Options Skew Analytics

AON option chain

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

Data as of 6 November 2026 (end of day)

2027-01-15(70 days)ATM 27.25%±40.41skew +1.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
058$135.90$139.40—$200.00—————
01$115.90$120.00—$220.00—————
02$106.10$110.10—$230.00—————
03$96.20$100.20—$240.00—————
03$86.70$90.10—$250.00—————
05$77.00$79.90—$260.00—————
076$67.40$70.70—$270.00—————
068$58.00$61.10—$280.00—————
010$48.90$51.60—$290.00—————
071$40.50$42.90—$300.0028.63%$2.85$4.20450
047$32.80$34.80—$310.0027.90%$4.60$6.20960
0260$25.40$28.60—$320.0027.19%$6.60$9.40240
0100$19.70$21.80—$330.0027.54%$11.40$12.70550
3209$14.50$16.2027.29%$340.00—$15.80$17.70420
0737$10.30$11.7026.88%$350.00—$21.80$23.7010
0104$6.40$9.9027.54%$360.00—$28.00$30.6070
0212$4.70$6.0026.81%$370.00—————
8252$1.45$1.8527.43%$400.00—————

Forward $338.59. The 25-delta put carries +1.09 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 28.72%±65.14skew +1.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$142.30$146.30—$195.00—————
01$127.90$130.90—$210.00—————
03$118.00$121.30—$220.00—————
03$99.80$102.00—$240.00—————
013$90.60$93.20—$250.00—————
01$81.60$84.00—$260.00—————
035$73.00$75.20—$270.00—————
051$64.60$66.90—$280.00—————
053$56.70$59.20—$290.0029.81%$6.80$7.205360
042$49.20$51.40—$300.0029.79%$9.10$10.00321
0249$42.40$44.20—$310.0029.15%$11.50$12.901070
064$35.70$37.90—$320.0029.00%$15.10$16.40771
2134$30.30$32.40—$330.0028.85%$19.00$20.80600
371$25.30$27.30—$340.0028.86%$24.00$25.6070
152$20.90$22.7028.67%$350.00—$28.90$31.1050
053$16.90$18.8028.45%$360.00—$36.00$37.3021
012$13.60$15.3028.24%$370.00—————
189$10.90$12.4028.13%$380.00—————
071$8.50$10.2028.10%$390.00—————
070$6.60$8.1027.92%$400.00—————
039$5.00$6.3027.63%$410.00—————

Forward $341.53. The 25-delta put carries +1.69 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.