Options Skew Analytics

A option chain

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

Data as of 24 September 2026 (end of day)

2026-10-16(22 days)ATM 32.65%±13.97skew +1.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$77.00$81.10—$95.00—————
01$57.20$61.10—$115.00—————
02$47.10$51.20—$125.00—————
014$42.10$46.20—$130.00—————
423$37.60$41.20—$135.00—————
7128$32.70$36.10—$140.00—————
141$27.80$30.70—$145.00—————
13111$22.90$25.70—$150.00—————
52151$18.40$21.10—$155.00—————
2831,095$14.60$16.40—$160.0035.57%$1.05$1.45660170
281,743$10.90$11.80—$165.0033.76%$1.95$2.3022127
42274$7.60$8.40—$170.0033.32%$3.40$4.00361
88612$4.90$5.6032.64%$175.00—$5.60$6.20089
104620$2.95$3.5032.35%$180.00—$8.40$9.4013
593$1.65$2.1032.34%$185.00—$11.80$13.3002
343$0.80$1.1031.59%$190.00—————

Forward $174.35. The 25-delta put carries +1.42 volatility points over the 25-delta call.

2026-11-20(57 days)ATM 32.79%±22.68skew +3.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$72.40$76.50—$100.00—————
01$67.40$71.50—$105.00—————
02$62.40$66.60—$110.00—————
05$57.50$61.80—$115.00—————
06$52.60$56.70—$120.00—————
040$48.20$51.80—$125.00—————
0127$43.40$46.00—$130.00—————
282$38.60$41.60—$135.00—————
320$33.90$36.70—$140.00—————
090$29.30$32.30—$145.00—————
169$25.00$27.50—$150.00—————
572$20.60$23.20—$155.0035.84%$2.20$2.803912
48256$18.10$18.90—$160.0035.18%$3.20$4.0012815
390$14.40$15.40—$165.0034.18%$4.50$5.4040
052$11.30$12.30—$170.0033.52%$6.30$7.2025
1589$8.60$9.60—$175.00—————
10354$6.20$7.4032.51%$180.00—————
38$4.40$5.6032.26%$185.00—————
7018$3.20$3.7031.45%$190.00—$17.90$19.10016
82$2.10$3.0032.05%$195.00—————
1010$1.40$2.0031.58%$200.00—————

Forward $175.08. The 25-delta put carries +3.73 volatility points over the 25-delta call.

2027-01-15(113 days)ATM 35.55%±34.79skew +2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0934$64.10$66.80—$110.00—————
476$59.30$62.30—$115.00—————
094$54.60$57.40—$120.00—————
046$49.90$52.70—$125.00—————
0149$45.40$48.00—$130.0040.90%$1.10$1.801293
047$40.90$43.80—$135.00—————
082$36.40$38.90—$140.0038.08%$2.00$2.702000
4182$32.20$34.70—$145.0037.30%$2.80$3.40880
3603$28.10$30.90—$150.0036.62%$3.70$4.401450
1262$25.00$27.10—$155.0036.09%$4.90$5.60550
0432$20.70$23.40—$160.0036.81%$6.30$7.90679
3487$17.50$20.30—$165.0035.21%$8.00$8.9012
6209$16.10$17.10—$170.0035.01%$10.00$11.10430
2575$13.40$14.30—$175.0034.98%$12.50$13.5040
7125$11.20$12.6035.58%$180.00—$15.00$16.7030
058$9.20$9.9034.43%$185.00—————
1261,577$7.60$8.3034.56%$190.00—————
57103$6.00$7.2034.73%$195.00—————
1227$4.90$5.4033.96%$200.00—————
014$3.00$3.6033.81%$210.00—————
1932$1.95$2.1033.53%$220.00—————

Forward $175.86. The 25-delta put carries +2.13 volatility points over the 25-delta call.

2027-02-19(148 days)ATM 33.67%±37.91skew +3.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$41.90$45.70—$135.00—————
05$37.80$41.30—$140.00—————
02$33.80$37.40—$145.0036.58%$3.10$4.9070
—————$150.0035.95%$4.10$6.0050
069$26.30$30.00—$155.0035.77%$5.50$7.40150
061$22.70$25.50—$160.0035.10%$7.40$8.40220
010$19.50$22.30—$165.0035.00%$9.10$10.50014
012$17.60$20.30—$170.0034.65%$11.30$12.4051
11$15.30$16.60—$175.0034.30%$13.50$14.8003
921$12.80$14.2033.75%$180.00—————
10$10.70$12.0033.33%$185.00—————
01$8.70$10.3033.04%$190.00—————
01$3.20$5.3031.91%$210.00—————

Forward $176.83. The 25-delta put carries +3.86 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 36.00%±44.19skew +1.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0107$61.10$64.60—$115.00—————
0140$56.60$60.20—$120.00—————
09$52.20$55.70—$125.00—————
3452$48.10$51.20—$130.00—————
047$43.80$47.30—$135.00—————
031$39.60$43.20—$140.0038.04%$3.30$5.10190
04$35.80$38.70—$145.00—————
060$32.00$34.80—$150.0037.25%$6.10$7.0005
066$28.40$30.90—$155.0036.57%$7.40$8.4010
086$24.80$27.50—$160.0036.28%$9.10$10.10242
0122$21.60$24.30—$165.0035.84%$10.90$12.0005
051$20.10$21.40—$170.00—————
920$17.60$19.00—$175.00—————
50$15.20$16.4035.94%$180.00—————
014$13.10$14.7036.06%$185.00—————
02$9.50$10.8035.15%$195.00—————
12$8.10$9.8035.56%$200.00—————
63$5.90$6.9034.95%$210.00—————
04$4.00$5.0034.47%$220.00—$46.40$49.0010
01$2.00$3.2032.27%$230.00—————
120$1.35$2.1532.13%$240.00—————

Forward $176.74. The 25-delta put carries +1.63 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.