Options Skew Analytics

AMC 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 71.89%±0.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0374$2.48$2.78—$0.50—————
0277$2.00$2.30—$1.00—————
12,731$1.48$1.78—$1.50125.27%$0.01$0.021,92725
1074,886$1.08$1.28—$2.0086.98%$0.01$0.036,78068
4358,420$0.66$0.76—$2.5072.43%$0.06$0.076,621809
1,60813,681$0.35$0.38—$3.0070.21%$0.21$0.243,9501,145
2,13411,038$0.18$0.1974.91%$3.50—$0.51$0.605,25472
2,4856,791$0.09$0.1079.32%$4.00—$0.92$1.043482
6993,001$0.05$0.0889.39%$4.50—$1.33$1.561210
1,45023,516$0.04$0.0596.60%$5.00—$1.78$2.101080
91,321$0.04$0.06112.99%$5.50—————
105,100$0.03$0.05119.26%$6.00—$2.72$3.15200
34011,160$0.04$0.05142.70%$7.00—$3.65$4.15100
2572,023$0.03$0.05156.09%$8.00—————

Forward $3.14. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(70 days)ATM 72.47%±1.01skew -12.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
4929$2.51$2.80—$0.50—————
985,360$2.04$2.21—$1.00—————
19,257$1.56$1.75—$1.50103.74%$0.01$0.034,5518
19722,023$1.12$1.23—$2.0083.66%$0.04$0.059,421133
98215,557$0.73$0.81—$2.5072.32%$0.10$0.136,936358
5,13531,103$0.44$0.50—$3.0071.16%$0.29$0.3111,774288
1,87514,643$0.26$0.3073.57%$3.50—$0.57$0.635,536176
57220,684$0.17$0.2079.64%$4.00—$0.92$1.121,70677
1,1458,614$0.12$0.1485.31%$4.50—$1.38$1.599151
71653,474$0.09$0.1292.97%$5.00—$1.85$2.092,168110
13813,700$0.07$0.1098.76%$5.50—$2.30$2.583980
1594,578$0.07$0.10108.86%$6.00—$2.80$3.1550
34925,224$0.05$0.07116.26%$7.00—$3.80$4.158470
351,454$0.05$0.08132.00%$8.00—$4.75$5.15200
1,889125,929$0.06$0.07153.74%$10.00—$6.80$7.005791

Forward $3.17. The 25-delta put carries -12.99 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 76.55%±1.48skew -4.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
036$2.40$2.80—$0.50—————
8317$2.01$2.29—$1.00106.43%$0.01$0.0225712
11440$1.55$1.79—$1.5086.13%$0.01$0.06976
0656$1.16$1.39—$2.0082.01%$0.10$0.122,37310
1912,830$0.82$0.96—$2.5078.98%$0.23$0.273,41217
1906,581$0.61$0.73—$3.0076.98%$0.44$0.493,449234
1,8105,904$0.46$0.4876.50%$3.50—$0.76$0.802,46783
7274,933$0.32$0.3677.96%$4.00—$1.09$1.318471
2602,343$0.25$0.2780.92%$4.50—$1.55$1.6388151
6433,665$0.19$0.2283.82%$5.00—$1.94$2.13291
38593$0.16$0.1887.29%$5.50—$2.42$2.62231
1941,492$0.14$0.1691.61%$6.00—$2.73$3.058105
—————$7.00—$3.80$4.0550
3193,764$0.09$0.14108.12%$8.00—$4.75$5.05300

Forward $3.21. The 25-delta put carries -4.84 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.