Options Skew Analytics

AIG option chain

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

Data as of 6 November 2026 (end of day)

2026-12-18(42 days)ATM 23.51%±6.24skew +1.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$21.50$25.50—$55.00—————
031$16.70$20.60—$60.00—————
03$15.70$18.20—$62.50—————
013$12.80$15.70—$65.00—————
0409$11.00$12.90—$67.50—————
04$8.40$11.00—$70.0029.30%$0.40$0.551,3283
083$6.30$8.70—$72.5026.75%$0.60$0.901,1130
02,168$4.40$4.90—$75.0025.41%$1.10$1.504461
0123$2.75$3.10—$77.5023.88%$1.90$2.351293
1529$1.50$1.9523.25%$80.00—$3.20$3.702736
8815$0.80$1.2023.70%$82.50—$5.10$5.5041820
0547$0.45$0.7024.49%$85.00—$5.50$8.101180
—————$87.50—$7.70$10.3060
—————$90.00—$10.00$13.1010

Forward $78.30. The 25-delta put carries +1.71 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 22.76%±7.81skew +2.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$38.90$43.00—$37.50—————
04$36.40$40.50—$40.00—————
02$33.90$37.90—$42.50—————
01$29.00$33.00—$47.50—————
010$26.50$30.40—$50.00—————
014$21.50$25.50—$55.00—————
029$18.00$20.70—$60.00—————
018$15.80$18.30—$62.50—————
0112$13.40$15.40—$65.00—————
0110$11.00$13.40—$67.5028.79%$0.40$0.652807
064$8.70$11.20—$70.0027.18%$0.65$0.955900
194$6.70$8.50—$72.5025.30%$1.05$1.301,3440
0959$4.80$6.70—$75.0024.31%$1.65$2.003,7406
10115$3.40$3.80—$77.5023.28%$2.55$2.901,7145
60802$2.15$2.5522.50%$80.00—$3.80$4.3012316
15132$1.35$1.8023.06%$82.50—$5.30$6.201081
2816$0.85$1.1523.28%$85.00—$5.80$8.30220
30454$0.60$0.8524.81%$87.50—$7.90$10.4050
241,232$0.30$0.4523.82%$90.00—$10.10$12.7010

Forward $78.38. The 25-delta put carries +2.02 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 21.23%±9.04skew +4.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.60$16.30—$65.0031.30%$0.60$0.75768
—————$67.5029.76%$0.75$1.101440
22$9.50$10.40—$70.0028.60%$1.10$1.50332
026$7.70$9.90—$72.5026.88%$1.50$1.95151
08$5.50$8.20—$75.0026.46%$2.20$2.75310
021$4.20$6.70—$77.50—————
053$3.00$3.6021.23%$80.00—————
019$2.10$2.8022.07%$82.50—————
067$1.45$1.8021.61%$85.00—————
02$1.10$1.3022.58%$87.50—————
30107$0.75$0.9523.13%$90.00—————

Forward $79.43. The 25-delta put carries +4.30 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 24.68%±11.71skew +1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$36.50$40.40—$40.00—————
—————$65.0029.88%$0.75$1.15820
02$12.00$14.50—$67.5028.12%$1.00$1.45606
014$9.90$12.40—$70.0026.53%$1.40$1.8012922
08$7.90$10.40—$72.5025.70%$1.90$2.501370
034$6.10$8.60—$75.0024.34%$2.55$3.201301
023$4.50$5.60—$77.5024.21%$3.60$4.30900
11258$3.70$4.3024.74%$80.00—$4.70$5.601280
1074$2.60$3.3024.16%$82.50—$4.80$7.30280
0191$1.90$2.5024.19%$85.00—$6.50$9.3090
2217$1.40$1.9524.63%$87.50—————
0228$0.95$1.5024.72%$90.00—————

Forward $78.62. The 25-delta put carries +1.06 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 24.64%±15.29skew +3.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$30.50$33.50—$47.50—————
05$19.10$22.00—$60.00—————
10$17.20$19.60—$62.5031.08%$1.10$1.751360
01$15.10$17.80—$65.0029.23%$1.40$1.95400
—————$67.5028.46%$1.85$2.452060
02$10.90$13.90—$70.0027.42%$2.35$3.005870
11$9.40$11.80—$72.5026.50%$2.95$3.701730
018$7.80$10.50—$75.0025.83%$3.70$4.602120
091$6.20$9.00—$77.5024.89%$4.60$5.50470
11,618$5.40$6.0024.79%$80.00—$5.80$6.801,0210
0179$4.10$5.0024.21%$82.50—$5.90$9.0050
0223$3.10$4.1023.82%$85.00—————
041$2.50$3.4024.14%$87.50—————
0374$1.90$2.7023.90%$90.00—————
0162$1.15$1.8024.27%$95.00—————
0180$0.80$1.2025.11%$100.00—$20.10$23.40300

Forward $79.38. The 25-delta put carries +3.52 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 24.62%±18.22skew +2.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$60.0030.44%$1.25$1.8550
—————$65.0028.41%$1.90$2.70140
—————$67.5027.53%$2.40$3.2060
—————$70.0026.94%$3.00$3.90250
—————$72.5026.14%$3.60$4.70430
01$8.70$11.70—$75.0025.51%$4.50$5.501090
04$7.40$10.40—$77.5025.19%$5.40$6.70700
050$6.40$7.5024.94%$80.00—$6.60$7.90940
02$5.30$6.3024.47%$82.50—$8.00$9.50560
07$4.20$5.3023.90%$85.00—————
034$3.40$4.5023.80%$87.50—————
044$3.00$3.9024.43%$90.00—————
057$2.00$2.7524.39%$95.00—————
04$1.30$2.0024.59%$100.00—————
06$0.90$1.4525.01%$105.00—————

Forward $79.69. The 25-delta put carries +2.55 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.