Options Skew Analytics

BBY option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 39.68%±3.42skew +0.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$19.10$20.60—$75.00—————
10$18.20$19.60—$76.00—————
10$11.60$14.00—$82.00—————
15$10.90$12.80—$83.00—————
01$9.10$11.20—$85.00—————
02$8.50$9.50—$86.00—————
02$7.10$8.90—$87.00—————
010$6.50$7.50—$88.00—————
27$5.10$6.70—$89.00—————
701911$4.50$5.50—$90.00—————
329$3.60$4.60—$91.00—————
1146$2.60$3.70—$92.0041.29%$0.30$0.4523821
381$2.05$3.10—$93.0040.69%$0.50$0.703810
5214$1.75$2.15—$94.0039.54%$0.80$1.00674
61177$1.25$1.50—$95.0039.66%$1.25$1.455318
40744$0.85$1.0540.05%$96.00—$1.50$2.00212
22106$0.50$0.7540.21%$97.00—————
3175$0.30$0.5040.63%$98.00—————
—————$102.00—$6.40$8.1001
—————$103.00—$7.60$8.80035
—————$104.00—$8.30$9.9002

Forward $95.03. The 25-delta put carries +0.48 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 36.05%±5.68skew -0.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$13.70$16.40—$80.00—————
013$7.80$10.70—$86.00—————
166$7.50$8.70—$87.00—————
010$6.30$8.80—$88.0041.41%$0.30$0.504720
133$5.70$7.50—$89.0038.56%$0.35$0.5574
557$5.30$6.00—$90.0037.27%$0.50$0.65175
011$4.00$6.20—$91.0036.88%$0.70$0.85285
0453$3.50$4.60—$92.0035.51%$0.85$1.10125
026$3.20$3.70—$93.0036.34%$1.25$1.45412
537$2.65$3.30—$94.0035.95%$1.60$1.851418
5078$2.15$2.50—$95.0036.08%$2.10$2.30952
9126$1.70$2.0035.86%$96.00—$2.55$2.9070
532$1.30$1.5535.32%$97.00—————
1238$1.00$1.2035.34%$98.00—————
3515$0.75$0.9535.65%$99.00—————
4636$0.55$0.7535.97%$100.00—$5.20$6.2010
41$0.40$0.6036.49%$101.00—————

Forward $95.13. The 25-delta put carries -0.14 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 34.97%±7.19skew +0.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$10.00$12.70—$84.00—————
02$9.50$11.10—$85.00—————
016$8.40$10.70—$86.00—————
05$8.10$9.30—$87.00—————
020$6.20$8.70—$88.0036.55%$0.45$0.7530
014$5.70$7.90—$89.0036.79%$0.70$0.9061
051$5.00$6.80—$90.0035.91%$0.90$1.05206
010$4.70$6.20—$91.0035.27%$1.10$1.3010
031$4.10$5.60—$92.0035.78%$1.45$1.65260
014$3.90$4.20—$93.0035.23%$1.80$1.95187
324$3.30$3.60—$94.0035.62%$2.20$2.451034
385$2.80$3.10—$95.0034.70%$2.65$2.80612
259$2.35$2.7035.24%$96.00—$3.20$3.5046
018$1.90$2.1033.87%$97.00—$3.70$4.0030
029$1.60$1.8534.96%$98.00—$4.30$5.0020
65$1.30$1.5034.80%$99.00—————
111$1.00$1.2034.30%$100.00—————
120$0.75$0.9533.84%$101.00—————
026$0.65$0.8034.86%$102.00—————

Forward $95.23. The 25-delta put carries +0.97 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 35.32%±8.62skew +1.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
5160$10.50$11.40—$85.0037.38%$0.45$0.554,51734
03,584$8.30$9.20—$87.5036.85%$0.80$0.953262
—————$88.0036.42%$0.85$1.0510
—————$89.0035.99%$1.05$1.2513
21,677$6.10$7.20—$90.0035.78%$1.30$1.5019641
30$4.90$5.90—$92.00—————
0292$4.20$5.30—$92.5035.83%$2.05$2.457853
011$4.00$5.30—$93.0035.54%$2.20$2.65019
32$3.70$4.60—$94.0035.66%$2.65$3.10016
21843$3.30$3.70—$95.0035.04%$3.10$3.50711
190$2.85$3.3035.47%$96.00—————
2021$2.40$2.8034.92%$97.00—————
491$2.10$2.6534.59%$97.50—$4.10$5.0010
06$2.00$2.5535.47%$98.00—————
62$1.65$2.1034.77%$99.00—————
63412$1.50$1.7034.99%$100.00—$6.00$6.70240
317$1.20$1.4534.78%$101.00—————
141$1.00$1.2034.74%$102.00—————
336$0.85$1.0034.97%$103.00—————
014$0.70$0.8535.19%$104.00—————
1519$0.55$0.7535.46%$105.00—$10.10$11.2010

Forward $95.20. The 25-delta put carries +1.05 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 35.15%±9.76skew +1.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$10.60$13.10—$84.0037.53%$0.45$0.7520
02$9.80$11.90—$85.00—————
01$8.10$10.10—$87.0036.18%$0.85$1.20260
—————$89.0036.11%$1.20$1.8020
06$5.80$8.00—$90.0035.38%$1.45$2.0050
01$5.50$7.40—$91.00—————
07$4.60$5.80—$93.0034.96%$2.55$3.0061
04$3.90$5.20—$94.00—————
126$3.60$4.50—$95.0035.37%$3.50$4.00715
03$3.20$3.9035.10%$96.00—————
05$2.80$3.4034.91%$97.00—————
30$2.35$3.0034.59%$98.00—$4.80$6.5010
02$2.05$2.6534.85%$99.00—————
01$1.75$2.2534.51%$100.00—$5.90$7.6020
34$1.45$2.0034.57%$101.00—————
01$0.75$1.0534.59%$105.00—————

Forward $95.30. The 25-delta put carries +1.54 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 36.56%±11.23skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
50$14.60$17.00—$80.00—————
01$10.30$12.20—$85.0036.60%$0.75$1.1510
—————$86.0036.33%$0.90$1.3530
—————$89.0035.96%$1.60$2.1010
34$7.20$8.00—$90.0035.57%$1.80$2.4510
10$5.70$6.70—$92.0035.05%$2.50$3.1020
20$4.50$5.60—$94.0034.41%$3.30$3.9020
02$3.90$4.80—$95.0034.87%$3.80$4.50230
10$3.80$4.4036.63%$96.00—————
012$3.10$3.9035.23%$97.00—————
02$2.40$3.1035.25%$99.00—————
03$2.15$2.7035.26%$100.00—————
10$1.85$2.5035.68%$101.00—————
01$1.55$2.1535.14%$102.00—————
06$0.95$1.4535.04%$105.00—————

Forward $95.20. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 35.59%±13.69skew +1.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$24.80$26.40—$70.00—————
015$19.90$22.30—$75.0039.78%$0.30$0.456577
04$17.80$19.40—$77.5039.33%$0.50$0.658423
080$15.60$17.30—$80.0037.41%$0.60$0.904641
12100$13.50$14.90—$82.5038.39%$1.05$1.4028610
019$11.60$13.20—$85.0036.84%$1.50$1.7010338
0179$9.80$11.20—$87.5036.33%$2.10$2.30705
0178$8.20$9.00—$90.0036.18%$2.90$3.1030262
0173$6.50$7.80—$92.5035.87%$3.80$4.101237
960514$5.60$5.90—$95.0035.70%$5.00$5.2014849
6124$4.50$4.7035.56%$97.50—————
1685$3.50$3.8035.60%$100.00—————
4672$2.05$2.2535.16%$105.00—————
3162$1.10$1.3535.16%$110.00—————
021$0.60$0.8535.98%$115.00—————
—————$120.00—$24.20$26.1020

Forward $95.65. The 25-delta put carries +1.17 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 39.82%±18.55skew +1.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
022$31.40$35.00—$62.50—————
0121$30.00$31.90—$65.0046.36%$0.30$0.351,1271
0125$27.70$29.60—$67.50—————
0219$25.30$27.20—$70.0043.92%$0.50$0.65761194
0404$23.00$24.90—$72.5043.05%$0.70$0.851126
01,132$21.10$22.40—$75.0042.74%$0.90$1.252091
1130$18.70$20.00—$77.5042.88%$1.20$1.801394
0304$16.80$18.00—$80.0041.88%$1.80$2.0013610
0694$14.70$16.40—$82.5041.21%$2.30$2.551140
0571$13.00$14.30—$85.0041.22%$2.80$3.501390
0531$11.40$12.80—$87.5041.21%$3.80$4.20970
0386$9.80$11.10—$90.0041.00%$4.80$5.102571
1337$8.80$9.10—$92.5041.46%$5.60$6.701201
5296$7.50$7.80—$95.0040.63%$7.10$7.40361
1192$6.00$6.8039.80%$97.50—$8.30$9.204922
11,013$5.30$5.6039.91%$100.00—$9.40$10.80210
3195$3.60$4.0039.56%$105.00—$12.70$14.20280
5141$2.50$2.7039.42%$110.00—$16.50$18.00160
11114$1.65$1.8539.40%$115.00—————
067$0.90$1.4539.57%$120.00—————
218$0.60$0.9539.69%$125.00—————

Forward $95.40. The 25-delta put carries +1.80 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.