Options Skew Analytics

ASML option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 60.87%±97.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1113$58.70$65.20—$1,485.0063.27%$21.70$25.70910
1415$54.10$61.40—$1,490.0062.90%$23.40$27.302718
011$53.30$59.60—$1,492.5062.78%$24.30$28.2076
52$51.90$57.80—$1,495.0062.71%$25.20$29.202711
11$50.10$55.90—$1,497.5062.60%$26.10$30.2065
59610$48.80$54.20—$1,500.0062.45%$27.10$31.1011576
72$47.60$52.40—$1,502.5062.34%$28.10$32.10516
2811$45.80$50.80—$1,505.0062.11%$29.10$33.008253
243$44.70$49.30—$1,507.5062.00%$30.10$34.1064
9118$44.50$47.30—$1,510.0062.81%$32.10$35.407029
590$41.80$46.50—$1,512.5062.63%$33.10$36.5057
296$40.00$44.10—$1,515.0061.77%$33.40$37.50464
96164$39.20$42.40—$1,520.0062.15%$35.70$40.607871
1822$35.40$39.8060.95%$1,525.00—$38.10$43.10848
7119$32.80$37.3060.61%$1,530.00—$40.60$44.9093115
1632$30.40$34.9060.35%$1,535.00—$43.20$48.103714
1860$28.30$32.6060.24%$1,540.00—$46.00$50.501068
710$26.10$30.5060.05%$1,545.00—$48.80$53.50200
79147$24.60$28.4060.26%$1,550.00—$51.80$56.9034568
1645$22.40$26.4059.82%$1,555.00—$54.40$59.402613
4664$20.60$24.4059.55%$1,560.00—$57.80$63.2044671

Forward $1,522.65. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(11 days)ATM 51.91%±137.33skew +4.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2274$97.20$105.80—$1,450.0055.25%$25.50$29.30426102
4—$93.70$102.50—$1,455.0055.00%$26.90$30.70—0
1145$90.60$99.10—$1,460.0054.96%$28.50$32.4017453
16—$87.50$95.40—$1,465.0054.70%$30.00$33.90—20
2911$84.40$91.70—$1,470.0054.47%$31.70$35.40784
66—$80.50$88.10—$1,475.0054.29%$33.40$37.10—105
4549$77.30$84.60—$1,480.0054.19%$35.30$38.901986
64—$74.20$81.10—$1,485.0054.02%$37.10$40.80—3
2044$71.70$77.60—$1,490.0054.04%$39.00$43.1023716
6—$68.90$74.50—$1,495.0053.84%$41.00$45.00—22
45155$65.80$71.20—$1,500.0053.63%$43.10$46.90861575
39125$60.30$65.60—$1,510.0053.49%$47.50$51.5017822
1757$55.00$60.30—$1,520.0052.98%$51.50$56.302053
814$49.80$53.7051.91%$1,530.00—$57.10$61.303906
2495$45.10$50.5052.43%$1,540.00—$62.40$66.3035729
541884$40.90$46.1052.34%$1,550.00—$68.00$72.9030012
20246$36.80$41.7052.04%$1,560.00—$73.90$78.6033911
3113$33.70$37.8052.20%$1,570.00—$79.60$84.10851
3092$29.40$34.1051.60%$1,580.00—$85.30$91.2034113
875$26.50$30.5051.48%$1,590.00—$91.30$98.4014112
165130$23.70$26.8051.09%$1,600.00—$97.70$105.1043921

Forward $1,523.75. The 25-delta put carries +4.16 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 47.90%±162.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
816$94.30$102.00—$1,470.0050.58%$39.40$47.203931
40$90.40$99.50—$1,475.00—————
210$88.10$95.70—$1,480.0049.33%$43.50$48.006443
06$77.90$89.40—$1,490.0049.12%$47.70$51.80371
22$75.30$86.40—$1,495.0049.75%$48.20$57.4091
111$72.00$83.50—$1,500.0048.55%$51.10$55.90622
18$69.50$82.00—$1,505.0049.58%$50.40$64.00130
04$69.70$77.50—$1,510.0048.68%$53.50$63.30320
16$64.30$75.20—$1,515.0049.01%$54.60$68.0050
410$61.30$71.80—$1,520.0048.88%$56.50$70.80180
06$59.40$69.7048.18%$1,525.00—$61.50$69.1070
29$58.10$67.9048.78%$1,530.00—$63.50$71.303311
35$52.60$64.4047.14%$1,535.00—$65.60$75.10200
24$50.00$60.7046.45%$1,540.00—$68.00$76.0080
05$49.80$58.5047.17%$1,545.00—$69.60$82.801613
312$45.40$56.9046.50%$1,550.00—$73.90$84.40425
022$48.20$53.8047.92%$1,555.00—$75.70$88.0070
02$44.40$54.6048.29%$1,560.00—$78.60$89.10413
05$38.30$50.9046.04%$1,565.00—$81.70$93.5050
17$37.70$47.3045.86%$1,570.00—$84.00$96.3040
131$40.10$43.1046.55%$1,575.00—$86.90$95.1060

Forward $1,524.25. Not enough surviving quotes on both wings to measure the skew here.

2026-12-04(25 days)ATM 46.57%±185.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$101.20$109.50—$1,475.0048.49%$51.60$55.5002
020$98.20$106.50—$1,480.0048.24%$51.80$58.80830
038$93.80$104.60—$1,485.0048.38%$55.00$60.4021
419$89.10$102.80—$1,490.0047.94%$55.30$63.2050
516$87.60$99.80—$1,495.0048.24%$57.70$66.30100
66$84.30$94.10—$1,500.0048.28%$60.20$68.60233
311$80.40$93.80—$1,505.0047.46%$63.60$67.4063
21$78.20$90.10—$1,510.0046.70%$62.70$70.8052
10145$77.40$85.30—$1,515.0047.85%$66.10$76.00100
419$74.70$83.10—$1,520.0047.28%$70.10$75.3063
31$68.20$80.1046.91%$1,525.00—$69.50$79.9040
050$66.00$75.7046.30%$1,530.00—$72.40$79.8025
242$64.00$74.1046.61%$1,535.00—$75.40$86.60141
231$61.00$70.7046.00%$1,540.00—$76.70$88.4081
2215$58.00$69.1045.92%$1,545.00—$79.50$89.3020
120$61.60$65.2047.17%$1,550.00—$82.90$91.60143
214$59.10$63.5047.16%$1,555.00—$85.70$94.2031
013$52.60$61.2045.66%$1,560.00—$87.10$98.80140
—————$1,565.00—$91.20$101.2020
63$48.80$57.2045.65%$1,570.00—$94.10$104.0050
316$46.60$55.0045.43%$1,575.00—$97.10$104.9030

Forward $1,524.45. Not enough surviving quotes on both wings to measure the skew here.

2026-12-11(32 days)ATM 47.30%±213.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$1,480.0049.08%$59.90$70.7001
20$105.30$116.00—$1,485.00—————
01$99.70$111.20—$1,490.0048.10%$63.50$72.7010
01$98.40$107.70—$1,495.0048.09%$65.80$75.0032
826$97.00$105.90—$1,500.0048.74%$67.00$80.8050
1010$91.40$103.00—$1,505.0047.18%$67.90$79.2040
01$89.40$99.90—$1,510.0047.94%$75.20$79.5003
112$88.40$97.40—$1,515.0047.47%$74.40$83.6010
02$84.70$95.30—$1,520.0047.22%$76.50$85.70063
05$81.60$90.50—$1,525.0047.34%$78.70$89.1060
013$78.70$91.5048.12%$1,530.00—$82.10$94.5010
04$74.70$87.6047.20%$1,535.00—$84.60$97.1010
07$74.70$83.2047.23%$1,540.00—$85.10$98.2020
21$72.10$81.9047.38%$1,545.00—$89.60$101.5001
127$70.00$79.2047.25%$1,550.00—$90.70$104.5011
032$67.50$74.5046.42%$1,555.00—$94.20$106.3030
08$62.20$73.8045.91%$1,560.00—$95.30$106.8010
06$60.00$73.0046.20%$1,565.00—————
010$58.00$68.3045.43%$1,570.00—————
026$58.20$69.3046.86%$1,575.00—$103.30$118.30150
25$54.50$64.9045.64%$1,580.00—$106.10$121.2050

Forward $1,527.16. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(39 days)ATM 46.72%±233.35skew +4.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
127$181.60$191.00—$1,380.0049.63%$36.60$38.90517185
084$167.70$176.40—$1,400.0049.31%$42.00$44.7071028
780$153.80$162.10—$1,420.0048.74%$47.50$50.701168
2271$140.90$148.10—$1,440.0048.38%$54.20$57.4019733
168430$128.40$134.60—$1,460.0048.04%$61.50$64.8013736
1455$116.70$121.80—$1,480.0047.74%$69.50$72.9024744
87455$105.80$110.00—$1,500.0047.46%$78.20$81.7047461
11123$95.10$99.40—$1,520.0047.17%$87.60$91.1042031
9153$85.20$89.5046.86%$1,540.00—$97.70$101.5022513
1271$76.30$79.6046.46%$1,560.00—$108.60$112.3048518
236$71.80$76.0046.46%$1,570.00—$114.20$118.4046211
296$67.80$71.8046.36%$1,580.00—$120.10$124.102132
1104$63.70$67.8046.20%$1,590.00—$125.60$129.90450
374869$60.10$64.0046.14%$1,600.00—$132.30$136.105384
8123$56.20$60.3045.94%$1,610.00—$138.00$142.801222
260$52.80$56.8045.84%$1,620.00—$144.50$149.105667
246$49.60$53.5045.78%$1,630.00—$150.80$156.10270
1687$46.50$50.2045.65%$1,640.00—$157.20$162.803101
297336$43.90$47.1045.64%$1,650.00—$163.80$169.90580
15251$40.60$44.4045.47%$1,660.00—$170.50$177.102490
234$38.00$40.3045.02%$1,670.00—$177.50$185.00340

Forward $1,527.93. The 25-delta put carries +4.62 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 45.49%±244.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
14$150.90$166.90—$1,425.0048.85%$49.90$63.1050
010$149.10$163.50—$1,430.00—————
—————$1,440.0048.51%$55.10$68.0004
02$136.30$149.10—$1,450.0047.61%$58.80$68.7003
—————$1,460.0047.73%$60.60$75.6001
11$127.70$139.10—$1,465.00—————
11$124.00$136.00—$1,470.0047.91%$65.90$79.6001
—————$1,480.0047.24%$68.00$83.6030
—————$1,490.0047.10%$72.40$87.8010
10$109.40$121.80—$1,500.0047.20%$78.10$92.0001
50$98.50$111.80—$1,515.00—————
—————$1,530.0046.65%$92.10$106.0010
50$92.00$101.9046.42%$1,535.00—————
01$88.50$99.0045.99%$1,540.00—————
01$83.00$93.5045.49%$1,550.00—————
—————$1,560.00—$111.90$117.3006
01$78.10$88.2046.07%$1,565.00—————
01$72.10$86.0045.10%$1,570.00—————
—————$1,590.00—$125.80$139.4020
01$63.30$72.4045.21%$1,600.00—————
510$59.50$67.7044.85%$1,610.00—————

Forward $1,530.70. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(67 days)ATM 44.44%±291.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
3414$171.80$179.50—$1,430.0046.06%$69.80$72.90335
1160$165.80$172.70—$1,440.0045.95%$73.50$76.70694
1434$159.50$166.20—$1,450.0045.78%$77.30$80.404354
081$153.90$159.80—$1,460.0045.74%$81.20$84.90600
2296$149.50$153.30—$1,470.0045.63%$85.30$89.101700
263$141.70$147.50—$1,480.0045.44%$89.50$93.101161
022$137.00$141.50—$1,490.0045.45%$94.00$98.001590
110376$131.70$135.80—$1,500.0045.24%$98.20$102.404637
626$126.50$130.30—$1,510.0045.12%$103.10$106.80735
33142$121.30$125.10—$1,520.0045.06%$107.80$112.009516
1321$116.60$120.00—$1,530.0044.91%$112.80$116.705517
12212$111.20$115.1044.69%$1,540.00—$117.90$122.001081
665$106.50$110.4044.58%$1,550.00—$123.20$126.9039916
16272$101.90$105.7044.45%$1,560.00—$128.50$132.401260
1333$97.70$101.3044.40%$1,570.00—$134.00$137.80561
10106$93.10$96.9044.22%$1,580.00—$139.70$143.501160
3724$89.10$92.7044.15%$1,590.00—$145.50$149.50740
71617$85.20$88.6044.06%$1,600.00—$151.70$155.205884
2219$81.00$84.8043.93%$1,610.00—$157.60$161.50400
1856$77.70$81.0043.92%$1,620.00—$163.70$167.701823
1451$74.10$77.3043.83%$1,630.00—$169.70$174.20400

Forward $1,533.58. 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.