Options Skew Analytics

BKR option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 36.76%±8.47skew +3.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$45.0040.51%$0.20$0.305040
—————$50.0039.24%$0.80$1.00101
06$4.20$5.00—$55.0037.37%$2.15$2.502035
25467$2.05$2.4036.46%$60.00—$4.70$5.307250
2795$0.85$1.0035.99%$65.00—$8.20$9.1012
011$0.30$0.4536.76%$70.00—————

Forward $57.29. The 25-delta put carries +3.25 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 35.78%±10.05skew +1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$32.60$35.60—$23.00—————
01$27.80$30.70—$28.00—————
09$25.70$28.70—$30.00—————
012$23.90$26.80—$32.00—————
043$21.00$23.70—$35.00—————
010$19.30$21.70—$37.00—————
0126$16.70$18.30—$40.00—————
085$14.40$16.20—$42.00—————
039$12.40$13.50—$45.0039.07%$0.40$0.501630
040$10.60$11.70—$47.0038.52%$0.65$0.755461
10596$8.40$9.10—$50.0037.27%$1.15$1.3039719
1,511485$5.00$5.70—$55.0036.84%$2.65$3.107810
1,5053,631$2.70$3.1035.50%$60.00—$5.10$5.808853
21,386$1.30$1.6535.48%$65.00—$8.50$9.501320
231,438$0.65$0.8035.96%$70.00—$12.80$13.70350
0561$0.30$0.3536.00%$75.00—$17.40$18.6010

Forward $57.50. The 25-delta put carries +1.79 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 35.85%±11.60skew +1.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$36.10$38.60—$20.00—————
05$32.80$35.70—$23.00—————
026$30.60$33.80—$25.00—————
06$27.60$30.80—$28.00—————
035$25.80$29.00—$30.00—————
018$23.90$27.00—$32.00—————
021$21.10$24.10—$35.00—————
0140$19.80$21.80—$37.00—————
0326$17.10$18.50—$40.00—————
0172$15.20$16.60—$42.0040.23%$0.35$0.451990
0102$12.80$13.80—$45.0039.26%$0.65$0.801900
0868$10.50$12.20—$47.0038.14%$0.90$1.103400
01,063$8.70$9.80—$50.0037.13%$1.50$1.754630
212,159$5.70$6.20—$55.0036.44%$3.10$3.601,1010
111,127$3.30$3.8035.69%$60.00—$5.60$6.201,3651
9994$1.80$2.1535.20%$65.00—$8.90$9.804520
131,285$0.95$1.2035.40%$70.00—$12.90$14.4020
0423$0.45$0.7536.18%$75.00—————
0520$0.25$0.3536.10%$80.00—$21.30$24.6010
—————$85.00—$26.50$29.2010

Forward $57.62. The 25-delta put carries +1.93 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 35.79%±14.46skew +1.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$21.70$23.40—$35.00—————
02$17.60$18.80—$40.0040.57%$0.50$0.701060
08$13.40$14.50—$45.0038.68%$1.15$1.401250
088$9.70$10.70—$50.0037.24%$2.30$2.601,8810
043$6.30$7.60—$55.0036.39%$4.10$4.504180
3115$4.50$5.0035.78%$60.00—$6.60$7.101900
27153$2.90$3.3035.66%$65.00—$9.80$10.50800
3618$1.80$2.0535.27%$70.00—$13.50$15.00200
164$1.00$1.3034.89%$75.00—————
045$0.65$0.8035.35%$80.00—$22.30$23.7010

Forward $57.86. The 25-delta put carries +1.97 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 36.14%±15.77skew +1.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$45.0038.90%$1.35$1.7010
02$9.70$11.20—$50.0037.36%$2.55$2.9510
02$7.20$8.10—$55.0036.66%$4.40$4.9060
022$5.00$5.7036.17%$60.00—$6.90$7.5050
0211$3.30$3.8035.43%$65.00—$9.90$11.0050
012$2.15$2.7035.89%$70.00—————
02$0.85$1.2536.09%$80.00—————
02$0.55$0.9036.76%$85.00—————

Forward $58.11. The 25-delta put carries +1.47 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 36.50%±18.22skew +0.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$27.20$28.60—$30.00—————
02$22.20$24.00—$35.00—————
03$18.20$19.70—$40.0039.74%$0.95$1.2060
019$14.60$15.50—$45.0037.77%$1.80$2.056380
03$11.10$12.00—$50.0036.66%$3.10$3.501470
0122$7.80$9.10—$55.0036.45%$5.00$5.70920
0133$5.90$6.7036.50%$60.00—$7.60$8.40340
020$4.30$4.9036.52%$65.00—$10.60$11.50170
072$2.95$3.5036.03%$70.00—————
078$2.00$2.5035.82%$75.00—$18.30$19.8010
059$1.40$1.8536.22%$80.00—————
05$0.90$1.3035.90%$85.00—————
02$0.65$0.9536.35%$90.00—————

Forward $58.25. The 25-delta put carries +0.84 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.