Options Skew Analytics

APD 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 23.47%±24.46skew +2.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$114.70$118.90—$190.00—————
04$109.70$113.90—$195.00—————
03$94.90$99.00—$210.00—————
06$84.90$89.10—$220.00—————
027$75.60$78.90—$230.00—————
010$66.10$69.00—$240.00—————
027$56.00$59.10—$250.00—————
711$46.70$49.40—$260.00—————
034$37.00$39.90—$270.00—————
016$28.40$30.80—$280.0027.02%$1.75$2.601300
172$20.60$22.00—$290.0025.26%$3.40$4.20882
0412$13.50$14.70—$300.0024.31%$6.20$7.30711
1307$7.90$8.9023.37%$310.00—$10.70$11.60480
4344$4.20$5.2023.13%$320.00—$16.90$18.0090
3425$2.05$2.7022.88%$330.00—————
52,603$0.85$1.1522.20%$340.00—————

Forward $307.24. The 25-delta put carries +2.39 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 23.36%±31.39skew +1.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$169.50$173.90—$135.00—————
06$154.70$159.00—$150.00—————
01$144.80$149.10—$160.00—————
01$134.90$139.20—$170.00—————
01$115.10$119.40—$190.00—————
026$105.20$109.20—$200.00—————
04$95.30$99.50—$210.00—————
0177$86.60$89.30—$220.00—————
051$75.60$79.70—$230.00—————
026$66.70$69.90—$240.00—————
030$56.00$59.90—$250.00—————
0477$47.30$50.20—$260.00—————
0125$38.60$41.00—$270.0026.45%$2.00$2.503670
038$29.80$32.50—$280.0025.31%$3.30$4.10721
0198$21.90$24.30—$290.0024.66%$5.50$6.701740
093$15.40$17.10—$300.0023.87%$8.70$10.201420
11239$10.20$11.7023.32%$310.00—$13.40$14.80130
0196$6.20$8.1023.25%$320.00—$18.90$21.0031
0170$3.60$5.2023.08%$330.00—————
5114$2.00$2.5522.03%$340.00—————
0117$1.05$1.4522.07%$350.00—$43.00$46.0020

Forward $306.83. The 25-delta put carries +1.58 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 25.80%±62.73skew +2.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$125.80$129.90—$180.00—————
03$107.80$110.70—$200.00—————
010$79.80$83.30—$230.00—————
01$71.30$74.50—$240.0029.63%$3.10$5.00140
01$55.40$58.20—$260.0028.21%$6.10$8.202690
04$47.90$50.90—$270.0027.19%$8.20$9.90640
047$41.10$44.00—$280.0027.26%$10.80$13.602870
07$34.50$37.70—$290.0026.73%$14.10$16.80460
013$28.60$31.90—$300.0026.40%$18.10$20.80330
048$23.70$26.70—$310.00—————
043$19.10$22.0025.75%$320.00—————
058$15.60$18.0025.65%$330.00—$34.20$36.9020
535$12.30$15.1025.67%$340.00—————
09$9.50$12.2025.40%$350.00—$48.30$50.9020
05$6.70$9.5024.64%$360.00—————
011$5.00$7.9024.76%$370.00—————
01$3.80$6.2024.68%$380.00—————

Forward $311.08. The 25-delta put carries +2.62 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 26.49%±77.02skew +3.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$150.00$155.00—$155.00—————
02$145.50$150.50—$160.00—————
05$108.50$112.90—$200.00—————
02$99.50$104.00—$210.00—————
02$67.30$70.50—$250.0028.68%$6.60$9.30170
416$59.90$63.00—$260.0028.20%$8.60$11.604030
07$52.80$56.00—$270.0027.96%$11.20$14.50180
05$45.90$49.50—$280.0027.56%$14.30$17.50330
04$40.20$43.50—$290.0027.20%$17.60$21.3090
09$34.40$38.00—$300.0026.92%$21.70$25.4040
030$29.30$33.00—$310.0026.74%$26.40$30.1020
023$24.90$28.5026.56%$320.00—————
06$20.70$24.5026.26%$330.00—$37.50$41.3010
022$17.10$21.0026.05%$340.00—————
06$13.90$17.5025.62%$350.00—————
067$11.40$14.5025.37%$360.00—————
021$8.90$12.5025.24%$370.00—————
01$7.10$10.0024.84%$380.00—————

Forward $313.01. The 25-delta put carries +3.12 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.