Options Skew Analytics

B 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 47.55%±2.12skew +1.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2127$5.85$6.60—$36.5075.45%$0.01$0.053112
8086$5.25$6.00—$37.0071.60%$0.01$0.0631417
722$4.85$5.50—$37.50—————
22426$4.40$5.05—$38.0058.45%$0.02$0.0434980
4730$3.95$4.35—$38.50—————
472505$3.55$3.65—$39.00—————
2568$3.00$3.60—$39.5051.20%$0.05$0.11659
2491,326$2.54$3.15—$40.0050.35%$0.10$0.15624145
109882$2.06$2.33—$40.5050.41%$0.16$0.24448140
751,117$1.80$1.93—$41.0049.67%$0.25$0.341,659162
30117$1.40$1.56—$41.5048.73%$0.35$0.49114427
1602,705$1.11$1.20—$42.0049.65%$0.57$0.6651247
231725$0.84$0.95—$42.5047.97%$0.74$0.886236
325960$0.60$0.6946.81%$43.00—$1.02$1.159220
8140$0.44$0.5047.32%$43.50—$1.33$1.46113
392458$0.31$0.3748.17%$44.00—$1.71$1.8261
3328$0.20$0.2648.03%$44.50—————
—————$45.00—$2.26$3.60387
1420$0.02$0.0851.14%$46.50—————
154123$0.02$0.0552.36%$47.00—————
300121$0.01$0.0355.96%$48.00—$5.10$5.8003

Forward $42.59. The 25-delta put carries +1.49 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 43.12%±3.19skew +2.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
112129$5.45$6.10—$37.0051.67%$0.07$0.1026226
044$4.50$6.65—$37.50—————
34159$4.60$4.80—$38.00—————
1054$3.55$5.80—$38.50—————
271,417$3.60$4.25—$39.0048.74%$0.21$0.307895
2567$3.20$3.65—$39.5047.59%$0.28$0.36948
2262,479$2.93$3.10—$40.0046.46%$0.35$0.451,851211
2105$2.47$2.97—$40.5046.08%$0.45$0.581458
2,5622,751$2.13$2.32—$41.0046.15%$0.61$0.7255218
779$1.87$1.97—$41.5045.58%$0.76$0.8951
1111,485$1.59$1.67—$42.0045.99%$0.99$1.09194121
7567$1.29$1.46—$42.5043.83%$1.09$1.3327
2491,366$1.06$1.1642.88%$43.00—$1.35$1.59592
19151$0.85$0.9642.92%$43.50—$1.62$1.91212
2065,890$0.67$0.7842.81%$44.00—$2.00$2.21965
46219$0.56$0.7345.49%$44.50—$2.37$2.59019
1852,935$0.41$0.5143.18%$45.00—$2.77$2.996222
511$0.33$0.4143.78%$45.50—————
46521$0.27$0.3244.29%$46.00—$3.30$4.55316
—————$46.50—$3.75$4.75—0
12370$0.14$0.1943.87%$47.00—$4.10$6.15143

Forward $42.67. The 25-delta put carries +2.91 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 39.01%±3.70skew +1.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$11.25$14.10—$30.00—————
02$8.50$11.15—$33.00—————
0—$6.15$8.10—$35.50—————
045$5.45$7.75—$36.00—————
0—$5.00$7.75—$36.50—————
033$4.50$7.25—$37.00—————
0—$4.45$6.05—$37.50—————
0397$3.80$4.40—$39.00—————
1—$3.30$3.70—$39.50—————
32154$3.00$3.30—$40.0040.92%$0.43$0.602550
19—$2.55$3.15—$40.50—————
665$1.82$2.79—$41.0040.49%$0.72$0.874082
—————$41.5041.13%$0.91$1.09—0
3669$1.77$1.90—$42.0041.02%$1.14$1.2796
371—$1.35$1.89—$42.5040.10%$1.15$1.66—5
50147$1.27$1.4038.87%$43.00—$1.65$1.76715
0—$0.87$1.4339.61%$43.50—$1.55$2.17—7
141,636$0.88$1.0038.99%$44.00—$2.24$2.3660
15145$0.59$0.6939.09%$45.00—————
123$0.37$0.4739.11%$46.00—————
—————$46.50—$3.75$5.90—0

Forward $42.72. The 25-delta put carries +1.84 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 41.09%±4.58skew +1.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$16.35$19.20—$25.00—————
01$11.50$14.35—$30.00—————
1515$6.90$8.30—$35.00—————
06$5.90$7.90—$36.00—————
03$5.05$6.55—$37.00—————
03$4.15$5.80—$38.00—————
221$3.30$4.50—$39.0042.01%$0.48$0.6070
31139$3.25$3.45—$40.0041.86%$0.75$0.851324
1643$2.58$2.78—$41.0041.28%$1.06$1.18550
37073$2.03$2.20—$42.0041.23%$1.49$1.60510
550$1.53$1.7141.03%$43.00—$1.99$2.11010
15392$1.13$1.2440.18%$44.00—$2.48$2.7211
1165$0.83$0.9140.23%$45.00—$3.15$3.50140
477$0.58$0.6640.13%$46.00—$3.95$4.2550
846$0.40$0.4740.15%$47.00—————

Forward $42.57. The 25-delta put carries +1.73 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 40.42%±5.10skew +1.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$9.25$12.25—$32.00—————
150$7.20$8.25—$35.00—————
01$4.55$7.40—$37.0044.14%$0.28$0.4572
079$3.85$4.75—$39.0041.18%$0.55$0.7921
—————$40.0041.18%$0.87$1.0461
014$2.69$3.00—$41.0040.79%$1.14$1.4511
34129$2.17$2.44—$42.0040.83%$1.56$1.90100
177$1.77$1.9540.40%$43.00—$2.06$2.3801
158$1.31$1.5439.87%$44.00—$2.66$2.9610
520$0.88$1.1237.94%$45.00—————
12$0.66$0.9339.31%$46.00—$4.10$4.4050
1322$0.50$0.7240.00%$47.00—————
30$0.37$0.5840.94%$48.00—————

Forward $42.64. The 25-delta put carries +1.86 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 40.86%±5.71skew +1.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1741$11.15$12.20—$31.00—————
188$9.85$11.05—$32.0050.21%$0.07$0.121,344115
8460$9.50$10.10—$33.0047.42%$0.09$0.145,0132
1170$8.60$9.10—$34.0045.34%$0.12$0.18635164
9534,362$7.55$8.25—$35.0044.56%$0.19$0.2510,51713
5362$6.55$7.30—$36.0043.14%$0.26$0.341,526721
0333$5.35$6.40—$37.0041.89%$0.36$0.462,25495
180364$5.05$5.55—$38.0042.22%$0.57$0.652,328186
3001,199$4.30$4.75—$39.0041.49%$0.77$0.881,55849
1592,426$3.55$3.85—$40.0041.61%$1.09$1.185,152153
31980$3.05$3.25—$41.0042.26%$1.51$1.5772565
1731,524$2.54$2.61—$42.0042.13%$1.95$2.001,26285
2341,071$2.06$2.2140.86%$43.00—$2.30$2.5321315
51796$1.64$1.8040.92%$44.00—$3.05$3.151,73595
6776,338$1.29$1.4040.51%$45.00—$3.70$3.852,57688
257634$0.97$1.1640.77%$46.00—$4.15$4.551310
1114,294$0.76$0.8340.10%$47.00—$4.90$5.904910
262,799$0.57$0.6640.36%$48.00—$5.70$6.903584
4505$0.44$0.6242.25%$49.00—$6.45$7.75160
28115,999$0.32$0.4541.69%$50.00—$7.45$8.451,0540
—————$55.00—$12.20$12.70441

Forward $42.72. The 25-delta put carries +1.38 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 39.57%±5.94skew +0.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$38.0040.81%$0.51$0.81901900
050$4.10$5.00—$39.0041.50%$0.78$1.11217
43$3.70$4.05—$40.0040.99%$1.10$1.373903
100$3.10$3.45—$41.0040.58%$1.44$1.7401
20$2.62$2.87—$42.0039.69%$1.79$2.1711
71$2.10$2.4039.57%$43.00—————
15117$1.34$1.6239.78%$45.00—————
100$1.03$1.3339.83%$46.00—————
10$0.59$0.9440.74%$48.00—————
20$0.46$0.7040.38%$49.00—————

Forward $42.77. The 25-delta put carries +0.76 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 40.26%±7.40skew +0.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
118$11.55$12.30—$31.00—————
08$10.65$11.35—$32.0045.07%$0.15$0.251282
0528$9.15$10.45—$33.0043.86%$0.22$0.304,55519
036$8.30$9.55—$34.0043.33%$0.31$0.401,1050
9618,062$8.05$8.55—$35.0041.93%$0.39$0.5010,65348
0154$6.65$7.85—$36.0041.88%$0.48$0.742,2211
0866$5.95$7.05—$37.0040.33%$0.64$0.8515,73878
15322$5.60$6.15—$38.0040.36%$0.90$1.081,5806
15587$4.95$5.25—$39.0040.72%$1.25$1.3626710
22314,313$4.30$4.55—$40.0040.90%$1.63$1.706,17034
5146$3.70$4.00—$41.0040.35%$1.96$2.105811
241,308$3.20$3.35—$42.0040.27%$2.40$2.562,96975
27391$2.72$3.0540.48%$43.00—$2.91$3.1032132
17576$2.30$2.5540.06%$44.00—$3.50$3.7031617
977,457$1.93$2.1640.04%$45.00—$4.10$4.354,6960
1091,644$1.61$1.8540.26%$46.00—$4.70$5.102150
872,555$1.33$1.6040.60%$47.00—$5.30$5.756490
36934$1.11$1.2640.08%$48.00—$6.10$6.65490
2428$0.92$1.0840.51%$49.00—$6.85$8.05270
26513,139$0.76$0.8440.11%$50.00—$7.75$8.855030
18712,882$0.29$0.3441.56%$55.00—$12.30$13.507250

Forward $42.88. The 25-delta put carries +0.21 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.