Options Skew Analytics

BLDR 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 59.00%±14.51skew +3.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$20.10$22.20—$40.00—————
—————$45.0061.86%$0.60$0.754014
01$11.80$13.50—$50.0060.96%$1.35$1.752813
04$8.10$10.40—$55.0059.94%$2.70$3.3018821
1180$5.80$6.90—$60.0059.78%$4.90$5.502203
11657$4.00$4.3058.47%$65.00—$7.40$8.703040
214263$2.50$2.8058.17%$70.00—$10.90$12.403010
5384$1.30$1.8056.72%$75.00—$15.00$15.905420
0146$0.70$1.1056.24%$80.00—$19.00$20.90780
12199$0.40$0.6055.68%$85.00—$23.40$25.801530
—————$90.00—$28.40$30.601420

Forward $61.16. The 25-delta put carries +3.22 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 57.50%±17.20skew +2.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$24.80$27.00—$35.00—————
043$16.30$18.70—$45.0060.64%$1.00$1.35411
—————$50.0058.12%$1.95$2.352175
24$9.20$11.00—$55.0058.08%$3.60$4.101671
1413$6.60$8.00—$60.0057.11%$5.70$6.4015111
428$5.20$5.4057.66%$65.00—$8.60$9.201290
29129$3.60$4.0058.17%$70.00—$11.80$13.10390
9170$2.05$2.8055.89%$75.00—$15.50$16.80320
48144$1.45$1.9056.39%$80.00—$19.50$21.30810
046$0.85$1.3055.72%$85.00—$23.60$25.90540
0169$0.60$0.8055.59%$90.00—$28.80$30.401400
—————$95.00—$34.00$34.708730

Forward $61.26. The 25-delta put carries +2.19 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 56.45%±19.53skew +3.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$20.80$23.30—$40.0060.60%$0.60$1.001470
01$16.80$19.10—$45.0059.48%$1.35$1.851040
019$13.20$15.30—$50.0058.63%$2.50$3.201820
112$10.60$11.80—$55.0057.85%$4.20$5.003820
134$8.00$9.10—$60.0057.73%$6.50$7.403060
0114$6.10$6.5056.39%$65.00—$9.40$10.001270
1171$3.90$5.0054.65%$70.00—$12.30$13.805920
1130$3.00$3.6055.25%$75.00—$15.70$17.60370
1866$2.25$2.4554.96%$80.00—$20.00$21.802580
3151$1.60$1.8555.46%$85.00—$24.10$26.30360
0715$0.90$1.4554.75%$90.00—$28.80$30.801550
—————$95.00—$33.30$35.807160
—————$100.00—$38.30$41.001181
—————$110.00—$47.30$51.30250
—————$125.00—$62.30$66.3080
—————$130.00—$67.30$71.3010
—————$140.00—$77.30$81.3010

Forward $61.62. The 25-delta put carries +3.67 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 54.34%±21.51skew +3.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$21.60$23.90—$40.00—————
06$18.20$19.50—$45.0059.14%$1.95$2.451301
—————$50.0056.88%$3.20$3.7070
06$11.20$13.10—$55.0055.79%$5.00$5.50130
0331$8.90$9.80—$60.0055.68%$7.40$7.9060
0324$6.60$7.6054.36%$65.00—$10.10$10.60160
0108$5.00$5.9054.30%$70.00—$12.50$13.90570
088$3.70$4.5053.89%$75.00—$16.50$18.4010
010$2.55$3.4052.93%$80.00—$20.50$22.5040
019$1.90$2.6053.17%$85.00—————
06$1.45$2.0053.65%$90.00—————
—————$95.00—$33.40$36.2010
17$0.80$1.2554.55%$100.00—————

Forward $61.73. The 25-delta put carries +3.95 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 55.97%±24.25skew +4.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$22.10$24.50—$40.0061.18%$1.35$1.9080
—————$45.0059.72%$2.30$3.10340
03$14.90$17.10—$50.0058.71%$3.70$4.70100
05$12.40$14.00—$55.0058.34%$5.90$6.501610
066$9.90$11.30—$60.0057.84%$8.20$9.00330
01$7.70$8.9056.21%$65.00—$10.90$12.10454
072$5.90$7.2055.73%$70.00—$13.70$15.30190
0118$4.60$5.7055.45%$75.00—$17.50$19.001690
235$3.70$4.2054.69%$80.00—$21.10$22.90660
957$2.75$3.4054.55%$85.00—$25.20$27.20500
098$2.00$2.8054.54%$90.00—$29.40$31.70410
013$1.85$2.2055.91%$95.00—$33.60$36.2010
—————$100.00—$38.40$41.30100
081$0.85$1.3053.80%$105.00—$43.30$46.00700
—————$110.00—$48.10$51.1010

Forward $62.04. The 25-delta put carries +4.16 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 56.08%±30.09skew +4.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$35.0063.13%$1.35$2.10280
01$23.70$26.10—$40.0061.06%$2.40$3.00140
01$20.20$22.50—$45.0060.12%$3.60$4.60140
—————$50.0059.57%$5.40$6.4090
01$14.50$16.30—$55.0058.22%$7.40$8.4020
03$12.10$13.70—$60.0057.60%$9.80$10.90260
094$10.00$11.7057.18%$65.00—$12.50$13.80370
120$8.30$9.6056.09%$70.00—$15.60$17.30140
07$6.80$8.2055.95%$75.00—$18.80$20.5040
014$5.60$7.0055.94%$80.00—$22.40$24.3050
016$4.60$5.9055.71%$85.00—————
023$3.70$4.8054.84%$90.00—$30.30$32.40110
066$3.00$4.1054.82%$95.00—————
0127$2.50$3.7055.65%$100.00—————
095$2.15$2.8054.74%$105.00—————
016$2.00$2.3555.51%$110.00—————

Forward $62.63. The 25-delta put carries +4.76 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.