Options Skew Analytics

AGQ option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 99.18%±5.28skew +9.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2244$6.50$7.60—$44.00107.57%$0.20$0.301124
318$4.90$6.90—$45.00—————
44$4.70$6.80—$45.50—————
320$4.00$6.10—$46.00—————
1119$3.20$5.10—$47.0098.82%$0.55$0.7595
04$2.90$4.70—$47.5098.66%$0.60$0.9545
1448$3.30$4.10—$48.00—————
8118$3.30$3.90—$48.50—————
4285$2.55$3.60—$49.0099.35%$1.05$1.50169
719$2.30$3.20—$49.50—————
116163$2.35$2.55—$50.0093.66%$1.35$1.8014734
4172$1.85$2.2098.79%$51.00—$1.65$2.7053
1837$1.60$2.0599.95%$51.50—————
16376$1.40$1.7096.67%$52.00—$2.35$2.70123
4347$1.20$1.5096.05%$52.50—$2.50$4.00181
14133$0.85$1.2095.91%$53.50—————
15868$0.70$1.0093.80%$54.00—$3.50$5.20202
83140$0.45$0.6589.06%$55.00—$4.10$6.005120
—————$56.00—$4.90$7.5010
—————$56.50—$5.50$8.0010
—————$58.00—$6.60$9.1020

Forward $50.85. The 25-delta put carries +9.60 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 84.09%±7.38skew +4.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$6.10$8.90—$43.50—————
0—$6.30$8.20—$44.00—————
0—$5.90$7.80—$44.5092.62%$0.70$1.15—18
18159$6.50$7.30—$45.0089.66%$0.80$1.151698
0—$4.50$6.90—$45.50—————
0—$4.50$6.50—$46.00—————
0—$3.60$5.80—$47.00—————
0—$3.70$5.50—$47.5087.17%$1.35$2.00—1
2—$3.50$5.00—$48.0081.99%$1.40$2.00—6
—————$49.0088.32%$1.80$2.85—0
26—$3.20$3.90—$49.50—————
42393$3.30$3.80—$50.0078.92%$2.15$2.8025913
19109$2.25$3.2083.86%$51.00—————
0—$1.80$2.6086.36%$52.50—————
—————$53.00—$3.60$5.9090
2—$1.70$2.1087.80%$53.50—$3.90$6.50—0
—————$54.00—$4.30$6.7070
6672$1.35$1.5587.55%$55.00—$5.00$6.001288
—————$56.00—$5.70$8.1030
1926$0.85$1.0084.92%$57.00—$6.50$9.0020
—————$58.00—$7.20$9.8010

Forward $50.55. The 25-delta put carries +4.75 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 79.05%±13.13skew +1.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1155$16.50$17.00—$35.00—————
8654$12.10$12.90—$40.0086.54%$1.15$1.65703
016$7.40$9.20—$45.0083.73%$2.40$3.202547
21207$5.20$6.20—$50.0081.08%$4.40$5.4087102
9233$3.10$3.9077.86%$55.00—$7.10$8.002326
1602,428$2.30$2.6583.43%$60.00—$10.80$13.001940
11134$1.35$1.6582.45%$65.00—$14.90$17.402380
6561$0.95$1.1585.99%$70.00—$19.30$21.5017621
9254$0.65$0.8589.20%$75.00—$24.20$26.002187
18443$0.45$0.7093.22%$80.00—$28.90$31.401410
—————$85.00—$33.80$36.301980
—————$90.00—$38.20$40.901305
—————$95.00—$43.60$46.10440
—————$100.00—$48.60$51.001640
—————$105.00—$53.70$56.00370
0143$0.15$0.25114.84%$110.00—$57.20$60.90560
—————$115.00—$62.30$65.90460
—————$116.00—$63.30$66.9010
—————$119.00—$66.30$69.9040
—————$120.00—$68.30$70.902911
—————$122.00—$68.90$73.20180

Forward $50.80. The 25-delta put carries +1.28 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 82.61%±17.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0180$11.20$13.90—$40.0078.64%$1.80$2.702633
053$11.10$13.70—$41.00—————
535$10.30$12.60—$42.00—————
043$9.20$12.10—$43.00—————
115$8.50$11.60—$44.00—————
0101$7.80$10.70—$45.0080.43%$3.50$5.00720
024$7.20$10.20—$46.0081.65%$3.60$6.00200
149$7.40$9.30—$47.0081.87%$4.20$6.40130
044$7.00$8.50—$48.0077.49%$4.70$6.20251
421$6.60$8.30—$49.0082.64%$5.10$7.7040
32484$7.00$7.70—$50.0071.24%$5.50$6.502311
312$5.60$7.5082.28%$51.00—$6.10$8.90160
556$5.90$6.8084.59%$52.00—$6.70$8.8070
0126$4.90$6.6081.93%$53.00—$6.40$8.90113
044$5.20$6.2085.52%$54.00—$7.90$10.5010
1128$5.10$5.4084.17%$55.00—$8.50$10.103740
—————$56.00—$8.80$12.0090
012$3.30$5.3080.19%$57.00—$9.80$12.50110
—————$58.00—$10.30$13.4080
—————$59.00—$10.80$14.00550
11478$3.70$4.0084.45%$60.00—$12.10$14.003723

Forward $50.04. Not enough surviving quotes on both wings to measure the skew here.

2027-03-19(130 days)ATM 79.51%±24.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$16.50$19.60—$35.00—————
237$14.60$15.90—$40.0081.61%$3.80$4.70397
067$10.50$13.10—$45.0084.81%$5.30$8.30750
870$8.70$10.70—$50.0078.81%$7.90$9.70190
24$8.90$9.8082.65%$52.00—$9.10$12.0020
010$6.90$9.9077.76%$53.00—$9.70$12.5010
—————$54.00—$10.10$13.0050
242$7.50$8.7081.20%$55.00—$11.00$13.80180
07$5.90$8.9078.12%$56.00—$11.30$14.50110
01$5.70$8.8079.53%$57.00—$12.00$15.0030
035$5.90$8.2080.42%$58.00—$12.90$16.0020
501$5.10$8.1079.11%$59.00—$13.80$16.5020
8146$6.40$7.0082.32%$60.00—$14.40$17.50741
04$4.90$7.3079.55%$61.00—————
—————$62.00—$15.80$19.0030
—————$63.00—$16.10$19.5030
018$4.30$6.6080.36%$64.00—$17.30$20.5020
064$4.10$6.3080.17%$65.00—$17.90$21.0080
07$3.90$6.2080.77%$66.00—$18.30$22.0010
079$3.80$6.1081.75%$67.00—$19.60$22.5040
—————$68.00—$20.20$23.5020

Forward $50.91. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(220 days)ATM 79.51%±31.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
082$15.50$18.30—$40.0082.88%$4.90$8.00510
046$13.20$16.00—$45.0082.70%$7.30$10.50140
06$12.50$15.60—$47.0082.80%$8.50$11.50110
04$11.80$14.60—$48.0077.80%$8.40$11.3030
—————$49.0082.55%$9.70$12.5010
1509$12.60$13.50—$50.0081.28%$10.30$12.701625
—————$51.0081.65%$10.30$14.0010
—————$52.00—$11.00$14.5010
—————$53.00—$12.30$14.10521
043$9.10$12.6078.55%$55.00—$13.10$16.50720
01$8.80$12.1078.07%$56.00—$13.80$17.0010
—————$58.00—$14.90$18.5010
2213$8.00$10.6078.45%$60.00—$17.10$20.001380
010$7.70$10.5078.96%$61.00—$17.30$20.5040
09$7.30$10.6079.72%$62.00—$17.70$21.5050
049$7.10$10.1079.15%$63.00—$18.70$22.00600
037$6.90$10.1080.14%$64.00—————
1047$6.60$9.9080.10%$65.00—$20.00$23.50300
059$6.60$9.7080.99%$66.00—————
095$6.30$8.8078.60%$67.00—$21.50$25.00110
—————$68.00—$22.30$26.0010

Forward $51.59. Not enough surviving quotes on both wings to measure the skew here.

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.