Options Skew Analytics

AMT option chain

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

Data as of 24 September 2026 (end of day)

2026-10-16(22 days)ATM 25.98%±10.66skew +0.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$46.40$50.50—$120.00—————
02$36.40$40.40—$130.00—————
01$31.40$35.40—$135.00—————
010$26.40$30.50—$140.00—————
018$21.90$25.10—$145.00—————
019$17.60$19.20—$150.00—————
26$12.90$14.40—$155.0026.37%$0.55$0.7046469
086$8.30$9.90—$160.0026.20%$1.50$1.60926252
1753$5.10$5.70—$165.0026.12%$3.00$3.50592131
36433$2.65$3.3025.77%$170.00—$5.60$6.4073419
45782$1.20$1.6525.36%$175.00—$9.20$9.8038420
851,284$0.50$0.6524.84%$180.00—$12.80$14.10451
92611$0.15$0.2524.51%$185.00—$17.30$19.60880
—————$190.00—$22.40$25.0090
—————$195.00—$26.70$29.6010
—————$200.00—$31.70$34.3050
—————$210.00—$41.70$44.6010

Forward $167.16. The 25-delta put carries +0.84 volatility points over the 25-delta call.

2026-11-20(57 days)ATM 28.15%±18.68skew +1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$145.0029.32%$0.75$1.00807
03$18.20$20.50—$150.0029.03%$1.40$1.7018521
—————$155.0028.24%$2.35$2.6048448
—————$160.0028.12%$3.70$4.201296
01$8.40$9.60—$165.0028.85%$5.80$6.509145
2610$5.90$6.9027.90%$170.00—$8.20$8.7039620
7525$3.90$4.4026.51%$175.00—$11.30$12.70360
35122$2.55$3.1026.84%$180.00—$14.90$16.0090
12143$1.55$2.0026.58%$185.00—$18.10$20.6010
499$1.00$1.2526.76%$190.00—————

Forward $167.94. The 25-delta put carries +1.40 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 27.35%±22.27skew +2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$66.40$70.40—$100.00—————
07$36.60$40.10—$130.00—————
07$32.50$35.20—$135.00—————
03$28.00$30.50—$140.00—————
03$23.60$25.90—$145.0029.05%$1.30$1.801723
110$19.80$21.50—$150.0029.14%$2.15$2.8539958
06$15.70$17.60—$155.0028.62%$3.30$4.0013920
0147$12.40$14.50—$160.0027.56%$4.80$5.2039123
2166$9.40$11.30—$165.0028.50%$6.80$7.901815
2028$7.40$9.0027.38%$170.00—$9.20$9.801370
2169$5.30$6.6026.64%$175.00—$11.70$13.4018210
50119$3.80$4.9026.64%$180.00—$14.90$16.30900
1147$2.55$3.6026.49%$185.00—$18.70$21.30350
344278$1.75$2.4026.16%$190.00—$22.90$25.50710
1220$1.10$1.7526.24%$195.00—$27.50$29.50140
71,021$0.85$1.0026.05%$200.00—$32.00$34.8090
—————$210.00—$41.70$44.60150
—————$220.00—$51.70$54.8020

Forward $168.69. The 25-delta put carries +2.13 volatility points over the 25-delta call.

2027-01-15(113 days)ATM 27.63%±25.76skew +2.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$56.40$60.40—$110.00—————
02$46.50$50.30—$120.00—————
08$41.60$44.60—$125.00—————
412$38.10$39.80—$130.00—————
08$32.80$35.60—$135.0029.37%$0.80$1.30560
030$28.60$31.00—$140.0028.86%$1.30$1.907617
072$24.40$26.70—$145.0028.32%$2.05$2.6512319
025$20.40$22.30—$150.0027.95%$3.00$3.8016322
0102$16.60$18.80—$155.0028.19%$4.50$5.4067967
5155$13.20$15.30—$160.0027.45%$6.10$7.0042819
2105$10.70$12.40—$165.0027.52%$8.30$9.302807
12155$8.40$9.7027.63%$170.00—$10.70$12.203,6720
7141$6.10$7.3026.52%$175.00—$13.00$15.401160
5120$4.50$5.7026.48%$180.00—$16.40$18.301400
2132$3.20$4.2026.05%$185.00—$20.10$22.60651
4231$2.40$3.2026.35%$190.00—$23.90$26.604943
5311$1.60$2.2025.75%$195.00—$28.20$30.70422
4863$1.10$1.6525.89%$200.00—$32.40$35.201110
—————$210.00—$41.90$44.60440
—————$220.00—$51.60$55.2080
—————$230.00—$61.30$65.20140

Forward $167.57. The 25-delta put carries +2.14 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 27.30%±31.94skew +2.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$130.0029.64%$1.15$1.80481
01$34.00$36.80—$135.0029.40%$1.60$2.65255
02$29.80$32.70—$140.0029.45%$2.40$3.70150
03$25.80$28.20—$145.0028.16%$3.40$4.20605
03$22.20$25.10—$150.0028.37%$5.00$5.5017325
011$19.60$21.30—$155.0028.56%$6.70$7.306714
24$15.70$18.30—$160.0028.36%$8.60$9.201714
015$13.40$15.90—$165.0028.18%$10.80$11.40950
216$11.20$12.6027.56%$170.00—$12.70$14.104150
2627$8.70$10.4026.84%$175.00—$14.60$17.30540
332$7.50$8.1026.81%$180.00—$18.40$20.9012430
298$5.60$6.7026.39%$185.00—$21.60$24.20650
17300$4.10$5.3025.81%$190.00—$25.50$27.4060
134$3.10$4.3025.78%$195.00—$29.40$31.60280
1255$2.50$3.4025.96%$200.00—$33.60$35.9060
0114$1.30$2.1525.75%$210.00—$42.40$45.1090

Forward $168.47. The 25-delta put carries +2.59 volatility points over the 25-delta call.

2027-04-16(204 days)ATM 27.54%±34.61skew +3.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$140.0029.94%$3.30$4.50612
—————$150.0028.68%$5.30$7.2040
—————$155.0028.50%$6.90$9.00310
—————$160.0028.16%$8.80$10.9010
—————$170.00—$13.50$15.30200
13$7.60$9.6026.98%$180.00—$19.20$21.3010
01$6.00$7.6026.30%$185.00—————
02$4.60$6.7026.54%$190.00—————
01$2.65$4.0025.46%$200.00—————

Forward $168.07. The 25-delta put carries +3.22 volatility points over the 25-delta call.

2027-10-15(386 days)ATM 27.48%±47.77skew +3.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$81.00$86.00—$85.00—————
11$57.70$60.30—$110.00—————
—————$125.0030.12%$2.85$4.6020
01$37.00$40.60—$135.00—————
01$33.50$37.40—$140.0028.78%$5.40$8.3020
—————$145.0029.17%$7.30$10.0010
—————$150.0028.97%$9.10$11.6010
—————$155.0029.12%$11.50$13.4050
014$21.70$24.10—$160.00—————
04$19.00$22.50—$165.0028.29%$15.10$18.00210
08$16.70$20.0028.44%$170.00—$18.20$20.301160
090$14.60$17.0027.57%$175.00—$20.10$23.10510
093$12.60$14.9027.19%$180.00—————
02$10.40$13.6026.99%$185.00—$26.00$29.5010
07$8.90$12.0026.84%$190.00—————
011$6.20$9.0026.15%$200.00—————
04$2.90$4.7025.14%$220.00—————

Forward $169.06. The 25-delta put carries +3.02 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.