Options Skew Analytics

ABT option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 27.64%±4.48skew +0.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$12.30$15.00—$90.00—————
05$9.30$11.60—$93.00—————
02$7.70$10.10—$95.00—————
16$4.70$7.20—$98.00—————
017$3.70$4.10—$100.0028.45%$0.50$0.757829
05$3.00$3.30—$101.0028.83%$0.75$1.1011822
458$2.40$2.70—$102.0027.87%$1.05$1.401431
1957$1.80$2.10—$103.0028.03%$1.50$1.8517048
3935$1.30$1.5026.80%$104.00—$2.00$2.352430
2281$0.95$1.1527.32%$105.00—$2.55$2.95424
2032$0.65$0.9027.82%$106.00—$3.30$3.70250
58241$0.45$0.6027.49%$107.00—————
—————$109.00—$4.70$7.30270
—————$110.00—$5.40$8.80120
—————$111.00—$6.40$9.80110
—————$112.00—$7.30$10.10150
—————$113.00—$8.40$11.9010

Forward $103.28. The 25-delta put carries +0.63 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 30.35%±7.84skew -0.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
043$14.20$17.60—$87.50—————
1233$11.80$14.90—$90.00—————
070$9.30$12.60—$92.50—————
0343$8.30$9.40—$95.0029.03%$0.40$0.6029126
—————$96.0030.01%$0.65$0.8081
—————$97.0029.90%$0.85$1.00111,095
0681$5.80$7.50—$97.5029.33%$0.90$1.1022924
—————$98.0029.61%$1.05$1.2522
—————$99.0029.42%$1.30$1.551235
101,100$4.40$5.50—$100.0029.28%$1.60$1.901,56698
05$4.10$5.20—$101.0029.39%$2.00$2.3090
51$3.40$3.90—$102.0034.65%$2.35$3.90230
91,344$2.90$3.2030.27%$103.00—$2.65$3.70201,001
28158$2.40$3.0031.27%$104.00—$3.30$5.0016158
1932,997$1.90$2.5030.32%$105.00—$4.00$4.401,8959
1939$1.55$2.4031.66%$106.00—$4.40$6.40112
56$1.30$1.6029.39%$107.00—$5.10$6.5012
53633$0.95$1.5530.13%$108.00—$5.20$7.0020
216$0.80$1.0028.57%$109.00—————
1,2164,273$0.65$0.7528.31%$110.00—$6.60$8.905440
1142,132$0.15$0.2528.52%$115.00—$10.90$13.401930

Forward $102.87. The 25-delta put carries -0.53 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 32.25%±10.58skew +0.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$92.0032.98%$0.60$0.85170
018$9.20$12.70—$93.0033.44%$0.70$1.15360
—————$95.0032.18%$0.95$1.501110
10$7.20$9.10—$97.0031.28%$1.30$2.00100
—————$98.0032.57%$1.80$2.4010
—————$99.0031.52%$1.85$2.8021
05$5.50$6.10—$100.0032.29%$2.50$3.10185
—————$101.0033.50%$2.95$3.8040
05$4.30$5.00—$102.0031.65%$3.30$3.9061
—————$103.0032.83%$3.80$4.70233
62$3.30$4.1031.73%$104.00—————
553$2.75$3.6030.95%$105.00—$4.90$5.8021
111$2.50$3.3031.82%$106.00—————
54$2.05$2.8531.03%$107.00—$6.10$7.0010
02$1.85$2.6031.78%$108.00—————
212$1.60$2.1531.23%$109.00—$7.50$8.4030
0104$1.25$2.0031.27%$110.00—————
0194$1.15$1.4530.29%$111.00—————
012$0.65$1.0030.70%$114.00—————
—————$117.00—$12.90$16.3020

Forward $103.05. The 25-delta put carries +0.99 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 29.46%±12.12skew +1.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$51.20$55.20—$50.00—————
02$41.20$45.20—$60.00—————
060$31.80$35.10—$70.00—————
010$26.80$30.10—$75.00—————
04$23.90$27.60—$77.50—————
0125$22.40$25.20—$80.00—————
04$19.20$22.70—$82.50—————
0106$16.60$19.90—$85.00—————
091$14.60$17.70—$87.5032.74%$0.45$0.753994
0246$13.00$15.40—$90.0031.67%$0.75$0.9545218
0237$10.30$12.90—$92.5031.21%$1.15$1.3565021
0970$9.80$10.90—$95.0030.26%$1.65$1.802,582146
0269$8.00$9.00—$97.5030.09%$2.35$2.5527022
6787$6.50$6.70—$100.0029.84%$3.20$3.5030838
2161,589$3.90$4.1029.34%$105.00—$5.60$5.9052421
1043,477$2.10$2.2528.55%$110.00—$8.80$9.603551
1461,833$1.10$1.2028.72%$115.00—$11.90$13.905950
272,778$0.50$0.6528.94%$120.00—$15.90$18.40580
06,071$0.25$0.4030.22%$125.00—$20.70$23.2020

Forward $103.24. The 25-delta put carries +1.71 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 28.29%±14.22skew +1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
042$46.20$50.30—$55.00—————
029$41.30$45.00—$60.00—————
06$36.50$40.00—$65.00—————
017$31.40$35.10—$70.00—————
025$26.80$30.20—$75.00—————
01$24.40$27.90—$77.50—————
054$22.90$25.50—$80.0034.45%$0.30$0.501,9530
017$19.60$23.10—$82.50—————
0122$17.50$20.50—$85.00—————
069$16.10$18.30—$87.5030.36%$0.75$1.003984
1109$13.90$15.90—$90.0030.05%$1.10$1.4065311
0410$11.00$14.10—$92.5029.83%$1.65$1.8528516
03,983$10.30$11.80—$95.0029.24%$2.20$2.453902
0360$8.40$10.00—$97.5028.88%$2.95$3.205216
5427$7.40$7.70—$100.0028.60%$3.80$4.2088540
514,586$4.80$5.1028.26%$105.00—$6.20$6.6090253
241,480$2.95$3.2027.94%$110.00—$8.50$10.201,0744
4,1334,515$1.75$1.9027.84%$115.00—$12.30$14.104630
582,201$0.95$1.2028.15%$120.00—$16.20$18.50750
7634$0.45$0.7027.97%$125.00—$21.10$23.20332
—————$130.00—$25.60$29.1040

Forward $103.54. The 25-delta put carries +1.40 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 28.14%±16.31skew +1.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$36.70$40.30—$65.00—————
037$31.80$35.00—$70.00—————
028$28.10$30.10—$75.00—————
01$25.80$28.20—$77.50—————
0107$23.60$25.20—$80.00—————
012$21.10$23.60—$82.5030.88%$0.55$0.804326
0102$18.80$20.80—$85.0031.04%$0.85$1.151,2841
083$16.70$19.10—$87.5029.81%$1.15$1.353052
0833$14.60$16.90—$90.0029.74%$1.65$1.8095411
01,090$12.80$15.00—$92.5029.40%$2.20$2.3525230
0461$10.00$12.50—$95.0029.23%$2.85$3.108312
0571$9.40$10.80—$97.5028.76%$3.60$3.9054615
42,659$8.30$9.20—$100.0028.47%$4.50$4.901,4955
511,470$5.70$6.0028.14%$105.00—$6.90$7.301,2572
161,964$3.70$4.0027.58%$110.00—$10.00$10.602,18815
702,515$2.40$2.6027.60%$115.00—$12.90$15.506350
642,792$1.50$1.5527.32%$120.00—$17.40$18.701,3300
01,340$0.75$1.0527.16%$125.00—$21.00$23.404030
31,198$0.50$0.6527.75%$130.00—$25.80$28.10270
—————$135.00—$30.50$34.20120
—————$140.00—$35.40$38.9010

Forward $103.73. The 25-delta put carries +1.63 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 28.60%±18.96skew +4.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$28.20$30.80—$75.0033.20%$0.45$0.55540
03$23.70$26.20—$80.0032.20%$0.85$0.95120
—————$82.5031.25%$0.95$1.30190
018$19.20$21.60—$85.0030.31%$1.20$1.602270
01$17.30$19.60—$87.5030.59%$1.70$2.15220
07$15.30$17.60—$90.0029.95%$2.20$2.60240
01$13.70$15.70—$92.5032.16%$2.80$4.301660
021$11.90$13.60—$95.0029.23%$3.50$4.00250
0106$10.30$12.00—$97.5029.32%$4.40$5.00130
0305$8.90$10.10—$100.0029.07%$5.40$6.001080
2237$6.50$7.3028.66%$105.00—$7.80$8.40780
2123$4.50$5.1027.91%$110.00—$10.20$11.40190
1103$3.10$3.5027.69%$115.00—$12.70$15.00150
1189$1.90$2.5527.60%$120.00—$17.10$19.101580
32124$1.25$1.7027.60%$125.00—$21.20$23.60480
0237$0.75$1.1527.53%$130.00—$25.80$28.20250
—————$135.00—$30.60$33.20100

Forward $103.78. The 25-delta put carries +4.56 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 29.14%±21.15skew +2.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$41.60$45.30—$60.00—————
02$37.20$40.40—$65.00—————
047$32.10$35.50—$70.0034.41%$0.30$0.502500
024$28.40$31.00—$75.00—————
01$26.20$28.80—$77.5032.40%$0.75$1.001320
020$24.00$26.50—$80.0032.06%$1.00$1.308190
020$21.90$24.40—$82.50—————
059$19.90$22.00—$85.0030.95%$1.55$2.105000
010$17.80$20.20—$87.5030.87%$2.10$2.601590
0100$15.90$18.20—$90.0030.80%$2.65$3.301,6050
097$14.40$15.90—$92.5030.28%$3.30$3.9022145
0231$12.70$14.70—$95.0029.88%$4.10$4.6028351
0390$11.20$12.70—$97.5029.86%$5.00$5.6046437
02,310$10.10$10.80—$100.0029.41%$5.90$6.6071440
35716$7.60$8.3029.27%$105.00—$8.40$9.0057233
3,521710$5.50$6.1028.60%$110.00—$11.30$11.9032222
52,308$3.90$4.4028.19%$115.00—$13.80$15.508410
453,057$2.75$3.0027.76%$120.00—$17.60$19.30410
951,193$1.85$2.1527.70%$125.00—$21.50$23.8030
0206$1.15$1.5527.55%$130.00—$26.10$28.4010
3127$0.75$1.1027.65%$135.00—————

Forward $104.23. The 25-delta put carries +2.51 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.