Options Skew Analytics

BBWI 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 59.89%±1.37skew +6.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$5.00$5.60—$16.50—————
21$4.60$5.10—$17.00—————
22$4.20$4.60—$17.50—————
413$3.70$4.10—$18.00—————
50$3.00$3.60—$18.50—————
627$2.65$3.10—$19.00—————
075$1.60$2.15—$20.00—————
101$1.35$1.70—$20.5064.67%$0.10$0.151920
12,412$1.05$1.20—$21.0066.43%$0.20$0.3018611
978$0.70$0.80—$21.5060.95%$0.35$0.402929
3682,433$0.45$0.5559.88%$22.00—$0.55$0.6511526
40039$0.30$0.3562.16%$22.50—$0.85$1.00520
1483$0.15$0.2059.96%$23.00—$1.10$1.5020
1012$0.10$0.1565.92%$23.50—$1.40$2.2030
—————$24.00—$2.00$2.7020
—————$24.50—$2.50$3.3010
—————$25.00—$2.95$3.7001
—————$25.50—$3.50$4.2001
—————$26.00—$3.90$4.7010
—————$26.50—$4.40$5.4010
—————$27.00—$4.90$5.9001

Forward $21.90. The 25-delta put carries +6.48 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 89.97%±3.40skew +3.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$4.40$5.20—$17.00—————
2,0003,820$4.20$4.70—$17.50—————
217$3.80$4.30—$18.0094.96%$0.15$0.2546
023$3.20$3.80—$18.50100.05%$0.25$0.40574
1516$2.90$3.40—$19.0096.65%$0.35$0.453720
01$2.45$3.00—$19.5094.12%$0.45$0.5580
03,341$2.35$2.60—$20.0094.01%$0.60$0.701,3791
2144$2.00$2.20—$20.5091.88%$0.75$0.8510
2,614185$1.75$1.90—$21.0094.96%$0.95$1.153118
029$1.45$1.60—$21.5090.81%$1.15$1.30181
17121$1.20$1.3089.89%$22.00—$1.40$1.5590
281,529$1.05$1.1593.70%$22.50—$1.70$1.851570
21390$0.80$0.9590.70%$23.00—$2.00$2.15100
0—$0.65$0.8091.06%$23.50—$2.30$2.75—0
0231$0.55$0.6591.63%$24.00—$2.75$2.90300
0—$0.40$0.5590.58%$24.50—$3.10$3.90—0
31,150$0.35$0.4592.21%$25.00—$3.50$4.30490
—————$25.50—$3.90$4.70—0
—————$26.00—$4.40$5.2010
—————$26.50—$4.80$5.60—0
—————$27.50—$5.70$6.60510

Forward $21.77. The 25-delta put carries +3.43 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 75.45%±3.65skew -0.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$4.90$5.80—$16.50—————
05$4.40$5.30—$17.00—————
0—$4.10$4.90—$17.50—————
034$3.60$4.30—$18.00—————
0—$3.20$3.90—$18.5084.60%$0.30$0.50—0
20245$3.10$3.50—$19.00—————
0—$2.50$3.10—$19.5078.71%$0.45$0.70—0
1,4232,832$2.35$2.65—$20.0075.07%$0.55$0.8010
0—$2.05$2.25—$20.5074.73%$0.75$0.95—0
567$1.75$1.95—$21.0075.63%$1.00$1.1520
0—$1.45$1.65—$21.5074.98%$1.20$1.40—0
61,803$1.25$1.4575.52%$22.00—$1.50$1.6520
0—$1.00$1.2574.61%$22.50—$1.70$1.95—0
084$0.85$1.0574.97%$23.00—————
1—$0.60$0.8571.22%$23.50—$2.35$2.80—0
093$0.60$0.9581.89%$24.00—$2.80$3.00480
0—$0.45$0.6074.05%$24.50—$3.10$3.90—0
1059$0.40$0.6078.94%$25.00—$3.50$4.30150
0—$0.30$0.4576.20%$25.50—$4.00$4.80—0
049$0.30$0.4079.86%$26.00—————
—————$26.50—$4.80$5.70—0

Forward $21.77. The 25-delta put carries -0.22 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 57.58%±5.38skew +0.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$16.10$17.60—$5.00—————
020$13.60$14.80—$7.50—————
0143$11.10$12.40—$10.00—————
0270$8.70$9.70—$12.50—————
0993$6.40$7.30—$15.0068.35%$0.20$0.301,5901
0227$4.40$5.20—$17.5062.53%$0.50$0.701,6060
31506$2.95$3.30—$20.0058.58%$1.15$1.452005
12565$1.75$1.9057.57%$22.50—$2.40$2.651541
02,432$0.85$1.1556.68%$25.00—$4.00$4.701,4660
11417$0.50$0.6558.38%$27.50—$6.00$6.90420
—————$30.00—$8.30$9.201700
—————$32.50—$10.60$11.6010
—————$35.00—$13.00$14.1030

Forward $21.79. The 25-delta put carries +0.20 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 56.30%±7.31skew +5.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
053$13.60$14.90—$7.50—————
027$11.10$12.50—$10.00—————
01$8.80$9.90—$12.5065.82%$0.20$0.252380
010$6.70$7.60—$15.0063.51%$0.45$0.701490
0196$4.90$5.70—$17.5060.41%$1.05$1.2517015
0209$3.30$4.10—$20.0058.19%$1.85$2.251550
0414$2.40$2.7556.58%$22.50—$3.10$3.501570
0824$1.50$1.9055.60%$25.00—$4.60$5.4010
055$0.95$1.3055.61%$27.50—$6.50$7.3020
3598$0.65$0.8055.35%$30.00—————
5195$0.30$0.3556.44%$35.00—————

Forward $21.76. The 25-delta put carries +5.06 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 53.87%±8.56skew +5.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$15.0060.13%$0.70$0.95440
012$5.30$6.20—$17.5057.68%$1.30$1.70180
020$3.80$4.70—$20.0055.53%$2.20$2.70130
0102$2.80$3.4054.62%$22.50—————
215$2.00$2.3553.17%$25.00—————
078$1.35$1.8553.91%$27.50—————
01$0.90$1.2552.51%$30.00—————
02$0.60$0.9552.92%$32.50—————

Forward $21.84. The 25-delta put carries +5.17 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 54.60%±9.23skew +4.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$13.60$14.70—$7.50—————
017$11.20$12.40—$10.00—————
07$9.10$10.10—$12.5064.24%$0.40$0.651190
04$7.10$8.10—$15.0061.43%$0.85$1.202170
085$5.40$6.30—$17.5058.29%$1.50$1.95970
050$4.00$4.90—$20.0056.79%$2.50$3.002300
0546$3.00$3.6054.86%$22.50—$3.70$4.30110
0642$2.25$2.6554.51%$25.00—$5.20$6.0090
0140$1.60$2.1054.97%$27.50—$6.90$7.8030
379$1.10$1.4052.73%$30.00—$8.90$9.8030
06$0.75$1.1553.52%$32.50—————
0121$0.55$0.8053.01%$35.00—————

Forward $21.78. The 25-delta put carries +4.77 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 54.27%±10.95skew +5.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$13.60$15.00—$7.50—————
02$11.30$12.40—$10.0065.98%$0.30$0.50210
06$9.30$10.30—$12.5062.54%$0.70$0.90720
04$7.50$8.50—$15.0058.80%$1.30$1.4037610
0101$5.90$6.80—$17.5056.82%$2.00$2.351360
0113$4.60$5.50—$20.0055.37%$3.00$3.501280
036$3.50$4.3054.08%$22.50—$4.30$4.80530
014$2.90$3.3054.27%$25.00—$5.80$6.40120
035$2.15$2.5552.92%$27.50—————
05$1.60$2.0052.31%$30.00—————
0372$1.20$1.6052.19%$32.50—————
192$0.90$1.2051.43%$35.00—$13.50$14.5010

Forward $21.83. The 25-delta put carries +5.40 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.