Options Skew Analytics

AMZN option chain

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

Data as of 24 September 2026 (end of day)

2026-09-25(1 day)ATM 29.25%±3.82skew -2.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10100$26.60$28.15—$222.50—————
35242$24.10$24.65—$225.00—————
74394$21.45$22.65—$227.50—————
148158$19.10$19.55—$230.00—————
3493$16.00$17.15—$232.5053.74%$0.01$0.021,353390
80401$14.10$15.25—$235.0046.34%$0.01$0.023,8181,311
61440$11.40$13.05—$237.5041.57%$0.02$0.032,9081,080
334821$9.15$9.50—$240.0036.79%$0.04$0.0510,3538,963
8501,225$6.70$7.00—$242.5031.69%$0.08$0.094,61112,975
8,4401,252$4.40$4.55—$245.0029.14%$0.24$0.2610,19723,442
25,9514,279$2.48$2.55—$247.5028.55%$0.77$0.794,42916,566
43,7668,012$1.16$1.2129.70%$250.00—$1.95$2.007,33010,829
25,7968,407$0.48$0.5131.34%$252.50—$3.65$3.806,6121,021
26,02218,581$0.21$0.2234.29%$255.00—$5.55$6.203,8141,592
31,24714,529$0.09$0.1037.24%$257.50—$8.25$8.501,095336
13,66429,116$0.04$0.0540.38%$260.00—$10.65$11.102,2552,059
4,8537,677$0.02$0.0344.11%$262.50—$13.20$13.45268411
3,66614,417$0.01$0.0247.88%$265.00—$15.75$16.507132,073
—————$267.50—$18.25$18.55012
—————$270.00—$20.65$21.10026
—————$272.50—$23.15$23.5011

Forward $249.21. The 25-delta put carries -2.79 volatility points over the 25-delta call.

2026-09-28(4 days)ATM 23.14%±6.04skew -0.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$23.45$24.75—$225.0039.28%$0.01$0.03225
—————$227.5037.27%$0.01$0.05150
5442$18.45$20.40—$230.0034.01%$0.03$0.0416041
06$15.95$18.45—$232.5032.41%$0.04$0.0865112
1018$14.20$15.65—$235.0029.15%$0.07$0.08264235
2023$11.00$13.25—$237.5026.91%$0.11$0.13150190
189105$9.35$10.40—$240.0024.70%$0.19$0.216651,569
33366$7.05$7.60—$242.5023.43%$0.38$0.419091,512
911205$5.00$5.25—$245.0023.02%$0.81$0.847081,930
4,144186$3.30$3.50—$247.5023.18%$1.52$1.728082,884
5,0701,344$2.03$2.1023.13%$250.00—$2.74$2.841,8191,148
6,7403,702$1.17$1.1923.52%$252.50—$4.25$4.451,409327
5,7912,429$0.64$0.6624.26%$255.00—$6.20$6.5040695
1,5251,876$0.36$0.3725.46%$257.50—$7.55$8.7016922
1,8472,201$0.20$0.2326.99%$260.00—$10.55$11.1021594
8481,621$0.11$0.1328.12%$262.50—$11.80$13.85183
3621,124$0.07$0.0829.77%$265.00—$15.15$16.10471
155398$0.04$0.0531.10%$267.50—$16.80$19.2070
5701,633$0.02$0.0332.03%$270.00—$19.30$21.0002
82177$0.02$0.0335.24%$272.50—————
237437$0.01$0.0337.40%$275.00—————

Forward $249.27. The 25-delta put carries -0.51 volatility points over the 25-delta call.

2026-09-30(6 days)ATM 26.81%±8.57skew +0.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$23.55$26.05—$225.0037.85%$0.06$0.0818676
05$21.00$23.45—$227.5035.67%$0.07$0.11181
020$18.80$21.10—$230.0033.60%$0.10$0.1417122
2520$16.10$18.65—$232.5031.60%$0.14$0.19127364
126$14.35$15.70—$235.0029.99%$0.24$0.25353540
012$11.30$13.65—$237.5028.54%$0.36$0.39656143
120118$9.75$10.35—$240.0027.81%$0.61$0.644421,183
11790$7.75$8.85—$242.5027.12%$0.98$1.05703804
64240$5.90$6.45—$245.0026.87%$1.60$1.685271,647
1,011150$4.35$4.55—$247.5027.14%$2.49$2.676361,573
2,065446$3.05$3.2026.77%$250.00—$3.60$3.85757976
2,513240$2.07$2.1326.73%$252.50—$5.10$5.35251149
6,2192,777$1.35$1.3926.96%$255.00—$6.60$7.1537395
1,2411,102$0.85$0.9527.66%$257.50—$8.00$9.20608546
3,5041,827$0.58$0.5928.42%$260.00—$10.00$11.407332
684653$0.38$0.4029.45%$262.50—$12.05$14.10530
560705$0.26$0.2730.59%$265.00—$14.35$16.451051
274191$0.17$0.1931.67%$267.50—$16.85$19.30530
9451,685$0.12$0.1332.82%$270.00—$19.95$21.6584
151146$0.08$0.0933.79%$272.50—————
66587$0.05$0.0634.49%$275.00—$24.30$26.6010

Forward $249.40. The 25-delta put carries +0.17 volatility points over the 25-delta call.

2026-10-02(8 days)ATM 28.75%±10.62skew -0.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
19103$23.85$25.90—$225.0036.30%$0.12$0.151,234124
010$21.25$23.85—$227.5034.54%$0.16$0.19221500
51107$19.05$20.50—$230.0032.80%$0.22$0.242,9171,296
03$16.40$18.60—$232.5031.38%$0.30$0.34486371
3697$14.80$15.85—$235.0030.51%$0.47$0.493,4281,091
439$12.50$13.55—$237.5029.74%$0.71$0.732,0271,614
308470$10.40$11.35—$240.0029.17%$1.05$1.115,9612,750
223247$8.50$8.90—$242.5029.09%$1.57$1.71936846
1,333665$6.70$6.95—$245.0028.88%$2.33$2.422,4991,860
1,239569$5.20$5.35—$247.5028.52%$3.20$3.401,031444
6,7203,611$3.90$4.0028.80%$250.00—$4.50$4.604,0051,026
1,4931,305$2.89$2.9729.06%$252.50—$5.85$6.051,286215
4,4764,229$2.08$2.1229.13%$255.00—$7.55$7.752,022202
3,3001,096$1.48$1.5429.62%$257.50—$8.75$9.70303133
6,4507,406$1.05$1.0830.06%$260.00—$11.15$11.801,223269
1,5741,615$0.74$0.7630.62%$262.50—$12.30$14.10355
4,3525,577$0.52$0.5531.36%$265.00—$15.70$16.3582423
4701,036$0.37$0.3831.98%$267.50—$17.75$19.2586
2,7966,589$0.27$0.2832.93%$270.00—$20.35$21.1012719
270996$0.19$0.2033.63%$272.50—$21.85$24.15200
4242,697$0.14$0.1534.59%$275.00—$24.55$26.20226455

Forward $249.40. The 25-delta put carries -0.53 volatility points over the 25-delta call.

2026-10-05(11 days)ATM 26.74%±11.59skew -0.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$23.80$26.20—$225.00—————
221$18.85$21.90—$230.00—————
—————$232.5029.56%$0.43$0.51339
—————$235.0028.54%$0.58$0.7215268
36$12.60$13.60—$237.5027.61%$0.80$1.015767
2532$10.45$11.30—$240.0027.21%$1.21$1.4210553
02$8.75$9.30—$242.5027.12%$1.71$2.1150146
9560$6.95$7.60—$245.0027.06%$2.60$2.7810111
66226$5.50$6.10—$247.5026.60%$3.40$3.802667
12181$4.20$4.6526.75%$250.00—$4.60$5.0511387
141181$3.20$3.6027.11%$252.50—$5.75$6.5520229
1381,087$2.40$2.5826.95%$255.00—$7.45$8.20724
92240$1.80$2.0527.89%$257.50—$9.35$10.103570
254294$1.27$1.4827.92%$260.00—$10.95$12.301416
7563$0.90$1.1628.62%$262.50—$12.50$14.4506
117577$0.63$0.8528.98%$265.00—$14.95$16.8520
1983$0.37$0.5928.67%$267.50—————
65168$0.34$0.4930.46%$270.00—————
116532$0.17$0.2431.12%$275.00—————
—————$280.00—$29.25$31.9510
—————$300.00—$49.30$51.35010

Forward $249.60. The 25-delta put carries -0.77 volatility points over the 25-delta call.

2026-10-07(13 days)ATM 27.67%±13.05skew -0.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$48.25$51.60—$200.00—————
0—$43.35$46.65—$205.00—————
0—$38.40$41.70—$210.00—————
0—$33.45$36.75—$215.00—————
0—$28.50$31.65—$220.00—————
0—$23.65$26.95—$225.00—————
0—$18.80$21.50—$230.00—————
2—$14.50$16.95—$235.0029.52%$0.72$1.13—6
103—$10.90$11.70—$240.0028.24%$1.41$1.98—27
3,572—$7.60$8.25—$245.0028.66%$2.91$3.60—26
73—$4.85$5.4027.68%$250.00—$4.85$5.70—30
106—$2.85$3.2527.53%$255.00—$7.95$8.80—2
26—$1.66$2.0728.77%$260.00—$11.80$12.50—31
5—$0.80$1.1528.66%$265.00—$15.20$17.00—0
—————$270.00—$19.70$22.30—0
—————$275.00—$24.45$27.65—0
—————$280.00—$29.20$32.25—0
—————$285.00—$34.35$36.70—0
—————$290.00—$39.00$42.05—0
—————$295.00—$43.75$47.05—0
—————$300.00—$48.95$52.15—0

Forward $249.85. The 25-delta put carries -0.53 volatility points over the 25-delta call.

2026-10-09(15 days)ATM 28.88%±14.61skew -0.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
529$24.20$26.45—$225.0032.74%$0.39$0.401,916146
0—$21.80$24.20—$227.5031.83%$0.50$0.53—376
51,076$20.00$21.25—$230.0031.03%$0.66$0.701,06972
33$17.70$19.50—$232.5030.23%$0.85$0.94361507
441$15.55$16.40—$235.0029.80%$1.18$1.251,200534
1133$12.75$15.05—$237.5029.47%$1.61$1.6715987
891850$11.80$12.85—$240.0029.21%$2.14$2.241,578198
3951$10.00$11.15—$242.5028.93%$2.81$2.93123250
502449$8.35$8.65—$245.0028.80%$3.65$3.801,360475
281179$6.90$7.05—$247.5028.83%$4.70$4.85231190
1,3301,131$5.60$5.7028.87%$250.00—$5.95$6.052,138209
471481$4.50$4.6529.05%$252.50—$7.20$7.504711
3261,134$3.55$3.8029.31%$255.00—$8.75$9.10557216
125392$2.82$2.9529.35%$257.50—$10.50$10.804216
1,7522,890$2.21$2.2429.35%$260.00—$11.80$12.7047147
239367$1.68$1.7429.48%$262.50—$13.80$15.202020
9501,415$1.31$1.3930.02%$265.00—$16.05$17.2024447
467439$1.02$1.0430.25%$267.50—$17.50$19.30191
4091,999$0.79$0.8230.75%$270.00—$19.90$21.75491
411305$0.61$0.6231.08%$272.50—$22.20$24.1010
1181,886$0.48$0.4931.67%$275.00—$24.50$27.10226

Forward $249.65. The 25-delta put carries -0.14 volatility points over the 25-delta call.

2026-10-16(22 days)ATM 28.93%±17.75skew +0.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
74740$25.50$26.30—$225.0031.79%$0.75$0.788,088588
0—$22.40$24.80—$227.5031.10%$0.92$1.00—32
3432,802$20.90$21.85—$230.0030.49%$1.18$1.2411,777926
3318$18.65$19.80—$232.5030.16%$1.51$1.61358788
961,893$16.55$17.45—$235.0030.08%$1.99$2.0710,5821,470
2667$14.20$15.50—$237.5029.64%$2.51$2.56404203
2583,735$12.90$13.15—$240.0029.26%$3.05$3.2523,5321,152
6349$11.20$11.50—$242.5028.98%$3.80$4.00441110
1,9823,638$9.65$9.75—$245.0029.24%$4.85$4.9513,2791,356
749176$8.20$8.40—$247.5028.90%$5.80$6.00261268
3,80911,560$6.95$7.0528.92%$250.00—$7.00$7.2514,600747
661433$5.80$5.9528.97%$252.50—$8.35$8.60242140
1,4839,245$4.80$4.9528.96%$255.00—$9.85$10.157,430300
493534$3.95$4.0528.94%$257.50—$11.50$12.1015616
14,87629,264$3.25$3.3029.04%$260.00—$13.20$13.608,382254
491323$2.65$2.7329.29%$262.50—$14.90$15.70120
2,49121,361$2.17$2.2029.48%$265.00—$16.95$17.554,15562
91557$1.74$1.7829.63%$267.50—$18.35$20.1010
4,33430,185$1.41$1.4429.90%$270.00—$20.90$21.854,273146
123271$1.14$1.2030.33%$272.50—$22.40$24.5030
2,19535,340$0.92$0.9530.54%$275.00—$25.55$26.502,90910

Forward $249.87. The 25-delta put carries +0.35 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.

AMZN option chain | Options Skew Analytics