Options Skew Analytics

AMP 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 29.89%±57.18skew +5.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$141.70$149.80—$340.00—————
02$122.20$130.80—$360.00—————
02$84.70$91.80—$400.00—————
08$75.30$81.80—$410.00—————
01,135$66.40$71.20—$420.00—————
01,122$58.60$62.90—$430.0033.84%$5.00$7.5032
05$42.70$47.50—$450.0034.22%$9.30$14.006231
181$35.70$40.10—$460.0033.76%$12.60$17.00634
03$28.00$33.40—$470.0031.77%$15.70$19.102554
03$22.00$29.00—$480.0031.07%$19.00$24.00221
15$17.20$22.3029.63%$490.00—$23.80$28.9010
033$13.40$17.7029.35%$500.00—$30.00$35.20580
120$11.10$13.9029.76%$510.00—$36.00$40.20101
015$6.30$10.4027.62%$520.00—$43.00$46.9010
06$5.50$8.0028.52%$530.00—$51.00$54.7030
—————$540.00—$58.20$63.20839
—————$550.00—$66.60$72.201911
—————$560.00—$76.20$81.501170
—————$570.00—$84.80$91.2010
—————$590.00—$102.20$111.0001

Forward $484.03. The 25-delta put carries +5.70 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 29.13%±68.15skew +4.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$104.20$111.90—$380.00—————
01$77.00$82.90—$410.00—————
01$68.60$74.50—$420.00—————
—————$430.0031.41%$6.50$10.2030
—————$440.0031.28%$9.10$12.6010
23$45.00$50.80—$450.0030.79%$12.30$14.80341
25$38.00$43.90—$460.0029.92%$14.90$17.901041
08$32.00$38.00—$470.0028.84%$17.00$22.10150
09$26.30$33.30—$480.0029.12%$22.00$26.9090
04$21.20$27.9029.13%$490.00—$27.00$32.40111
034$17.10$22.0028.14%$500.00—$33.00$37.60130
012$13.70$17.9027.89%$510.00—$39.00$44.3070
217$10.90$16.1028.73%$520.00—$46.00$49.3072
05$7.80$11.4027.02%$530.00—$52.70$57.5077
—————$540.00—$60.20$65.20261
07$4.70$7.0026.94%$550.00—$69.00$72.30110
—————$560.00—$75.00$82.1050
—————$570.00—$85.20$91.3010
—————$580.00—$93.40$100.9010
—————$590.00—$102.40$111.2010

Forward $484.80. The 25-delta put carries +4.27 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 28.07%±95.24skew +0.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$128.50$136.50—$360.00—————
—————$380.0030.28%$4.30$5.70010
—————$400.0030.38%$6.80$9.9053
01$86.00$91.50—$410.0029.65%$8.50$11.205528
—————$430.0029.24%$13.00$16.2001
—————$440.0028.16%$14.00$19.1020
06$57.00$62.20—$450.0029.03%$17.00$25.0010
03$50.00$55.90—$460.00—————
—————$470.0027.97%$25.00$30.8030
116$41.90$45.30—$480.00—————
60$30.50$34.1028.07%$500.00—$40.50$46.3040
03$25.40$29.9027.48%$510.00—————
04$21.80$26.0027.27%$520.00—$53.00$58.4021
28$20.00$22.6027.68%$530.00—$60.00$63.5044
023$15.00$19.4026.60%$540.00—$67.00$70.5010
—————$560.00—$79.80$86.2010
—————$570.00—$89.00$94.2010
027$7.90$13.1027.99%$580.00—————

Forward $488.67. The 25-delta put carries +0.17 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.