Options Skew Analytics

AMC option chain

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

Data as of 24 September 2026 (end of day)

2026-11-20(57 days)ATM 91.77%±1.05skew -14.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$2.16$2.58—$0.50—————
06$1.20$1.50—$1.5098.51%$0.01$0.0220
7147$0.84$1.00—$2.0082.63%$0.04$0.063580
222251$0.51$0.67—$2.5086.30%$0.18$0.22595366
5851,470$0.35$0.3890.68%$3.00—$0.40$0.4655377
2371,591$0.20$0.2897.36%$3.50—$0.76$0.92470
316691$0.13$0.18100.51%$4.00—$1.19$1.41211
3482$0.09$0.13105.70%$4.50—————
8573,278$0.08$0.11115.41%$5.00—————

Forward $2.89. The 25-delta put carries -14.21 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 91.95%±1.28skew -14.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
13370$2.23$2.56—$0.50—————
57325$1.71$2.00—$1.00—————
132,782$1.30$1.50—$1.5089.79%$0.02$0.031,9036
495,910$0.87$1.06—$2.0084.19%$0.08$0.117,118323
4109,132$0.66$0.71—$2.5085.58%$0.24$0.306,31246
2,05715,349$0.43$0.4790.34%$3.00—$0.50$0.622,88431
524,261$0.29$0.3494.18%$3.50—$0.86$0.881,116880
3644,268$0.20$0.2496.29%$4.00—$1.27$1.472173
581,872$0.15$0.18100.16%$4.50—$1.62$1.971172
2,10416,352$0.12$0.17108.12%$5.00—$2.10$2.371040
35934$0.11$0.12110.91%$5.50—$2.56$2.8820
944,586$0.07$0.10110.88%$6.00—$3.10$3.40180
1,4127,588$0.07$0.09124.25%$7.00—$4.10$4.35100

Forward $2.89. The 25-delta put carries -14.58 volatility points over the 25-delta call.

2027-01-15(113 days)ATM 86.95%±1.41skew -11.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20979$2.34$2.54—$0.50—————
76,080$1.72$2.00—$1.00108.55%$0.01$0.0216,850100
299,543$1.33$1.51—$1.5085.29%$0.03$0.043,9833
39022,193$0.99$1.10—$2.0084.06%$0.12$0.149,57615
1,14314,850$0.72$0.75—$2.5086.99%$0.30$0.366,40170
1,78327,635$0.49$0.5385.50%$3.00—$0.56$0.6237,66266
52910,467$0.35$0.3988.55%$3.50—$0.91$1.0211,1440
11414,049$0.25$0.3091.35%$4.00—$1.27$1.521,8700
816,327$0.17$0.2896.76%$4.50—$1.66$2.009421
2,20438,339$0.15$0.2098.71%$5.00—$2.14$2.442,1681
512,379$0.14$0.16103.05%$5.50—$2.61$2.893200
1044,111$0.12$0.14106.74%$6.00—$3.15$3.4030
48817,763$0.10$0.11114.03%$7.00—$4.10$4.358720
3,704115,361$0.08$0.09136.55%$10.00—$7.05$7.308360

Forward $2.92. The 25-delta put carries -11.72 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 89.51%±1.83skew -13.24
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$2.26$2.51—$0.50—————
4281$1.75$2.02—$1.0092.49%$0.01$0.032052
10428$1.29$1.56—$1.5090.14%$0.07$0.11640
13520$0.96$1.20—$2.0086.58%$0.19$0.252,3083
91,950$0.75$0.91—$2.5085.64%$0.40$0.462,8061
9143,767$0.61$0.6884.94%$3.00—$0.63$0.787170
1,643763$0.47$0.5889.66%$3.50—$0.94$1.111,3360
1951,031$0.37$0.4086.90%$4.00—$1.32$1.5420
56512$0.30$0.3892.78%$4.50—$1.79$2.00140
78906$0.25$0.2992.81%$5.00—$2.23$2.50290
61207$0.20$0.2896.53%$5.50—$2.70$2.95210
104443$0.18$0.2498.88%$6.00—$3.15$3.4520
6505,001$0.14$0.18101.89%$7.00—————

Forward $2.94. The 25-delta put carries -13.24 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.