Volatility Strike Skew — ZVRA
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 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, ZVRA options across all expirations averaged 70.8% implied volatility for calls and 78.8% for puts (volume-weighted): puts trade 8.0 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 5,001 | 70.8% | 78.8% |
| 8.00 | 2,186 | 79.0% | 82.2% |
| 10.00 | 675 | 71.4% | 75.4% |
| 11.00 | 863 | 64.5% | 64.5% |
| 12.00 | 758 | 66.3% | 74.3% |
| 13.00 | 1 | 66.5% | - |
| 15.00 | 518 | - | 82.2% |