Options Skew Analytics

BDX option chain

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

Data as of 6 November 2026 (end of day)

2027-01-15(70 days)ATM 27.71%±25.87skew +2.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$90.80$94.90—$120.00—————
013$80.90$85.00—$130.00—————
010$75.90$80.10—$135.00—————
016$71.00$74.90—$140.00—————
06$66.00$70.10—$145.00—————
022$61.00$65.10—$150.00—————
012$56.10$60.20—$155.00—————
023$51.20$55.00—$160.00—————
0507$46.40$50.30—$165.00—————
0588$41.60$44.60—$170.00—————
030$36.70$40.50—$175.00—————
076$32.10$35.60—$180.00—————
044$28.40$31.00—$185.0030.65%$1.50$2.4520
1169$23.90$26.60—$190.0029.90%$2.15$3.30290
0359$21.60$22.40—$195.0029.34%$3.10$4.402040
1438$16.60$19.30—$200.0028.77%$4.30$5.801200
0703$10.70$13.20—$210.0028.10%$8.00$9.60110
2145$6.50$7.9027.27%$220.00—————
148$3.20$4.7026.57%$230.00—$19.90$22.6020
525$1.60$2.5026.37%$240.00—————
111$0.80$1.2026.29%$250.00—————

Forward $213.17. The 25-delta put carries +2.77 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 28.84%±37.24skew +2.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$96.10$100.50—$115.00—————
03$76.70$80.90—$135.00—————
01$71.90$75.20—$140.00—————
05$67.20$70.20—$145.00—————
033$62.40$65.40—$150.00—————
05$58.40$60.70—$155.00—————
027$53.60$56.00—$160.00—————
04$48.70$51.50—$165.00—————
033$44.80$47.00—$170.00—————
09$39.90$43.00—$175.00—————
022$35.90$38.50—$180.0031.30%$2.75$4.40110
023$31.90$34.50—$185.0030.72%$3.60$5.4020
025$28.30$30.90—$190.00—————
19$24.90$27.50—$195.0030.16%$6.40$7.90120
032$21.40$23.80—$200.0029.73%$7.70$9.80180
2445$15.60$17.80—$210.0029.33%$12.00$13.8020
500220$11.00$12.8028.66%$220.00—————
029$7.20$9.2028.18%$230.00—————
016$4.30$6.2027.31%$240.00—————
27$2.85$4.1027.39%$250.00—————

Forward $213.86. The 25-delta put carries +2.85 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 28.25%±47.65skew +3.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$82.70$86.10—$130.00—————
01$64.30$67.60—$150.00—————
01$55.40$59.30—$160.00—————
07$51.10$54.40—$165.00—————
012$46.90$50.40—$170.00—————
040$42.90$46.50—$175.0031.25%$3.90$6.1020
036$39.00$42.20—$180.00—————
010$35.30$38.30—$185.0030.61%$6.00$8.6040
038$31.90$34.80—$190.00—————
04$28.40$31.50—$195.00—————
03$25.70$28.30—$200.00—————
722$20.30$22.70—$210.0028.76%$14.70$17.1020
316$15.50$17.9028.30%$220.00—————
030$11.40$14.0027.87%$230.00—————
01$7.80$10.9027.31%$240.00—————
06$5.50$8.2027.05%$250.00—————
02$3.90$6.5027.37%$260.00—————
—————$310.00—$96.10$99.50—0

Forward $215.75. The 25-delta put carries +3.56 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.