Options Skew Analytics

BG option chain

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

Data as of 6 November 2026 (end of day)

2026-12-18(42 days)ATM 34.18%±11.54skew +0.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.80$16.10—$85.00—————
19$10.50$11.60—$90.0035.67%$1.10$1.50711
—————$92.5034.37%$1.55$2.0541
23$6.80$7.40—$95.0034.28%$2.35$2.85352
550$5.30$5.90—$97.5034.89%$3.50$3.90150
1170$4.10$4.6034.22%$100.00—$4.70$5.006812
2414$2.05$2.6033.05%$105.00—————
19$1.00$1.4533.50%$110.00—$11.30$12.2010
—————$115.00—$15.30$17.4010

Forward $99.50. The 25-delta put carries +0.87 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 34.08%±14.90skew +1.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$27.60$31.90—$70.00—————
025$25.30$29.30—$72.50—————
02$23.40$26.60—$75.00—————
017$21.20$24.30—$77.50—————
024$18.80$21.50—$80.00—————
016$16.90$19.20—$82.50—————
051$14.50$17.50—$85.00—————
06$12.60$15.00—$87.5034.21%$1.10$1.80240
027$10.70$12.90—$90.0034.45%$1.75$2.405352
03$9.20$11.20—$92.5033.93%$2.40$3.10230
0159$8.10$8.90—$95.0034.22%$3.40$4.001170
1177$6.70$7.80—$97.5033.77%$4.40$5.001180
91,399$5.60$6.0034.10%$100.00—$5.80$6.206884
1184$3.50$4.0033.73%$105.00—$8.20$10.102220
0260$1.80$2.5532.54%$110.00—$11.60$13.804010
4478$1.05$1.5532.79%$115.00—$15.70$17.902870
171,460$0.60$0.8532.69%$120.00—$20.20$22.402560
231,698$0.30$0.4532.38%$125.00—$25.00$27.301850
—————$130.00—$29.80$32.501,1490
—————$135.00—$34.00$37.90850
—————$140.00—$39.00$42.9010

Forward $99.80. The 25-delta put carries +1.91 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 33.96%±22.51skew +3.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$29.20$31.50—$70.0038.65%$0.60$1.0093
—————$75.0036.49%$1.05$1.355081
—————$80.0035.64%$1.70$2.20493
04$16.80$19.30—$85.0035.71%$2.95$3.40750
07$13.30$15.70—$90.0035.25%$4.30$5.10920
030$11.70$13.90—$92.5034.74%$5.10$6.00490
064$11.00$12.30—$95.0033.41%$5.60$7.004810
943$9.60$10.70—$97.5032.72%$6.50$8.1030
0194$7.80$9.6033.93%$100.00—$8.40$9.403245
0188$5.90$7.5033.96%$105.00—$10.70$12.103660
1390$4.20$5.6033.22%$110.00—$13.80$15.204593
5251$3.30$3.8032.83%$115.00—$17.10$19.5050
0114$2.35$2.7532.64%$120.00—$21.20$23.60390
025$1.70$1.9532.60%$125.00—$25.60$28.0050
11,061$1.20$1.4032.63%$130.00—$30.00$32.70310
3822$0.75$1.0032.29%$135.00—————
02,192$0.15$0.2532.50%$155.00—————

Forward $99.80. The 25-delta put carries +3.07 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.