Options Skew Analytics

ARKG option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 51.37%±2.47skew +1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$9.30$9.70—$43.50—————
33$8.80$9.30—$44.00—————
11$8.30$8.70—$44.50—————
34$7.80$8.30—$45.00—————
219$7.20$8.00—$45.50—————
121$6.80$7.30—$46.00—————
29$6.30$6.70—$46.50—————
1545$5.90$6.10—$47.00—————
34$5.30$5.80—$47.50—————
728$4.90$5.50—$48.00—————
018$3.40$5.10—$48.50—————
249$3.90$4.50—$49.00—————
332$3.40$4.00—$49.50—————
624725$2.95$3.40—$50.00—————
421$2.10$2.45—$51.0054.82%$0.25$0.40815
116$1.75$2.30—$51.5054.58%$0.35$0.55108
2645$1.35$1.90—$52.0053.90%$0.50$0.7036
2925$0.90$1.10—$53.00—$0.90$1.1004
1817$0.65$0.8550.89%$53.50—$1.05$1.3501
4126$0.50$0.7052.90%$54.00—————
24252$0.25$0.4052.79%$55.00—$1.95$2.9010

Forward $53.00. The 25-delta put carries +1.79 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 47.63%±4.19skew +0.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$6.80$9.10—$44.50—————
013$6.80$8.90—$45.00—————
01$6.00$8.20—$45.50—————
02$5.70$7.70—$46.00—————
02$5.10$7.30—$46.50—————
011$4.40$6.80—$47.00—————
014$5.40$6.00—$47.50—————
014$4.00$6.00—$48.00—————
05$3.70$5.50—$48.50—————
—————$49.0050.19%$0.30$0.4519
03$2.90$4.60—$49.5050.33%$0.40$0.5520
640$3.40$3.90—$50.0048.80%$0.50$0.60306
—————$51.0048.61%$0.75$0.9053
1157$2.25$2.90—$51.5047.92%$0.85$1.1020
23$2.00$2.55—$52.0047.36%$1.05$1.25128
108$1.60$1.85—$53.0047.87%$1.50$1.7508
02$1.35$1.6047.43%$53.50—$1.75$2.0001
5103$1.15$1.4047.76%$54.00—$1.80$2.4502
1,99534$0.80$1.0547.95%$55.00—————
70$0.55$0.7547.97%$56.00—————
10$0.35$0.5548.22%$57.00—————

Forward $53.10. The 25-delta put carries +0.83 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 49.50%±12.92skew +2.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
6432$13.70$14.50—$40.0053.57%$0.70$0.907882
012$12.10$13.80—$41.00—————
061$11.30$13.10—$42.0053.61%$1.00$1.35410
0178$10.90$12.00—$43.0052.83%$1.15$1.55592
047$10.60$11.30—$44.0052.13%$1.35$1.75210
17487$9.90$10.50—$45.0052.16%$1.65$2.003,371484
04$8.20$9.90—$46.0051.49%$1.90$2.2580
015$7.60$9.40—$47.0050.84%$2.10$2.6020
04$7.20$8.50—$48.0051.31%$2.50$3.00310
1012$7.20$7.80—$49.0053.03%$2.90$3.70110
1944$6.50$7.10—$50.0050.11%$3.20$3.70560
50$6.10$6.50—$51.00—————
013$5.60$6.10—$52.00—————
010$5.10$5.60—$53.00—————
61$4.60$5.0048.84%$54.00—————
20327$4.30$4.6049.50%$55.00—$5.70$6.2020
641$3.80$4.3049.38%$56.00—$6.20$7.2010
20$3.50$3.8049.00%$57.00—————
34$3.10$3.5048.83%$58.00—$7.60$8.5010
20346$2.45$2.9548.73%$60.00—————
30130$1.45$1.7048.34%$65.00—————

Forward $53.49. The 25-delta put carries +2.50 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 49.87%±14.92skew +0.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1,7506,274$14.20$14.80—$40.0050.59%$0.95$1.15923524
0473$13.30$14.00—$41.0051.30%$1.15$1.45990
0111$12.50$13.40—$42.0051.89%$1.35$1.801360
0229$11.80$12.60—$43.0050.18%$1.55$1.851990
1287$11.20$11.80—$44.0049.85%$1.70$2.203401
3454$10.40$10.90—$45.0050.10%$2.10$2.451611
303,383$9.80$10.10—$46.0049.49%$2.40$2.701,00311
01$9.00$9.60—$47.0049.66%$2.65$3.2040
125$7.90$8.40—$49.0049.40%$3.50$3.9040
191,093$7.40$7.80—$50.0048.55%$3.90$4.202,8501
01$6.70$7.30—$51.00—————
062$6.20$6.60—$52.00—————
68$5.70$6.20—$53.00—————
80$5.30$5.8049.88%$54.00—$5.60$6.90220
1362,296$5.00$5.3049.94%$55.00—$6.30$6.801180
—————$56.00—$6.90$7.4010
1305$4.10$4.5049.01%$57.00—————
09$3.60$4.2048.45%$58.00—————
2580$3.60$3.8049.43%$59.00—————
42487$3.20$3.5048.92%$60.00—————
1359$1.95$2.3548.63%$65.00—————

Forward $53.29. The 25-delta put carries +0.85 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 47.82%±19.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
076$14.70$16.60—$40.0053.43%$2.05$2.6520
04$14.90$15.80—$41.0052.78%$2.30$2.8550
2010$14.20$15.10—$42.0051.56%$2.60$2.9010
230$13.60$14.20—$43.0050.90%$2.80$3.2030
062$12.80$13.60—$44.0051.37%$3.20$3.6020
08$12.20$12.90—$45.0050.83%$3.40$4.00180
01$11.50$12.40—$46.0050.17%$3.80$4.2053125
01$11.00$11.80—$47.0050.87%$4.20$4.80120
—————$48.0050.30%$4.60$5.1030
03$9.90$10.50—$49.0049.96%$5.00$5.50100
434$9.40$10.10—$50.0051.20%$5.40$6.4040
1689$8.60$9.60—$51.00—————
111,000$8.40$9.10—$52.0050.17%$6.40$7.1010
32$7.80$8.60—$53.0049.00%$6.90$7.3010
113$7.30$8.20—$54.00—————
21107$7.00$7.7048.93%$55.00—————
018$6.50$7.3048.56%$56.00—————
03$5.60$6.5047.79%$58.00—————
21$5.40$6.2048.35%$59.00—————
0775$5.10$5.8048.17%$60.00—$11.00$11.809630
0162$3.70$4.4048.01%$65.00—————

Forward $54.13. Not enough surviving quotes on both wings to measure the skew here.

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.