Options Skew Analytics

A option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 36.08%±12.39skew +3.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$93.10$96.70—$80.00—————
03$73.30$76.70—$100.00—————
01$68.20$71.50—$105.00—————
02$63.60$66.70—$110.00—————
05$58.30$61.50—$115.00—————
06$53.30$56.50—$120.00—————
040$49.00$51.50—$125.00—————
0101$44.00$46.50—$130.00—————
070$38.30$41.50—$135.00—————
012$33.40$36.60—$140.00—————
0145$29.10$31.40—$145.00—————
0112$24.20$26.10—$150.00—————
485$19.40$21.60—$155.00—————
3228$15.10$16.90—$160.0040.65%$0.70$0.9539725
077$11.00$12.40—$165.0039.59%$1.50$1.751,2920
2191$7.60$8.50—$170.0037.52%$2.55$3.101,5022
11,286$4.60$5.60—$175.0036.03%$4.40$5.105681
9766$2.80$3.4036.72%$180.00—$7.40$8.004750
9644$1.35$1.9536.15%$185.00—————
41,225$0.80$1.0037.09%$190.00—$14.70$16.9070
4781$0.30$0.4535.98%$195.00—————

Forward $175.35. The 25-delta put carries +3.44 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 41.20%±24.55skew +3.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$73.60$77.90—$100.00—————
02$68.60$72.40—$105.00—————
06$63.60$67.90—$110.00—————
03$58.60$62.70—$115.00—————
02$53.80$58.00—$120.00—————
035$49.00$52.10—$125.00—————
039$44.30$46.80—$130.00—————
015$39.40$42.60—$135.00—————
039$35.30$37.70—$140.00—————
010$30.80$33.10—$145.00—————
124$26.10$28.80—$150.00—————
058$22.00$24.30—$155.0044.48%$2.45$3.201213
0101$18.60$20.40—$160.0043.60%$3.50$4.40873
074$15.20$16.60—$165.0042.78%$4.90$5.90551
0419$12.00$13.30—$170.0042.17%$6.70$7.801250
8150$9.30$10.80—$175.0041.20%$8.70$10.10240
3326$7.30$8.4041.21%$180.00—$11.60$12.80200
0220$5.30$6.4040.42%$185.00—$14.60$15.9003
525$4.00$5.0040.95%$190.00—$18.20$19.3010
0129$2.70$3.7040.20%$195.00—————
28133$2.15$2.5040.25%$200.00—————

Forward $175.65. The 25-delta put carries +3.39 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 38.42%±29.56skew +2.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
041$68.90$72.60—$105.00—————
0934$63.90$67.60—$110.00—————
070$59.20$62.00—$115.00—————
094$54.60$57.30—$120.00—————
046$49.40$52.30—$125.00—————
0146$44.80$48.00—$130.00—————
050$40.50$42.70—$135.00—————
084$36.30$38.30—$140.00—————
0153$31.50$34.40—$145.00—————
0573$27.80$30.00—$150.0041.13%$2.55$3.503550
1243$24.10$26.20—$155.0040.76%$3.60$4.70830
7435$20.40$22.40—$160.0040.01%$4.80$6.101470
0255$16.90$19.10—$165.0039.51%$6.50$7.709378
0204$14.10$15.60—$170.0039.15%$8.40$9.80230
0124$11.30$12.90—$175.0038.69%$10.70$12.10837
6304$9.20$10.4038.35%$180.00—$13.30$14.80140
79145$7.30$8.6038.44%$185.00—$16.30$17.9030
21,066$5.70$7.0038.39%$190.00—$19.00$21.3010
0148$4.40$5.5038.08%$195.00—————
161$3.40$4.2037.76%$200.00—————
1326$1.75$2.6537.48%$210.00—————

Forward $175.71. The 25-delta put carries +2.25 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 36.48%±34.61skew +2.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$41.90$44.60—$135.00—————
08$37.30$40.60—$140.00—————
02$33.40$36.10—$145.0039.37%$2.40$3.80810
02$29.60$32.10—$150.0039.51%$3.60$4.9050
092$25.90$28.10—$155.0038.23%$4.30$6.20160
078$22.40$24.60—$160.0037.78%$5.70$7.70320
040$19.20$21.70—$165.0037.91%$7.70$9.50300
026$16.30$18.60—$170.0037.65%$9.70$11.60100
58$13.60$16.20—$175.0037.58%$12.10$14.00500
026$11.40$13.1036.48%$180.00—$14.40$16.6090
39$9.90$11.1037.07%$185.00—————
042$7.50$9.3036.00%$190.00—————
03$5.80$7.8035.61%$195.00—————
07$4.40$6.5035.26%$200.00—————
06$2.75$4.4035.33%$210.00—————
121$1.80$2.8035.42%$220.00—————

Forward $176.87. The 25-delta put carries +2.96 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 38.54%±41.25skew +2.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0142$65.60$68.70—$110.00—————
0107$60.80$64.00—$115.00—————
0140$56.20$59.10—$120.00—————
09$51.70$54.60—$125.00—————
042$47.40$50.30—$130.00—————
047$43.00$46.00—$135.00—————
029$39.00$41.90—$140.0040.93%$2.70$4.20270
04$35.30$37.90—$145.0041.85%$3.90$5.7030
062$31.60$34.20—$150.0040.72%$5.10$6.50100
066$28.10$30.40—$155.0040.31%$6.40$8.0010
087$24.80$27.20—$160.0040.01%$8.00$9.70380
0123$21.70$23.80—$165.0039.77%$9.90$11.60100
153$19.10$21.00—$170.0039.44%$12.00$13.70430
020$16.60$18.50—$175.0039.28%$14.40$16.1040
013$14.20$16.0038.74%$180.00—————
015$12.00$13.9038.37%$185.00—$20.00$21.90390
38$10.40$11.9038.32%$190.00—————
015$8.60$10.4038.12%$195.00—————
013$7.30$9.0038.20%$200.00—————
018$5.00$6.6037.92%$210.00—————
010$3.30$4.8037.67%$220.00—$45.60$48.0020

Forward $177.34. The 25-delta put carries +2.39 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 37.71%±52.74skew +2.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$76.60$79.60—$100.00—————
01$63.40$66.20—$115.00—————
01$46.60$49.60—$135.0040.12%$3.80$5.70630
063$42.90$45.30—$140.0040.10%$4.70$7.20360
037$39.30$41.40—$145.0039.49%$5.90$8.30220
150$35.90$37.90—$150.0038.64%$7.80$8.8015327
070$32.60$34.90—$155.0038.71%$8.80$11.30270
083$29.40$31.70—$160.0038.25%$10.40$13.1040
078$26.50$28.80—$165.0038.05%$12.40$15.1010
076$23.70$26.30—$170.00—————
099$21.10$23.60—$175.00—————
016$18.80$21.4037.95%$180.00—$19.80$22.5030
021$16.70$19.2037.71%$185.00—$22.50$25.4080
015$14.70$17.5037.71%$190.00—$25.70$28.50110
07$12.80$15.6037.32%$195.00—————
09$11.40$13.7037.09%$200.00—————
023$8.40$10.7036.35%$210.00—————
05$6.20$8.8036.46%$220.00—————
047$4.60$6.6035.92%$230.00—————

Forward $178.92. The 25-delta put carries +2.79 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.

A option chain | Options Skew Analytics