 20.3% | 23.9% |
| 106.00 | 4 | 63.5% | 24.7% |
| 107.00 | 20 | 63.3% | 25.5% |
| 107.50 | 1 | 30.1% | - |
| 108.00 | 6 | 63.2% | 32.3% |
| 109.00 | 180 | 29.6% | 22.0% |
| 110.00 | 134 | 39.4% | 23.7% |
| 110.50 | 2 | - | 25.0% |
| 111.00 | 262 | 24.6% | 21.8% |
| 111.50 | 6 | - | 27.1% |
| 112.00 | 83 | 23.2% | 21.8% |
| 112.50 | 23 | 22.0% | 21.2% |
| 113.00 | 36 | 25.2% | 24.2% |
| 113.50 | 114 | 24.5% | 24.1% |
| 114.00 | 531 | 23.4% | 20.7% |
| 114.50 | 37 | 24.4% | 24.0% |
| 115.00 | 611 | 23.4% | 20.6% |
| 115.50 | 57 | 23.0% | 23.3% |
| 116.00 | 52 | 22.7% | - |
| 116.50 | 25 | 23.0% | - |
| 117.00 | 38 | 23.8% | - |
| 117.50 | 60 | 22.6% | - |
| 118.00 | 543 | 22.6% | - |
| 118.50 | 93 | 22.2% | - |
| 119.00 | 51 | 22.1% | - |
| 119.50 | 123 | 21.5% | - |
| 120.00 | 126 | 21.8% | 18.6% |
| 121.00 | 4 | 26.5% | - |
| 122.00 | 2 | 20.8% | - |
| 122.50 | 1 | 20.3% | - |
| 123.00 | 4 | 20.2% | - |
| 124.00 | 3 | 20.6% | - |
| 125.00 | 30 | 22.2% | 17.3% |
| 127.50 | 2 | 20.6% | - |
| 130.00 | 4 | 19.2% | - |
| 135.00 | 2 | - | 37.7% |
| 140.00 | 1 | 15.4% | - |