Options Skew Analytics

AWK 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 24.85%±12.63skew +1.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
064$48.50$52.60—$100.00—————
01$43.70$47.60—$105.00—————
011$38.70$42.60—$110.00—————
06$33.50$37.10—$115.00—————
010$28.70$32.10—$120.00—————
058$24.00$26.20—$125.00—————
182$19.10$21.30—$130.00—————
3307$15.30$16.90—$135.0027.28%$0.65$1.053133
12382$11.70$12.30—$140.0025.60%$1.35$1.753531
0912$7.10$8.60—$145.0025.44%$2.50$3.501171
51,022$4.40$5.5024.89%$150.00—$4.50$5.7030
9325$2.55$3.2024.50%$155.00—————
182$1.25$1.6523.71%$160.00—$10.70$13.1060

Forward $149.85. The 25-delta put carries +1.89 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 24.63%±22.42skew +1.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$48.90$52.90—$100.00—————
04$39.40$42.40—$110.00—————
024$34.60$37.20—$115.00—————
017$29.90$33.00—$120.00—————
03$26.20$28.40—$125.00—————
0126$22.70$23.90—$130.0026.97%$2.00$2.40471
047$18.60$19.80—$135.0025.46%$2.65$3.30947
0114$14.20$15.90—$140.0025.45%$4.20$4.70150
11154$10.90$12.50—$145.0025.16%$5.80$6.709725
0396$8.70$9.70—$150.0024.67%$7.90$8.9026
26112$6.70$7.3024.59%$155.00—————
21145$4.90$5.4024.33%$160.00—————
0121$3.50$4.0024.27%$165.00—————
013$2.40$2.9024.13%$170.00—————
153$1.60$2.1524.19%$175.00—————
05$1.20$1.6524.87%$180.00—————
—————$190.00—$39.00$42.20—0

Forward $150.81. The 25-delta put carries +1.32 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 24.46%±28.91skew -0.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$35.80$38.20—$115.0027.90%$1.10$1.70520
01$31.40$33.90—$120.0027.16%$1.60$2.3010220
04$27.80$29.60—$125.0025.43%$1.80$3.0010
06$23.30$25.40—$130.00—————
013$19.50$22.20—$135.0023.94%$3.40$5.30140
03$16.50$18.60—$140.0024.05%$5.20$6.9010
05$13.60$15.50—$145.00—————
047$11.10$12.40—$150.0024.43%$9.90$11.3050
03$8.80$10.4024.46%$155.00—————
08$6.90$8.2024.01%$160.00—$15.20$17.3010
7528$5.70$6.4024.11%$165.00—————
01$4.30$5.1023.92%$170.00—————
02$3.40$4.2024.29%$175.00—————
1392$2.70$3.3024.44%$180.00—————
01$1.85$2.3523.67%$185.00—————
0—$1.40$2.0024.13%$190.00—$39.60$41.90—0
0—$1.15$1.8025.00%$195.00—$44.20$47.20—0

Forward $151.18. The 25-delta put carries -0.35 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.