Options Skew Analytics

AMZN option chain

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

Data as of 9 November 2026 (end of day)

2026-11-11(2 days)ATM 40.65%±8.07skew +2.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
4324$25.60$26.00—$242.5059.09%$0.03$0.051,8411,311
65675$23.10$23.65—$245.0056.16%$0.05$0.06551324
599470$20.65$21.00—$247.5054.08%$0.08$0.091,036899
521299$18.15$18.95—$250.0051.53%$0.12$0.13813770
563435$15.75$16.70—$252.5049.19%$0.18$0.20229901
1,192880$13.35$13.75—$255.0047.02%$0.28$0.313063,295
732188$11.05$11.90—$257.5045.31%$0.46$0.497102,571
2,1151,288$8.90$9.10—$260.0043.72%$0.75$0.779023,925
779613$6.85$7.10—$262.5042.50%$1.18$1.253662,214
2,3131,889$5.05$5.25—$265.0041.42%$1.86$1.923,9994,920
1,624508$3.50$3.75—$267.5040.92%$2.83$2.921,4833,673
5,1951,320$2.34$2.4440.13%$270.00—$4.05$4.251412,606
4,005847$1.45$1.5339.74%$272.50—$5.60$5.9066940
12,6101,668$0.86$0.9239.80%$275.00—$7.50$7.8091,279
5,625379$0.48$0.5339.96%$277.50—$9.30$9.9533594
9,234440$0.27$0.2840.26%$280.00—$11.80$12.20512,258
2,135669$0.14$0.1640.96%$282.50—$13.35$15.0020332
2,630332$0.08$0.0942.10%$285.00—$15.30$17.55886
1,005150$0.05$0.0644.10%$287.50—$18.10$20.30020
3,3091,053$0.03$0.0445.86%$290.00—$20.45$22.8004
29026$0.01$0.0448.17%$292.50—————

Forward $268.25. The 25-delta put carries +2.70 volatility points over the 25-delta call.

2026-11-13(4 days)ATM 39.32%±11.05skew +3.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1140$25.45$26.25—$242.5052.53%$0.17$0.191,036529
155921$23.20$24.15—$245.0050.30%$0.22$0.243,072532
341,134$20.90$21.90—$247.5048.54%$0.30$0.322,789346
2781,746$18.55$19.45—$250.0046.80%$0.40$0.444,9393,671
1521,508$16.25$16.65—$252.5045.17%$0.56$0.591,995846
3262,331$13.95$14.55—$255.0043.60%$0.76$0.822,3401,367
2931,407$11.85$12.10—$257.5042.56%$1.09$1.151,129654
92812,216$9.80$10.05—$260.0041.52%$1.53$1.602,4846,000
6141,721$7.90$8.15—$262.5040.64%$2.12$2.229931,797
2,0799,970$6.20$6.45—$265.0040.12%$2.93$3.058243,973
1,0267,090$4.75$4.95—$267.5039.45%$3.90$4.103801,721
9,03512,326$3.55$3.7039.16%$270.00—$5.10$5.358291,381
3,4154,056$2.55$2.6538.66%$272.50—$6.60$6.903391,504
9,2343,785$1.78$1.8638.46%$275.00—$8.35$8.6584429
6,8981,735$1.21$1.2838.45%$277.50—$10.25$10.555550
10,0964,822$0.82$0.8438.52%$280.00—$12.15$12.705754
6,7933,728$0.52$0.5438.45%$282.50—$13.65$15.25130
6,7892,420$0.33$0.3738.99%$285.00—$16.25$17.80190
1,206284$0.20$0.2439.24%$287.50—$18.30$20.10220
2,3932,215$0.13$0.1439.48%$290.00—$20.70$22.4522232
855604$0.08$0.0939.99%$292.50—$22.90$25.102521

Forward $268.35. The 25-delta put carries +3.06 volatility points over the 25-delta call.

2026-11-16(7 days)ATM 33.09%±12.31skew +3.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$30.00$32.60—$237.50—————
05$27.55$30.20—$240.0047.42%$0.22$0.3619117
—————$242.5044.56%$0.26$0.3757
266$22.95$24.90—$245.0042.08%$0.33$0.3910369
—————$247.5041.34%$0.46$0.5429451
15748$18.70$20.35—$250.0039.67%$0.56$0.7034280
4326$16.40$18.05—$252.5037.90%$0.67$0.9126051
120178$14.30$15.20—$255.0037.39%$1.02$1.1949109
3143$12.20$13.00—$257.5036.54%$1.34$1.6328150
48263$10.20$10.75—$260.0036.04%$1.86$2.17144254
10877$8.30$8.80—$262.5035.17%$2.29$2.995969
411442$6.75$7.15—$265.0035.24%$3.40$3.7061195
17788$5.35$5.85—$267.5033.63%$4.05$4.751271
320428$4.10$4.4532.93%$270.00—$5.40$6.0010234
21154$3.00$3.5032.92%$272.50—$6.65$7.501159
444345$2.23$2.5832.82%$275.00—$8.35$9.20030
70102$1.56$1.9132.73%$277.50—$9.35$11.00020
305167$1.09$1.3032.40%$280.00—$12.00$13.0510
33427$0.74$0.9832.88%$282.50—$14.05$15.5005
172122$0.43$0.5931.77%$285.00—$16.15$17.8010
8016$0.35$0.4232.91%$287.50—————

Forward $268.70. The 25-delta put carries +3.30 volatility points over the 25-delta call.

2026-11-18(9 days)ATM 34.12%±14.40skew +4.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$242.5044.54%$0.45$0.66241
06$23.10$25.30—$245.0042.82%$0.60$0.72120192
—————$247.5041.33%$0.71$0.90526
025$18.60$21.05—$250.0039.36%$0.76$1.13301473
012$16.25$18.50—$252.5039.31%$1.20$1.40333
3628$14.25$16.50—$255.0038.44%$1.52$1.805758
427$12.85$14.15—$257.5037.40%$1.88$2.29930
1372$10.95$11.70—$260.0036.67%$2.40$2.9073273
13021$9.15$9.70—$262.5035.85%$3.00$3.6540271
26599$7.65$8.30—$265.0035.57%$3.90$4.5521330
1830$6.10$6.85—$267.5034.49%$4.75$5.5513347
143227$4.85$5.5034.06%$270.00—$6.40$6.85126113
5733$3.80$4.4534.10%$272.50—$7.40$8.25253
305129$2.90$3.2032.92%$275.00—$9.00$10.0536
12457$2.06$2.7033.32%$277.50—$10.75$11.6010
121130$1.60$1.7732.48%$280.00—$11.85$14.301512
33957$1.11$1.4833.07%$282.50—————
11694$0.80$1.1733.58%$285.00—$16.05$18.3010
250$0.55$0.8533.52%$287.50—$18.30$20.8010
6649$0.40$0.6033.65%$290.00—$20.65$23.1010
—————$292.50—$23.10$25.5010

Forward $268.83. The 25-delta put carries +4.19 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 35.71%±16.65skew +3.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
18286$26.05$27.95—$242.5043.43%$0.75$0.811,377242
7565,618$24.30$24.85—$245.0042.28%$0.93$0.9711,3621,618
751,701$22.05$22.55—$247.5041.27%$1.15$1.194,392284
74725,086$19.85$20.15—$250.0040.37%$1.42$1.4825,2112,922
291,610$17.40$18.90—$252.5039.42%$1.74$1.831,692469
9,69523,378$15.60$16.05—$255.0038.62%$2.16$2.2612,4841,187
953,522$13.65$14.10—$257.5038.00%$2.69$2.811,177261
1,62716,623$11.85$12.10—$260.0037.26%$3.30$3.4512,4721,774
4481,871$10.10$10.35—$262.5036.73%$4.05$4.252,4952,960
1,54331,849$8.50$8.75—$265.0036.17%$4.95$5.156,9631,824
4851,819$7.10$7.30—$267.5035.94%$6.05$6.25384984
7,56040,557$5.85$6.0035.56%$270.00—$7.25$7.454,1622,708
1,1112,566$4.70$4.9035.19%$272.50—$8.60$8.9065135
5,77337,066$3.75$3.9034.84%$275.00—$10.15$10.451,792207
1,0311,100$2.98$3.1034.76%$277.50—$11.80$12.1517438
5,53423,840$2.32$2.3934.50%$280.00—$13.05$14.052,12873
303—$1.78$1.8634.45%$282.50—$14.80$16.30—0
2,45315,781$1.36$1.4334.47%$285.00—$16.85$18.201,43467
516—$1.03$1.1034.59%$287.50—$19.00$20.90—0
3,34341,080$0.78$0.8234.64%$290.00—$21.50$22.902272
8,22720,374$0.46$0.5035.50%$295.00—$26.25$27.805177

Forward $268.55. The 25-delta put carries +3.50 volatility points over the 25-delta call.

2026-11-23(14 days)ATM 33.96%±17.87skew +2.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$47.60$50.75—$220.00—————
0—$42.50$45.90—$225.00—————
0—$37.80$40.90—$230.00—————
0—$32.75$36.15—$235.0045.22%$0.48$0.78—206
0—$28.10$31.40—$240.0042.59%$0.67$1.04—7
0—$23.25$26.75—$245.00—————
0—$19.05$22.05—$250.0037.79%$1.52$1.82—32
13—$15.65$16.60—$255.00—————
44—$11.60$12.90—$260.0034.55%$3.10$4.10—20
106—$8.70$9.60—$265.0033.03%$4.60$5.75—6
119—$6.15$6.9034.01%$270.00—$7.55$8.05—593
79—$4.00$4.7033.22%$275.00—$9.80$11.05—9
44—$2.36$2.9432.06%$280.00—$13.05$14.50—0
31—$1.52$1.7832.22%$285.00—$16.05$19.50—3
107—$0.88$1.0932.35%$290.00—$20.45$23.90—0
—————$295.00—$25.15$28.35—1
11—$0.29$0.4833.98%$300.00—$29.90$33.40—0
—————$305.00—$34.80$38.00—0
—————$310.00—$39.80$42.95—0
—————$315.00—$44.80$48.25—0
—————$320.00—$49.80$53.25—0

Forward $268.72. The 25-delta put carries +2.49 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 33.00%±19.70skew +3.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$26.70$28.85—$242.5039.10%$1.24$1.31—14
27275$24.90$25.90—$245.0038.25%$1.46$1.571,161410
0—$22.15$23.70—$247.5037.63%$1.79$1.87—148
721,567$20.65$21.90—$250.0036.84%$2.10$2.25703414
0—$17.85$20.10—$252.5036.17%$2.53$2.67—121
871,046$16.70$17.95—$255.0035.52%$3.00$3.2083693
7—$14.70$15.75—$257.5034.96%$3.55$3.85—17
2361,273$13.05$13.45—$260.0034.44%$4.25$4.55700139
15—$11.35$11.75—$262.5033.90%$5.05$5.35—333
6271,719$9.85$10.05—$265.0033.53%$6.00$6.30481183
169—$8.40$8.75—$267.5033.19%$7.05$7.40—139
4,7942,673$7.15$7.4032.96%$270.00—$8.30$8.60405724
262—$6.00$6.2532.70%$272.50—$9.60$10.00—113
4401,826$4.95$5.2032.33%$275.00—$11.10$11.50102100
84—$4.05$4.3032.09%$277.50—$12.65$13.90—0
1,1011,958$3.30$3.5532.00%$280.00—$14.05$15.001664
38—$2.67$2.8231.71%$282.50—$15.60$17.00—0
9012,028$2.15$2.2631.64%$285.00—$17.65$18.851863
39—$1.70$1.8231.61%$287.50—$19.55$20.95—6
7302,126$1.35$1.4631.68%$290.00—$21.30$23.7510
4095,508$0.85$0.9331.96%$295.00—$25.85$28.1522

Forward $268.82. The 25-delta put carries +3.80 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 32.94%±23.19skew +3.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
185$53.35$55.60—$215.0049.12%$0.43$0.58696148
074$48.45$50.90—$220.0046.30%$0.53$0.652,004124
043$43.65$46.05—$225.0044.35%$0.72$0.80535290
14188$38.90$40.95—$230.0042.51%$0.95$1.03979265
15101$34.20$36.40—$235.0040.50%$1.20$1.34763288
22160$29.60$32.00—$240.0038.81%$1.61$1.751,371666
121,767$26.00$27.75—$245.0037.19%$2.11$2.35647352
131,064$21.30$23.05—$250.0035.87%$2.92$3.10726271
38677$17.30$18.90—$255.0034.87%$3.90$4.301,011345
2741,222$14.40$15.40—$260.0034.36%$5.50$5.75922115
4041,285$11.25$11.75—$265.0033.48%$7.25$7.60125292
1,2191,503$8.55$9.0032.94%$270.00—$9.55$9.90224126
6911,276$6.35$6.7532.55%$275.00—$12.25$12.6574231
8633,195$4.50$4.8031.80%$280.00—$14.75$16.109131
3501,240$3.15$3.2531.24%$285.00—$18.25$19.85016
559887$2.12$2.3731.40%$290.00—$21.90$24.3542
126540$1.39$1.5431.05%$295.00—————
514991$0.95$1.0631.41%$300.00—$30.80$33.3050
144200$0.63$0.7631.90%$305.00—————
—————$310.00—$40.40$42.9050
10282$0.28$0.3532.64%$315.00—————

Forward $269.05. The 25-delta put carries +3.63 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.