Options Skew Analytics

AKAM option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 72.85%±8.36skew +3.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
180$12.50$15.00—$70.00—————
180$11.40$14.00—$71.00—————
43$6.30$8.50—$77.0077.21%$0.95$1.551214
51$6.00$6.60—$78.0074.31%$1.15$1.70153
41$5.40$7.00—$79.0076.97%$1.45$2.25191
2044$4.60$5.20—$80.0073.58%$1.80$2.3539441
10$4.10$5.50—$81.0072.82%$2.20$2.703210
102$3.50$4.00—$82.0073.27%$2.65$3.202530
185$3.00$3.5072.65%$83.00—$3.10$3.709157
152$2.60$3.1073.72%$84.00—$3.60$4.3071
40723$2.15$2.6072.12%$85.00—$4.00$4.802473
230$1.75$2.7577.45%$86.00—$4.80$5.4020
3874$1.45$1.8570.85%$87.00—$4.70$6.10262
3229$1.20$1.5570.78%$88.00—$6.00$6.8091
—————$89.00—$5.90$7.6021
132328$0.75$1.0569.61%$90.00—$6.60$8.40416
—————$91.00—$7.30$9.50340
—————$92.00—$8.00$10.5020
—————$93.00—$9.80$11.00732
—————$94.00—$9.80$12.20181
—————$95.00—$11.80$13.30496

Forward $82.85. The 25-delta put carries +3.53 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 65.42%±10.68skew +8.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
029$12.80$15.40—$70.00—————
04$9.20$9.80—$75.0074.42%$1.35$1.802,4121,037
874410$5.80$6.30—$80.0071.94%$2.90$3.303,0281,127
093$5.20$6.40—$81.0073.07%$3.40$3.80443701
1018$4.50$5.20—$82.0071.27%$3.70$4.20935
20$4.20$5.30—$83.0070.53%$4.10$4.705819
350$3.70$4.2065.40%$84.00—$4.60$5.205863
104188$3.30$4.2068.98%$85.00—$5.30$5.801,44130
1117$2.75$3.4064.66%$86.00—$5.20$6.40274
3210$2.40$3.3066.82%$87.00—$6.30$7.00844
07$2.15$2.6064.45%$88.00—$6.40$7.80161
03$1.85$2.6066.91%$89.00—$7.60$8.60660
781,120$1.55$2.0564.18%$90.00—$7.80$9.103,54316
7101$1.40$1.8064.86%$91.00—$8.20$10.102385
1445$1.20$1.7066.09%$92.00—$9.10$10.801544
2213$0.95$1.4064.34%$93.00—$9.70$11.80851
—————$94.00—$10.30$12.60430
153745$0.75$0.9563.95%$95.00—$12.20$13.30999187
—————$96.00—$12.10$14.40200
—————$97.00—$12.90$15.3080
—————$98.00—$13.80$16.20405

Forward $83.35. The 25-delta put carries +8.33 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 57.71%±14.92skew +4.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$27.20$30.10—$55.00—————
—————$70.0062.95%$1.15$1.8001
—————$75.0061.44%$2.15$3.201795
01$7.80$8.80—$79.0059.84%$3.40$4.6067
010$7.40$9.30—$80.0061.07%$3.90$5.2009
—————$81.0059.98%$4.20$5.6002
—————$82.0059.15%$4.60$6.0003
—————$83.0060.54%$5.30$6.6022
—————$84.00—$5.50$7.1010
12$4.70$5.8057.66%$85.00—$6.00$7.5010
20$4.50$5.9061.18%$86.00—————
—————$88.00—$7.60$9.9010
01$3.30$4.6059.62%$89.00—————
21$3.00$4.5060.83%$90.00—$9.10$10.7022
4770$2.35$3.7059.28%$92.00—$10.20$12.4040
10$2.15$3.5059.91%$93.00—$11.80$12.9010
—————$95.00—$12.30$14.8010
21$1.05$1.7556.72%$99.00—————
—————$100.00—$16.30$19.2010
—————$104.00—$20.00$22.7001
—————$107.00—$22.80$26.1010

Forward $83.49. The 25-delta put carries +4.72 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 60.24%±17.00skew +3.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$27.70$30.30—$55.00—————
17$23.00$25.70—$60.0074.71%$0.65$1.001380
082$18.60$21.20—$65.00—————
120$14.60$17.00—$70.0064.44%$1.75$2.302,192859
215$11.10$12.30—$75.0062.55%$3.00$3.704401,449
82245$8.20$8.70—$80.0059.85%$4.70$5.501,184191
177186$5.70$6.2060.24%$85.00—$7.50$8.001,262194
5981,328$3.90$4.3059.89%$90.00—$10.30$11.1044935
71699$2.45$2.8558.64%$95.00—$13.80$14.801,24221
1051,285$1.50$1.8057.67%$100.00—$17.10$19.1095211
—————$105.00—$21.60$23.605030
—————$110.00—$27.00$28.0028111
—————$115.00—$30.50$33.10792
—————$120.00—$35.40$38.10551
—————$125.00—$40.20$43.10390
—————$130.00—$45.20$48.10101
—————$135.00—$50.20$53.4010
—————$140.00—$55.10$58.7010

Forward $83.19. The 25-delta put carries +3.92 volatility points over the 25-delta call.

2026-12-24(48 days)ATM 59.19%±17.96skew +4.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$27.70$30.50—$55.00—————
0—$23.00$25.90—$60.00—————
0—$18.60$21.40—$65.00—————
0—$14.60$17.30—$70.0062.02%$1.60$2.55—0
—————$73.0061.94%$2.30$3.5005
—————$74.0059.92%$2.55$3.50011
01$11.30$12.90—$75.0061.09%$2.75$4.2007
—————$76.0061.23%$3.20$4.50031
—————$77.0060.92%$3.50$4.90010
—————$78.0059.52%$3.90$5.00271
01$8.40$10.20—$80.00—————
—————$83.0059.56%$5.90$7.7003
—————$84.00—$6.50$8.0020
2998$3.80$5.2057.87%$90.00—————
300$2.00$2.8555.52%$97.00—————
0—$1.40$2.2554.86%$100.00—$16.90$19.80—0
—————$105.00—$21.20$24.00—0
—————$110.00—$25.70$28.80—0
—————$115.00—$30.50$33.60—0
—————$120.00—$35.40$38.50—0
—————$125.00—$40.40$44.00—0

Forward $83.67. The 25-delta put carries +4.40 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 57.83%±21.17skew +5.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$42.40$45.20—$40.00—————
08$37.60$40.40—$45.00—————
034$32.80$35.60—$50.00—————
121$28.50$31.10—$55.0070.35%$0.70$0.9553011
023$23.80$26.60—$60.00—————
06$19.50$22.30—$65.0061.53%$1.40$2.306770
038$15.70$18.30—$70.0062.31%$2.90$3.501,8190
1107$12.90$14.50—$75.0061.62%$4.60$5.1085629
5135$9.80$10.60—$80.0059.86%$6.50$7.105,49048
1711,827$7.50$8.1058.21%$85.00—$8.80$9.604,19543
831,170$5.50$6.0057.05%$90.00—$12.00$12.605,97945
112,328$4.00$4.5056.91%$95.00—$14.60$16.307354
191,925$2.90$3.3056.81%$100.00—$18.20$20.202,3710
4706$1.95$2.4056.18%$105.00—$22.00$24.606250
8393$1.40$1.7556.48%$110.00—$27.80$29.007350
—————$115.00—$32.40$33.304260
103,109$0.65$0.9556.80%$120.00—$37.20$38.103081
—————$125.00—$40.50$43.203000
—————$130.00—$45.50$47.705264
—————$135.00—$50.20$53.3030
—————$140.00—$55.10$58.5080

Forward $83.59. The 25-delta put carries +5.50 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 60.78%±27.38skew +8.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$29.50$32.20—$55.00—————
—————$60.0067.05%$1.90$2.801912
02$21.60$24.00—$65.0067.98%$3.50$4.006000
01$18.00$20.30—$70.0067.12%$5.00$5.601274
05$14.90$17.40—$75.0065.06%$6.80$7.206,3650
014$12.30$14.60—$80.0063.23%$8.70$9.402760
026$10.00$11.1062.10%$85.00—$11.10$12.00590
028$8.00$8.7060.46%$90.00—$14.20$14.8032161
406,269$6.40$7.0060.15%$95.00—$16.60$18.6025018
26128$4.60$6.0059.65%$100.00—$20.10$21.90832
031$3.90$4.4059.15%$105.00—$23.50$25.90561
1484$3.00$3.4058.53%$110.00—$27.70$30.30160
089$2.20$2.8558.61%$115.00—$31.70$34.60500
—————$120.00—$36.40$39.00150
565$1.10$1.5556.22%$125.00—$41.20$43.50770
212,523$0.85$1.3557.30%$130.00—$45.60$48.40550
—————$135.00—$50.50$53.10450
—————$140.00—$55.20$58.6060

Forward $83.99. The 25-delta put carries +8.59 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 60.51%±30.90skew +7.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$38.80$41.40—$45.0073.52%$0.75$1.101123
04$30.00$32.90—$55.0067.30%$1.70$2.30460
02$26.20$28.90—$60.0067.76%$2.95$3.407620
11$22.50$25.10—$65.0067.52%$4.40$4.80450
116$19.70$21.80—$70.0066.03%$6.00$6.301,3318
083$16.40$18.80—$75.0064.93%$7.80$8.301,0192
1632$13.90$15.60—$80.0061.99%$9.20$10.603214
3820$11.50$13.0062.26%$85.00—$12.10$13.2014646
37111$9.60$10.4060.64%$90.00—$14.80$16.101,5236
29119$7.60$8.6059.38%$95.00—$17.80$19.502897
101,795$6.20$7.1059.08%$100.00—$21.90$23.0032311
9354$5.00$5.9058.90%$105.00—$24.80$27.102871
7562$4.00$4.9058.74%$110.00—$29.20$31.101050
7593$3.10$4.0058.13%$115.00—$33.90$35.20850
3288$2.35$3.3057.65%$120.00—$36.80$39.60270
50241$1.95$2.4556.92%$125.00—$41.40$44.10510
0248$1.50$1.8556.01%$130.00—$46.00$48.7010
721,156$1.15$1.4555.56%$135.00—$50.70$53.40120
6903$1.05$1.2056.60%$140.00—$55.60$58.2040
—————$145.00—$60.50$63.20180
—————$150.00—$65.20$68.2041

Forward $84.59. The 25-delta put carries +7.90 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.