Options Skew Analytics

ASML option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 39.05%±94.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1799$54.00$58.20—$1,710.0039.06%$21.60$23.50525
239$51.50$55.20—$1,715.0039.14%$23.40$25.60411
1444$49.10$52.80—$1,720.0039.26%$25.30$27.906211
14$48.00$51.50—$1,722.5038.90%$26.30$28.3020
2138$46.80$49.10—$1,725.0039.27%$27.40$30.001715
03$45.40$47.60—$1,727.5039.28%$28.50$31.101211
768$44.00$47.00—$1,730.0039.27%$29.60$32.205422
308$42.60$45.30—$1,732.5039.13%$30.70$33.10301
620$41.30$43.90—$1,735.0039.27%$31.90$34.50736
22$40.00$43.40—$1,737.5039.33%$33.10$35.80112
6128$38.70$41.30—$1,740.0039.31%$34.30$37.003668
382$37.50$39.50—$1,742.5039.37%$35.60$38.30330
249$36.40$38.9039.41%$1,745.00—$36.90$39.60247
120$35.10$37.0038.99%$1,747.50—$38.20$40.90125
5167$33.90$35.8038.97%$1,750.00—$39.50$41.40347
1750$31.70$33.9039.20%$1,755.00—$41.90$44.20382
4522$29.60$32.4039.59%$1,760.00—$44.80$48.00442
342124$27.80$29.5039.30%$1,765.00—$48.10$51.2040
10263$25.70$27.5039.21%$1,770.00—$51.10$54.301830
2425$23.90$25.6039.23%$1,775.00—$53.70$58.00140
4583$22.20$23.8039.25%$1,780.00—$57.20$61.30141

Forward $1,744.40. Not enough surviving quotes on both wings to measure the skew here.

2026-10-09(14 days)ATM 39.80%±136.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
046$73.80$79.30—$1,705.0039.55%$34.30$36.50604
041$71.30$74.70—$1,710.0039.65%$36.20$38.90522
027$68.90$72.40—$1,715.0039.59%$38.30$40.80205
613$66.30$69.40—$1,720.0039.58%$40.50$42.90342
04$63.50$66.60—$1,725.0039.56%$42.60$45.20162
01$62.20$64.40—$1,727.50—————
015$60.90$64.00—$1,730.0039.59%$44.90$47.60384
35$58.30$61.40—$1,735.0039.68%$47.30$50.20406
100$57.00$59.20—$1,737.5039.59%$48.50$51.2002
217$55.80$58.30—$1,740.0039.71%$49.80$52.70188
21$54.50$56.80—$1,742.5039.74%$51.10$54.0003
23$53.30$55.50—$1,745.0039.76%$52.40$55.30250
—————$1,747.50—$53.70$56.6005
1178$50.90$53.2039.79%$1,750.00—$55.00$58.00130
07$48.70$50.9039.84%$1,755.00—$57.70$60.70100
171$46.50$48.7039.88%$1,760.00—$60.50$63.50190
07$44.30$46.5039.86%$1,765.00—$63.00$66.4070
125$42.30$44.5039.93%$1,770.00—$66.30$69.40120
05$40.30$42.5039.96%$1,775.00—$69.30$72.4080
05$38.40$40.4039.93%$1,780.00—$72.00$75.5020
07$36.60$38.3039.89%$1,785.00—$75.30$78.9020

Forward $1,745.55. Not enough surviving quotes on both wings to measure the skew here.

2026-10-16(21 days)ATM 47.01%±197.00skew -0.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$1,650.0046.48%$35.30$37.80194
—————$1,655.0046.42%$37.10$39.1024
1104$122.60$128.20—$1,660.0046.60%$38.60$41.502272
01$119.70$124.80—$1,665.0046.44%$40.30$42.8028
—————$1,670.0046.42%$42.10$44.5021
02$113.90$118.70—$1,675.0046.46%$43.90$46.50280
0241$111.10$115.40—$1,680.0046.56%$45.80$48.7025511
08$108.40$112.60—$1,685.0046.60%$47.80$50.7094
06$105.70$109.50—$1,690.0046.57%$49.70$52.70221
08$102.90$106.60—$1,695.0046.52%$51.90$54.40514
11710$100.30$103.70—$1,700.0046.65%$54.10$56.8028421
018$97.80$100.70—$1,705.0046.46%$56.00$58.60300
024$95.40$98.00—$1,710.0046.59%$58.20$61.20506
120$92.60$96.10—$1,715.0046.50%$60.50$63.10374
71296$90.00$92.60—$1,720.0046.62%$62.80$65.8017314
66201$79.90$82.80—$1,740.0046.70%$72.60$75.7024863
64930$71.20$73.7047.01%$1,760.00—$83.30$86.5018518
15197$62.20$64.9046.84%$1,780.00—$94.60$98.101942
14383$54.60$57.6047.08%$1,800.00—$106.90$110.401240
3247$47.80$50.1047.06%$1,820.00—$120.50$124.80620
5412$41.70$44.2047.31%$1,840.00—$133.90$139.40440

Forward $1,747.22. The 25-delta put carries -0.83 volatility points over the 25-delta call.

2026-10-23(28 days)ATM 46.46%±224.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
17$108.40$117.90—$1,700.0046.90%$60.70$73.60720
02$105.10$113.50—$1,705.0046.33%$64.30$72.3020
23$103.60$113.50—$1,710.0046.80%$67.10$75.80220
01$100.70$110.40—$1,715.0046.83%$69.80$77.8082
02$96.00$107.60—$1,720.0047.12%$72.00$81.40280
—————$1,725.0046.91%$72.40$85.0010
—————$1,730.0046.12%$74.00$85.3020
01$90.90$98.80—$1,735.0047.41%$79.40$89.8011
716$86.70$97.80—$1,740.0046.56%$80.10$90.902837
62$88.50$93.70—$1,745.0046.63%$81.70$94.7010
318$80.30$91.5045.16%$1,750.00—$85.10$98.00250
02$81.20$91.9046.70%$1,755.00—$89.40$98.7003
316$79.50$89.1046.72%$1,760.00—$92.20$100.1002
213$75.10$86.6046.09%$1,765.00—————
014$74.60$81.5045.77%$1,770.00—$98.40$108.00222
01$74.60$79.2046.29%$1,775.00—————
03$68.00$78.1045.38%$1,780.00—$102.90$110.7032
03$66.20$76.2045.49%$1,785.00—————
21$68.50$76.3047.18%$1,790.00—$109.50$116.70117
—————$1,795.00—$109.00$120.40017
620$64.20$69.0046.19%$1,800.00—$116.20$123.7010

Forward $1,747.91. Not enough surviving quotes on both wings to measure the skew here.

2026-11-06(42 days)ATM 46.40%±275.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$161.40$178.90—$1,640.0046.78%$52.50$69.20—0
0—$158.30$175.70—$1,645.0046.63%$53.80$71.00—0
0—$155.20$172.20—$1,650.0046.63%$55.70$72.90—0
0—$152.10$169.50—$1,655.0046.59%$57.50$74.80—0
0—$149.10$166.00—$1,660.0046.60%$59.50$76.80—0
—————$1,665.0046.60%$61.50$78.8010
—————$1,730.0046.79%$92.40$107.7001
—————$1,735.0046.76%$95.00$110.00010
—————$1,740.0046.80%$97.50$112.80010
10$98.20$115.4046.42%$1,755.00—————
01$77.10$94.0046.39%$1,805.00—————
0—$75.30$92.6046.53%$1,810.00—$135.40$152.70—0
0—$73.40$90.7046.53%$1,815.00—$139.30$155.90—0
0—$71.70$87.4046.26%$1,820.00—$143.30$159.10—0
0—$69.90$85.2046.18%$1,825.00—$145.00$162.00—0
0—$68.20$84.6046.46%$1,830.00—$150.60$165.60—0
0—$66.50$81.9046.27%$1,835.00—$151.60$168.90—0
0—$64.80$82.0046.68%$1,840.00—$156.20$172.00—0
0—$63.20$78.9046.40%$1,845.00—$160.00$175.70—0
0—$61.60$77.1046.39%$1,850.00—$161.70$179.10—0
0—$60.00$75.6046.42%$1,855.00—$166.70$182.00—0

Forward $1,749.62. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(56 days)ATM 45.16%±310.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$196.40$206.50—$1,610.0044.96%$58.40$60.90614
066$190.40$197.10—$1,620.0044.98%$62.00$64.402021
016$184.40$191.60—$1,630.0044.87%$65.50$67.7060
085$178.60$186.50—$1,640.0044.95%$69.30$71.80480
025$173.00$180.50—$1,650.0044.95%$73.20$75.70505
042$167.50$174.10—$1,660.0044.93%$77.20$79.70175120
010$162.20$167.90—$1,670.0044.97%$81.40$84.0090
049$156.70$161.80—$1,680.0044.99%$85.80$88.302040
026$151.70$155.90—$1,690.0044.99%$90.20$92.80140
13196$146.80$150.40—$1,700.0045.03%$94.80$97.50570
014$141.70$145.00—$1,710.0045.04%$99.60$102.20142
0155$136.70$140.10—$1,720.0045.09%$104.50$107.20426
118$131.80$134.70—$1,730.0045.10%$109.50$112.20240
46185$126.90$129.80—$1,740.0045.13%$114.60$117.40676
2434$118.00$120.8045.16%$1,760.00—$125.30$128.0011410
066$109.20$112.0045.16%$1,780.00—$136.70$139.50421
4149$101.10$103.9045.23%$1,800.00—$148.50$151.40270
049$93.50$96.2045.30%$1,820.00—$160.60$163.80280
109148$86.40$89.1045.39%$1,840.00—$173.30$176.70190
5118$79.70$82.3045.45%$1,860.00—$186.60$190.40150
0195$73.40$76.1045.53%$1,880.00—$199.60$205.00132

Forward $1,752.70. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(84 days)ATM 44.14%±372.29skew -0.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
049$253.00$265.50—$1,560.0043.87%$60.00$62.202131
029$239.30$250.80—$1,580.0043.84%$66.50$68.701085
963$227.10$234.80—$1,600.0043.87%$73.50$75.904526
228$215.20$223.60—$1,620.0043.81%$80.70$83.302883
058$204.00$211.90—$1,640.0043.86%$88.70$91.402361
058$193.20$198.80—$1,660.0043.85%$97.10$99.701721
060$182.70$187.60—$1,680.0043.90%$106.00$108.701444
0183$172.80$176.50—$1,700.0043.93%$115.30$118.101221
272$163.00$166.60—$1,720.0043.99%$125.20$128.001350
0101$153.50$157.00—$1,740.0044.03%$135.40$138.3016422
267$144.30$147.5044.10%$1,760.00—$146.20$149.105215
2127$135.60$138.7044.12%$1,780.00—$157.40$160.301350
3333$127.30$130.3044.14%$1,800.00—$169.10$172.10820
154$119.60$122.6044.23%$1,820.00—$181.20$184.30430
390$112.30$115.2044.31%$1,840.00—$193.40$196.80570
0105$105.20$108.1044.35%$1,860.00—$206.50$210.00220
0110$98.60$101.5044.43%$1,880.00—$220.10$223.40370
0211$92.30$95.1044.47%$1,900.00—$233.20$237.80651
072$86.50$89.3044.58%$1,920.00—$247.30$252.60280
0118$81.00$83.7044.67%$1,940.00—$260.60$267.20240
4140$75.70$78.4044.73%$1,960.00—$276.90$282.6090

Forward $1,758.23. The 25-delta put carries -0.86 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 43.22%±422.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
27$253.30$263.20—$1,590.0042.84%$83.60$86.20550
4370$247.20$254.70—$1,600.0042.95%$87.70$90.305196
018$241.60$248.90—$1,610.0042.92%$91.40$94.10300
039$235.90$245.00—$1,620.0042.80%$95.00$97.601590
018$230.30$237.70—$1,630.0042.83%$99.10$101.80190
033$224.90$231.30—$1,640.0042.88%$103.30$106.20597
062$214.30$220.80—$1,660.0042.84%$111.80$114.60891
1383$204.00$209.70—$1,680.0042.86%$120.70$123.801423
2210$194.20$198.90—$1,700.0042.87%$130.20$133.104161
564$184.50$188.00—$1,720.0042.94%$140.20$143.101010
1873$175.00$178.60—$1,740.0043.04%$150.60$153.801928
058$165.90$169.50—$1,760.0043.11%$161.40$164.601605
0148$157.30$160.8043.16%$1,780.00—$172.50$175.80550
0484$149.10$152.5043.22%$1,800.00—$184.10$187.401110
070$141.00$144.4043.22%$1,820.00—$196.10$199.50864
049$133.40$136.8043.26%$1,840.00—$208.50$212.00380
6121$126.20$129.5043.31%$1,860.00—$221.20$224.70130
094$119.50$122.6043.38%$1,880.00—$234.40$237.90992
8648$112.80$116.0043.41%$1,900.00—$247.80$251.502760
080$106.60$109.7043.46%$1,920.00—$261.10$265.80180
047$100.70$103.6043.50%$1,940.00—$274.70$280.10100

Forward $1,764.76. 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.