Volatility Strike Skew — ZSL
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, ZSL options across all expirations averaged 54.9% implied volatility for calls and 75.4% for puts (volume-weighted): puts trade 20.5 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 1,148 | 54.9% | 75.4% |
| 21.00 | 1 | - | 86.2% |
| 22.00 | 3 | - | 75.8% |
| 23.00 | 310 | 42.5% | 78.7% |
| 24.00 | 3 | 21.7% | 72.3% |
| 25.00 | 293 | 43.4% | 74.5% |
| 26.00 | 6 | - | 71.2% |
| 27.00 | 2 | - | 70.1% |
| 28.00 | 5 | 58.4% | 71.9% |
| 29.00 | 1 | - | 71.6% |
| 30.00 | 13 | 51.1% | 75.4% |
| 31.00 | 7 | 48.4% | 78.3% |
| 32.00 | 2 | 61.3% | - |
| 33.00 | 26 | 44.7% | - |
| 34.00 | 16 | 48.4% | 82.2% |
| 35.00 | 29 | 68.6% | - |
| 36.00 | 24 | 70.9% | - |
| 37.00 | 30 | 73.2% | - |
| 38.00 | 19 | 76.7% | 86.4% |
| 39.00 | 16 | 78.1% | - |
| 40.00 | 342 | 70.2% | 79.2% |