Options Skew Analytics

APTV option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 46.00%±8.32skew +0.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$9.20$10.70—$35.0050.02%$0.35$0.45565
—————$37.5048.57%$0.65$0.85940
016$5.20$6.70—$40.0046.73%$1.20$1.358241
0102$4.20$5.00—$42.5046.58%$2.05$2.255410
29117$3.20$3.40—$45.00—$3.20$3.4035825
11412$2.05$2.5045.83%$47.50—$4.50$5.007367
46870$1.40$1.7046.15%$50.00—$6.30$6.903463
12367$0.95$1.1046.29%$52.50—$8.10$9.502110
15085$0.65$0.9549.41%$55.00—$10.20$11.901490
6341$0.40$0.6048.78%$57.50—$12.50$14.70310
20278$0.25$0.4049.00%$60.00—$15.00$16.701260
1275$0.20$0.3051.05%$62.50—$17.30$19.70240

Forward $45.00. The 25-delta put carries +0.43 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 43.56%±11.05skew -1.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$16.20$18.40—$27.50—————
09$13.90$16.00—$30.00—————
03$11.60$13.70—$32.50—————
011$10.00$11.50—$35.0046.37%$0.75$1.00550
04$8.00$9.50—$37.5044.79%$1.25$1.45921
029$6.50$7.70—$40.0044.21%$1.95$2.201,9261,604
011$5.00$6.20—$42.5043.73%$2.85$3.201750
26256$4.20$4.70—$45.0043.75%$4.00$4.504841
389$3.10$3.7043.48%$47.50—$5.50$6.001320
10245$2.45$2.8544.24%$50.00—$7.00$7.805850
0445$1.90$2.2044.84%$52.50—$8.90$10.00280
1314$1.35$1.8045.32%$55.00—$10.90$12.405660
4599$0.95$1.4045.32%$57.50—$12.90$14.6080
101,129$0.90$1.2048.16%$60.00—$15.30$16.80360
—————$62.50—$17.50$19.6010
—————$65.00—$19.70$22.1010
—————$67.50—$22.10$24.7060

Forward $45.20. The 25-delta put carries -1.11 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 46.77%±13.57skew -2.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
032$18.60$21.10—$25.00—————
010$16.30$18.80—$27.5053.20%$0.30$0.4570
048$14.40$16.50—$30.0050.77%$0.50$0.65120
0124$12.20$14.20—$32.5049.32%$0.80$1.0080
054$10.60$12.40—$35.0048.36%$1.20$1.551120
0129$8.70$10.30—$37.5046.20%$1.60$2.203000
012$7.20$8.60—$40.0046.53%$2.50$3.102010
058$5.60$7.00—$42.5045.86%$3.50$4.101100
072$4.60$5.90—$45.0045.33%$4.80$5.203290
062$4.10$4.7046.78%$47.50—$6.10$6.701220
8143$3.30$3.8046.78%$50.00—$7.70$9.00850
028$2.60$3.2047.28%$52.50—$9.50$10.901110
02,306$2.30$2.6048.57%$55.00—$11.10$13.00560
250$1.80$2.1548.66%$57.50—————
02,785$1.45$1.8049.18%$60.00—$15.50$17.2020
063$1.20$1.5550.12%$62.50—————
03,350$1.00$1.2550.41%$65.00—$20.00$21.7080
—————$70.00—$24.60$26.6030
—————$75.00—$28.80$32.2070
—————$77.50—$31.10$34.90400

Forward $45.25. The 25-delta put carries -2.97 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.