Options Skew Analytics

AMT 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 29.06%±18.77skew +0.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$58.40$62.30—$130.00—————
08$53.60$57.00—$135.00—————
13$48.60$52.00—$140.00—————
04$43.70$46.90—$145.00—————
011$39.20$42.00—$150.00—————
09$34.70$37.10—$155.00—————
1145$29.90$32.30—$160.00—————
0156$25.20$27.60—$165.00—————
0119$20.70$23.20—$170.0030.12%$1.00$1.452262
0272$16.50$19.00—$175.0029.56%$1.75$2.303245
12414$13.40$14.00—$180.0029.05%$2.90$3.501154
0180$10.00$11.40—$185.0029.07%$4.50$5.401417
33916$7.20$8.10—$190.0028.98%$6.80$7.6017935
51,091$4.90$6.3029.49%$195.00—$9.60$10.608256
1851,537$3.30$4.6029.67%$200.00—$12.60$14.2050
34595$1.35$1.8528.69%$210.00—$19.70$22.3030
491,186$0.50$0.7528.91%$220.00—————

Forward $190.45. The 25-delta put carries +0.37 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 29.35%±24.36skew +1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$83.20$86.90—$105.00—————
01$68.40$72.10—$120.00—————
02$63.40$67.20—$125.00—————
08$58.40$62.10—$130.00—————
09$54.10$57.00—$135.00—————
028$49.20$52.00—$140.00—————
072$44.20$47.10—$145.00—————
026$39.80$42.30—$150.00—————
0112$34.50$37.50—$155.00—————
0166$30.10$32.60—$160.00—————
0121$25.90$28.00—$165.0029.72%$1.45$1.903013
0259$21.80$24.20—$170.0030.36%$2.40$3.101,2542
0169$18.10$19.60—$175.0029.62%$3.60$4.101647
12133$14.50$16.10—$180.0029.50%$4.90$6.001520
3440$11.40$13.00—$185.0029.24%$6.70$8.101260
1771$8.70$10.1029.28%$190.00—$9.10$10.604332
1527$6.60$8.3029.79%$195.00—$11.00$13.40480
1131,560$4.90$5.8028.65%$200.00—$14.30$16.601102
1463,796$2.45$3.0027.96%$210.00—$21.80$24.40130
8749$1.15$1.4027.55%$220.00—$30.50$33.2010
3356$0.45$0.7027.54%$230.00—————

Forward $189.55. The 25-delta put carries +1.66 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 30.06%±34.65skew +1.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$58.50$62.10—$130.00—————
01$54.40$57.10—$135.00—————
02$49.70$52.40—$140.00—————
02$44.90$47.70—$145.0030.55%$0.70$1.10880
03$40.90$43.30—$150.0030.57%$1.05$1.702531
011$36.40$39.00—$155.0031.63%$1.70$2.801300
05$32.20$34.90—$160.0030.62%$2.45$3.302091
017$28.50$31.10—$165.0030.95%$3.70$4.4022015
024$24.90$27.40—$170.0030.98%$5.20$5.604062
0640$21.30$23.00—$175.0030.31%$6.50$7.00610
1255$18.40$20.90—$180.0029.66%$7.70$9.001270
0153$15.70$17.20—$185.0030.58%$10.00$11.80720
5417$12.90$15.60—$190.0030.58%$12.30$14.40110
0254$10.90$12.7030.02%$195.00—$14.80$16.50320
70318$8.90$11.3030.52%$200.00—$17.00$19.4060
2150$5.90$6.9029.11%$210.00—$24.20$26.6050
2236$3.70$5.3029.95%$220.00—$32.30$34.5002

Forward $190.91. The 25-delta put carries +1.02 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 30.36%±38.54skew +1.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$155.0032.14%$2.40$3.80420
—————$160.0031.30%$2.95$4.80110
013$29.60$32.10—$165.0031.58%$4.30$6.10260
—————$170.0031.27%$5.70$7.40600
021$19.90$22.50—$180.0032.30%$9.70$11.7041
026$17.00$19.50—$185.00—————
0119$14.40$16.80—$190.00—————
110$12.10$14.7030.37%$195.00—$16.30$18.1010
03$10.20$11.9029.55%$200.00—————
016$6.80$9.2029.85%$210.00—————
6354$4.50$6.5029.62%$220.00—————
04$2.90$4.5029.45%$230.00—————
—————$280.00—$89.20$92.00—0

Forward $191.13. The 25-delta put carries +1.65 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.