Options Skew Analytics

AZO option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 33.89%±215.21skew +0.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$300.00$335.80—$2,930.00—————
010$290.10$326.50—$2,940.00—————
049$280.90$317.30—$2,950.00—————
05$272.00$308.00—$2,960.00—————
017$271.30$291.50—$2,970.00—————
213$256.00$284.60—$2,980.00—————
010$251.40$277.40—$2,990.00—————
798$244.00$269.00—$3,000.00—————
012$236.00$257.90—$3,010.00—————
045$225.00$251.10—$3,020.00—————
062$220.00$241.00—$3,030.00—————
025$202.40$225.50—$3,050.00—————
460$161.60$178.90—$3,100.0035.18%$27.40$40.201110
292$125.60$150.50—$3,150.0033.94%$38.80$54.00190
171$99.80$117.40—$3,200.0034.30%$59.90$73.50790
889$74.60$89.4033.89%$3,250.00—$86.50$92.90202
075$50.90$65.0032.77%$3,300.00—$114.60$128.00301
2259$38.70$51.0034.39%$3,350.00—$142.40$165.6051
748$24.10$39.5034.48%$3,400.00—$180.00$202.6080
228$18.10$25.5034.46%$3,450.00—$220.00$243.0020
—————$3,500.00—$263.70$287.80100

Forward $3,242.29. The 25-delta put carries +0.70 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 37.13%±409.31skew +0.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
020$266.80$292.00—$3,050.0038.05%$71.80$90.10812
056$234.40$255.60—$3,100.0037.45%$89.60$103.201133
017$203.50$228.00—$3,150.0036.93%$106.00$122.60212
324$173.80$198.40—$3,200.0036.70%$126.00$145.501270
030$151.70$174.5037.30%$3,250.00—$152.90$173.60490
059$128.00$149.3036.84%$3,300.00—$175.40$200.00220
116$109.10$121.9036.12%$3,350.00—$208.70$229.30110
012$100.10$124.6036.25%$3,360.00—————
011$95.40$121.3036.17%$3,370.00—$213.40$245.5040
052$90.00$117.9035.96%$3,380.00—$220.00$252.6010
04$95.10$113.4036.86%$3,390.00—$230.40$254.9010
256$92.80$103.7036.23%$3,400.00—$237.70$261.705810
05$88.70$99.1035.97%$3,410.00—$244.00$268.0040
02$76.10$105.1035.94%$3,420.00—$247.80$279.4010
05$74.90$101.1036.07%$3,430.00—$253.60$287.3030
01$79.20$96.3036.75%$3,440.00—————
124$73.90$88.1035.81%$3,450.00—$272.00$296.0070
03$74.90$86.1036.40%$3,460.00—$276.00$303.1010
03$65.90$89.0036.34%$3,470.00—————
06$65.70$85.7036.58%$3,480.00—$289.30$323.8020
017$67.10$84.3037.27%$3,490.00—$300.00$325.0020

Forward $3,249.85. The 25-delta put carries +0.78 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 34.95%±499.38skew +0.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$528.00$560.60—$2,750.00—————
05$488.00$518.60—$2,800.00—————
01$448.00$477.90—$2,850.0036.58%$47.40$60.002170
08$413.80$436.30—$2,900.0036.50%$58.40$72.10240
34$376.00$399.50—$2,950.0035.29%$67.60$79.40140
612$340.00$364.40—$3,000.0035.32%$81.40$95.80850
011$304.10$330.50—$3,050.0035.33%$98.70$112.30320
04$272.00$297.30—$3,100.0035.40%$118.10$131.301380
68$247.40$263.30—$3,150.0035.01%$138.10$148.8040
14$216.50$239.10—$3,200.0034.61%$154.90$173.201140
15$191.90$213.30—$3,250.0034.78%$182.30$197.2020
019$170.90$190.6034.95%$3,300.00—$207.70$223.3070
011$149.20$165.7034.52%$3,350.00—$229.90$261.6030
018$127.30$144.7034.07%$3,400.00—$267.00$287.90220
1115$115.00$128.5034.60%$3,450.00—————
110$96.00$110.6034.03%$3,500.00—$332.00$355.4060
07$83.00$98.9034.31%$3,550.00—$368.00$391.60370
011$66.40$86.6033.85%$3,600.00—$405.40$429.90110
29$64.80$75.5034.82%$3,650.00—————
098$47.70$64.8033.84%$3,700.00—$488.00$513.7050
05$44.70$56.5034.50%$3,750.00—$530.10$560.0030

Forward $3,262.95. The 25-delta put carries +0.47 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 35.08%±695.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$3,020.0034.80%$140.00$160.0010
02$396.00$428.70—$3,030.00—————
04$392.00$422.40—$3,040.00—————
04$384.00$416.20—$3,050.0035.65%$151.80$183.3050
03$372.00$403.90—$3,070.0035.38%$156.60$190.9060
01$368.00$397.90—$3,080.0035.34%$160.50$194.8010
—————$3,100.0035.29%$168.60$202.901630
—————$3,110.0035.26%$172.70$207.0010
—————$3,120.0035.26%$177.00$211.3020
—————$3,130.0034.79%$184.00$206.3010
10$337.00$362.40—$3,140.0034.73%$188.00$210.4010
—————$3,150.0034.97%$194.40$216.60170
01$320.00$352.40—$3,160.00—————
02$300.00$331.20—$3,200.0034.86%$217.60$238.801570
02$272.00$305.80—$3,250.0034.55%$240.80$260.8020
07$248.00$282.0035.00%$3,300.00—$263.80$297.60150
01$231.40$257.1035.08%$3,350.00—$294.40$320.5010
115$211.80$235.6035.02%$3,400.00—$323.60$346.30250
06$191.20$215.5034.81%$3,450.00—$353.30$377.4020
012$168.00$201.0034.63%$3,500.00—$384.00$417.6020
09$152.00$184.2034.60%$3,550.00—$417.10$451.1010

Forward $3,284.06. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(223 days)ATM 35.01%±908.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$608.00$640.00—$2,850.0036.22%$141.50$172.3020
07$572.10$606.60—$2,900.0035.99%$157.10$187.70520
03$540.00$574.10—$2,950.0035.78%$173.60$204.5070
07$512.00$541.50—$3,000.0035.59%$193.60$220.10151
—————$3,040.0035.43%$208.00$235.5010
04$480.00$512.50—$3,050.0035.42%$212.00$239.70160
02$449.20$483.70—$3,100.0035.50%$231.10$265.401020
03$421.70$456.20—$3,150.0035.41%$253.10$287.4040
02$396.00$429.90—$3,200.0035.34%$276.30$310.6050
01$371.60$404.70—$3,250.0035.29%$300.80$335.1020
07$346.30$380.80—$3,300.0035.25%$326.50$360.8030
03$331.40$355.5035.40%$3,350.00—$355.80$382.4010
123$308.00$335.0035.26%$3,400.00—————
013$284.20$314.3034.99%$3,450.00—————
05$261.70$296.0034.81%$3,500.00—————
03$248.00$275.6034.87%$3,550.00—————
11$232.00$258.5034.88%$3,600.00—$507.80$534.00150
02$216.00$239.6034.71%$3,650.00—————
—————$3,700.00—$576.00$606.0010
01$180.00$213.4034.48%$3,750.00—————
02$168.00$199.7034.51%$3,800.00—$649.10$681.3040

Forward $3,320.42. Not enough surviving quotes on both wings to measure the skew here.

2027-09-17(315 days)ATM 34.50%±1075.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$679.80$710.70—$2,850.0035.62%$180.00$212.0041
06$647.80$680.00—$2,900.0035.38%$196.00$228.0080
03$612.00$648.00—$2,950.0035.44%$212.00$252.00200
04$584.00$620.00—$3,000.0035.23%$232.00$268.0060
02$552.00$592.00—$3,050.0035.12%$252.00$288.00120
010$524.00$564.00—$3,100.0034.92%$275.80$304.0050
07$496.00$536.00—$3,150.0034.84%$296.00$328.0050
04$472.00$512.00—$3,200.0034.85%$316.10$356.0020
01$448.00$484.00—$3,250.0034.77%$340.10$380.00100
09$420.00$460.00—$3,300.0034.62%$368.00$400.0090
03$400.00$436.00—$3,350.00—————
04$376.00$416.0034.77%$3,400.00—$424.00$456.0040
01$356.00$392.0034.58%$3,450.00—————
010$336.00$372.0034.50%$3,500.00—————
03$316.00$356.0034.51%$3,550.00—————
03$297.00$336.0034.33%$3,600.00—————
04$280.00$320.0034.33%$3,650.00—————
02$264.00$304.0034.31%$3,700.00—————
03$248.00$288.0034.24%$3,750.00—————
05$236.00$272.0034.27%$3,800.00—————
019$223.80$256.0034.23%$3,850.00—————

Forward $3,354.35. 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.