Options Skew Analytics

AGQ option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 64.48%±6.85skew -2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
40$5.50$7.10—$71.0064.15%$0.60$0.80256
41$4.80$6.10—$72.0060.84%$0.70$0.95252
2156$4.40$5.40—$73.00—————
2585$3.80$4.30—$74.0063.74%$1.25$1.80420
—————$74.5065.96%$1.50$2.105313
3342$3.20$4.00—$75.0064.01%$1.70$2.15187139
57$2.70$3.50—$75.50—————
2117$2.70$3.40—$76.00—————
2726$2.45$2.95—$76.50—————
88120$2.45$2.7064.49%$77.00—$2.60$3.20477
779$2.00$2.4060.91%$77.50—$2.80$3.406715
—————$78.00—$2.70$3.802542
—————$78.50—$3.40$4.70551
9763$1.50$1.8061.72%$79.00—$3.70$4.70508
10168$1.30$1.5063.57%$80.00—$4.60$4.9016314
—————$80.50—$4.50$7.10290
—————$81.00—$5.00$6.10480
—————$81.50—$5.30$6.70190
2046$0.80$0.9562.97%$82.00—$5.90$6.70554
—————$82.50—$6.30$6.90521
3176$0.70$1.0068.41%$83.00—$6.80$7.90170

Forward $76.67. The 25-delta put carries -2.13 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 64.82%±11.94skew -2.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
30$9.30$12.70—$67.00—————
01$7.50$10.90—$69.0065.91%$1.30$2.10140
033$7.70$9.50—$70.00—————
03$6.50$8.90—$71.0064.52%$2.00$2.45291
05$6.50$8.00—$72.0065.69%$2.30$3.002911
05$5.50$8.10—$73.0069.21%$2.75$3.80351
248$6.00$6.30—$74.0072.04%$3.20$4.60230
115$5.30$6.00—$75.0064.86%$3.70$4.0015610
—————$76.0069.88%$3.70$5.70410
1522$3.90$5.3064.04%$77.00—————
1493$3.80$4.7065.34%$78.00—$4.70$7.8091
—————$78.50—$4.90$7.9010
114$3.50$4.9070.31%$79.00—$5.70$6.70301
—————$80.00—$6.30$8.402162
—————$80.50—$6.60$8.1010
—————$81.00—$6.30$9.80560
218$2.50$4.1072.78%$82.00—$7.70$9.7050
—————$83.00—$7.40$10.50140
2123$1.95$3.2070.82%$84.00—$8.80$11.7050
18112$1.85$2.5068.60%$85.00—$10.00$12.0090
—————$86.00—$10.50$12.50190

Forward $76.80. The 25-delta put carries -2.69 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 78.05%±33.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
037$20.10$23.60—$59.00—————
15422$20.70$22.20—$60.0078.29%$3.90$6.203091
09$18.80$22.40—$61.00—————
013$17.90$21.90—$62.00—————
046$16.90$21.40—$63.00—————
037$16.40$20.50—$64.00—————
0145$15.80$20.10—$65.00—————
059$15.70$19.50—$66.0074.52%$5.40$8.4050
033$15.00$19.00—$67.0073.93%$5.60$8.9090
046$14.20$18.30—$68.0073.60%$5.80$9.50140
040$14.00$17.30—$69.0076.19%$7.20$9.8060
1323$14.90$16.90—$70.0074.02%$7.70$9.6052442
7163$12.80$14.10—$75.0075.67%$10.10$12.907815
18326$10.80$12.1075.84%$80.00—$13.00$14.60850
1183$9.20$11.0078.21%$85.00—$16.70$19.40890
261,394$8.50$9.0079.12%$90.00—$20.80$22.40491
024$6.60$9.8077.46%$91.00—$21.30$24.0060
070$6.30$9.6077.55%$92.00—$21.40$24.9020
039$6.10$9.8079.12%$93.00—$22.40$25.5070
—————$94.00—$23.30$26.5010
0160$6.70$9.3082.45%$95.00—$23.60$27.00190

Forward $76.98. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(265 days)ATM 82.67%±55.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$21.50$25.50—$68.0076.00%$11.40$15.5010
04$21.50$25.50—$69.0078.31%$12.60$16.4050
2170$22.20$24.30—$70.0077.45%$12.70$17.001430
—————$71.0077.23%$13.30$17.40470
03$20.20$24.20—$72.0077.41%$13.90$18.0020
012$19.80$23.70—$73.0077.12%$14.40$18.5020
01$19.30$23.50—$74.0078.29%$15.60$19.0010
067$19.30$23.00—$75.0079.19%$16.20$20.00140
03$19.00$22.50—$76.00—————
025$18.20$22.50—$77.0077.77%$16.90$21.00240
05$17.80$22.0079.94%$79.00—$18.90$22.5090
066$17.80$21.5080.34%$80.00—$19.20$23.00480
217$17.70$21.0080.49%$81.00—————
02$17.60$20.5080.63%$82.00—————
020$16.60$20.5079.93%$83.00—————
03$16.40$20.5080.81%$84.00—————
037$16.20$20.0080.67%$85.00—$22.30$26.50180
03$15.80$19.9080.89%$86.00—————
011$15.60$19.5080.90%$87.00—————
07$15.10$19.5081.08%$88.00—————
011$15.10$19.0081.24%$89.00—————

Forward $78.17. 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.

AGQ option chain | Options Skew Analytics