Options Skew Analytics

ABVX option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 69.48%±19.92skew +1.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$50.90$54.60—$35.00—————
01$46.00$49.80—$40.00—————
01$36.30$39.00—$50.00101.38%$0.30$0.5097515
04$31.50$34.10—$55.00—————
01$26.80$29.40—$60.0082.54%$0.55$0.851,7761
0202$22.30$24.80—$65.00—————
0350$18.20$20.50—$70.0074.30%$1.40$2.202129
048$13.90$16.60—$75.0071.13%$2.60$3.0024919
02$10.60$13.30—$80.0073.74%$4.00$5.502760
039$8.50$10.00—$85.0072.59%$5.80$7.903731
7856$6.30$7.5069.48%$90.00—$8.60$9.809029
3197$5.00$5.7071.85%$95.00—$11.60$12.5028017
41,468$3.30$4.2070.10%$100.00—$15.00$17.801,0260
—————$105.00—$19.20$21.30660
—————$110.00—$24.00$24.807491
—————$115.00—$28.50$30.504300
—————$120.00—$32.40$35.20850
—————$125.00—$37.00$39.90290
—————$130.00—$42.60$44.80900
—————$135.00—$46.80$49.60790
—————$140.00—$51.90$54.50390

Forward $87.69. The 25-delta put carries +1.03 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 66.26%±25.08skew +1.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$51.20$54.50—$35.00—————
02$46.30$49.40—$40.00—————
01$36.80$39.60—$50.00—————
041$32.10$34.90—$55.00—————
049$27.60$30.50—$60.00—————
062$23.30$26.00—$65.0074.06%$1.65$2.5515346
01,382$19.30$22.00—$70.0072.87%$2.50$3.901632
01,060$16.10$18.50—$75.0071.42%$3.70$5.503471
1305$12.90$15.40—$80.0071.09%$5.60$7.408630
4276$10.50$12.40—$85.0070.83%$7.80$9.801,4380
191,524$8.50$10.0066.70%$90.00—$10.40$11.403348
0185$6.60$7.9065.96%$95.00—$13.30$14.30707
01,667$5.10$6.3065.95%$100.00—$16.80$19.504,9480
1182$4.40$5.2068.57%$105.00—$21.00$23.00700
40465$3.50$4.3069.61%$110.00—$24.70$27.201900
18433$2.25$3.2066.62%$115.00—$28.90$31.50700
111,372$2.30$2.9071.61%$120.00—$33.90$36.00500
22,012$1.45$2.3570.01%$125.00—$37.40$40.60710
—————$130.00—$42.00$45.20430
01,482$1.05$1.4571.51%$135.00—$47.10$50.00120
—————$140.00—$51.80$54.8050

Forward $88.34. The 25-delta put carries +1.81 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 65.02%±30.34skew -2.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$51.60$54.90—$35.00—————
03$42.20$45.60—$45.00—————
07$37.60$41.00—$50.00—————
04$33.00$36.60—$55.00—————
01$28.70$31.60—$60.00—————
04$24.70$27.80—$65.00—————
01$20.90$24.20—$70.0064.65%$3.00$4.80591
01$17.60$20.90—$75.00—————
037$14.70$17.40—$80.0068.26%$6.70$9.8050
013$12.40$14.80—$85.0066.24%$9.60$11.10291
20117$10.20$12.4065.62%$90.00—$11.90$14.103110
041$8.20$10.4064.93%$95.00—$15.30$17.8020
0884$6.60$9.0065.46%$100.00—$18.70$21.00180
020$5.60$8.0067.45%$105.00—$21.90$24.90600
—————$110.00—$25.50$28.8040
—————$115.00—$29.90$32.90100
48,702$3.50$4.3067.63%$120.00—$34.30$37.00100
—————$125.00—$38.40$41.40100
—————$130.00—$42.30$45.9040
—————$135.00—$47.00$50.5080
—————$140.00—$52.20$55.2080

Forward $88.28. The 25-delta put carries -2.98 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 67.08%±35.36skew +2.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$51.90$54.50—$35.00—————
012$47.20$49.90—$40.00—————
01$42.70$45.90—$45.00—————
08$38.20$41.30—$50.00—————
01$33.80$36.90—$55.00—————
02$29.70$33.00—$60.00—————
059$22.30$24.80—$70.0072.01%$4.80$7.40840
—————$75.0070.65%$6.60$9.10660
13331$16.80$18.60—$80.0067.35%$8.30$10.701530
0259$14.50$16.00—$85.0068.24%$10.90$13.50400
098$12.20$14.1067.19%$90.00—$13.50$16.10640
061$10.20$12.4067.21%$95.00—$16.30$19.003270
10322$8.50$9.9064.85%$100.00—$19.90$22.104,6500
032$7.10$8.9065.79%$105.00—$23.10$25.601360
079$5.90$8.3067.32%$110.00—$26.80$29.40880
06$5.00$7.2067.53%$115.00—$30.50$33.40240
01,023$4.20$6.4068.07%$120.00—$34.60$37.5030
0215$3.50$5.7068.50%$125.00—$38.90$41.90700
—————$130.00—$43.60$46.30110
—————$135.00—$48.10$50.80120
—————$140.00—$52.50$55.50180

Forward $88.33. The 25-delta put carries +2.15 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 66.61%±43.42skew +8.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$39.70$42.70—$50.00—————
02$35.80$38.80—$55.00—————
—————$65.0073.87%$5.70$7.601333
04$25.80$28.70—$70.00—————
09$22.90$25.80—$75.0072.49%$8.80$12.2020
538$20.20$22.70—$80.0071.52%$11.10$14.30140
026$17.70$20.40—$85.0071.15%$13.70$16.80180
1483$16.30$18.2069.10%$90.00—$16.60$18.60515
542$13.70$16.9068.68%$95.00—$19.60$22.50130
4610$12.00$14.2066.53%$100.00—$22.80$25.102818
429$10.30$13.5067.62%$105.00—————
5371$9.60$11.4067.29%$110.00—$29.70$32.5020
019$7.50$10.5065.94%$115.00—————
343$6.80$9.1065.86%$120.00—$36.90$40.00100
047$4.90$7.9066.62%$130.00—————
—————$135.00—$49.50$52.3020
1108$3.50$5.4063.63%$140.00—————
—————$145.00—$58.20$61.1030

Forward $89.64. The 25-delta put carries +8.86 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.