Options Skew Analytics

BLDR option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 56.75%±6.98skew +1.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$22.50$24.20—$40.00—————
015$14.70$17.20—$47.50—————
0530$12.30$14.60—$50.00—————
030$10.20$12.20—$52.50—————
0967$7.60$8.70—$55.0060.27%$0.35$0.556741
090$5.70$6.50—$57.5058.77%$0.80$0.952810
11,288$4.20$4.50—$60.0058.20%$1.45$1.75326115
073$2.75$3.10—$62.5056.48%$2.35$2.85121353
682,736$1.80$2.0557.83%$65.00—$3.80$4.402631
38$1.10$1.2057.24%$67.50—$5.60$6.10130
34716$0.60$0.8058.44%$70.00—$7.10$8.2037822
311,318$0.15$0.2558.08%$75.00—$12.10$12.702950

Forward $62.83. The 25-delta put carries +1.53 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 55.02%±11.79skew +0.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$27.40$29.70—$35.00—————
010$21.90$25.00—$40.00—————
022$17.50$19.90—$45.00—————
02$15.10$17.50—$47.50—————
07$12.90$15.20—$50.00—————
0384$9.10$11.00—$55.0055.34%$1.20$1.752651
118$7.50$8.10—$57.5054.66%$1.85$2.502180
6291$6.00$6.50—$60.0054.29%$2.80$3.40309155
07$4.60$5.20—$62.5054.05%$3.90$4.60236
1297$3.70$4.1055.27%$65.00—$5.70$6.0012720
1510$2.55$3.2053.81%$67.50—$6.90$7.70300
38429$2.00$2.3053.74%$70.00—$8.70$9.408446
11$1.40$1.8554.30%$72.50—————
206775$1.05$1.3554.49%$75.00—$12.00$13.501480
9572$0.50$0.7054.01%$80.00—$16.00$18.402150
0183$0.25$0.4055.15%$85.00—————

Forward $63.15. The 25-delta put carries +0.36 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 52.90%±14.72skew +3.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$22.50$25.00—$40.00—————
02$18.20$20.50—$45.00—————
036$13.60$15.80—$50.0056.66%$1.05$1.404502
02$11.60$14.10—$52.5054.71%$1.35$1.95620
022$9.80$12.20—$55.0055.03%$2.10$2.653966
013$8.10$10.30—$57.5053.80%$2.75$3.50160
074$7.30$7.90—$60.0053.77%$3.80$4.504780
013$5.50$7.30—$62.5053.76%$5.00$5.701310
3212$5.00$5.4052.96%$65.00—$6.80$7.101450
02$3.80$4.6052.53%$67.50—$7.50$8.8010
5223$3.20$3.7053.05%$70.00—$8.90$10.705880
10221$1.95$2.2551.77%$75.00—$12.50$14.80370
1863$1.05$1.6552.53%$80.00—$16.40$18.902500
—————$85.00—$21.00$23.401410
41,231$0.30$0.4549.58%$90.00—$25.60$28.2010
—————$100.00—$35.50$38.0010

Forward $63.56. The 25-delta put carries +3.27 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 53.62%±18.34skew +5.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
110$23.00$25.60—$40.00—————
03$18.60$21.30—$45.00—————
01$14.60$17.30—$50.0056.68%$1.60$2.45580
—————$52.5055.09%$2.15$3.0010
07$11.20$13.40—$55.0056.47%$3.30$3.80290
0490$9.60$11.60—$57.5055.81%$4.20$4.70120
0349$8.20$10.10—$60.0054.12%$4.70$6.00850
01$7.20$8.80—$62.5055.33%$6.50$7.00150
0510$5.90$7.4053.40%$65.00—$7.20$8.70200
46$5.00$6.5053.89%$67.50—$9.40$9.90310
236298$4.60$5.4054.62%$70.00—$11.00$11.50920
627123$3.20$3.6052.87%$75.00—$13.40$15.6020
026$1.75$2.7051.32%$80.00—$18.70$19.10530
—————$85.00—$21.40$23.90130
—————$90.00—$25.90$28.5010

Forward $63.77. The 25-delta put carries +5.15 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 53.84%±20.76skew +1.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$32.10$35.40—$30.00—————
—————$42.5058.02%$0.95$1.2005
—————$45.0058.02%$1.25$1.80510
01$17.30$19.90—$47.50—————
1018$15.90$18.10—$50.0057.16%$2.25$3.10200
04$13.70$16.00—$52.50—————
29$12.60$13.50—$55.0054.94%$3.70$4.50200
—————$57.5054.80%$4.70$5.5010
0104$9.20$11.20—$60.0054.84%$5.90$6.608618
05$8.00$10.00—$62.5054.71%$6.90$8.1010
01$7.00$8.5054.47%$65.00—$8.20$9.50440
251$5.30$6.2053.30%$70.00—$10.90$12.70180
2124$4.10$4.7053.86%$75.00—$14.20$15.901790
777$2.95$3.6053.74%$80.00—$18.00$19.90370
066$2.00$2.7553.26%$85.00—$21.90$24.50500
—————$90.00—$26.30$28.90410
—————$95.00—$30.70$33.5010

Forward $63.88. The 25-delta put carries +1.68 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 54.82%±27.65skew +2.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$33.50$36.10—$30.00—————
01$24.90$27.50—$40.0059.10%$1.45$2.05150
01$21.10$23.80—$45.0057.85%$2.45$3.20190
—————$50.0056.02%$3.70$4.6040
05$14.90$16.90—$55.0055.41%$5.40$6.60110
07$12.10$14.10—$60.0054.93%$7.50$9.00250
—————$62.5054.88%$8.80$10.301480
096$10.00$11.3055.68%$65.00—$10.70$11.501091
024$7.90$9.5055.04%$70.00—$13.10$14.60160
100$7.40$8.1054.27%$72.50—————
023$6.30$7.7054.17%$75.00—$16.20$17.9050
414$5.20$6.3054.26%$80.00—$19.70$21.9050
018$3.80$5.1052.83%$85.00—————
029$3.00$4.2052.79%$90.00—$27.60$29.90110
0241$2.50$3.3052.69%$95.00—————
3268$2.00$2.8053.09%$100.00—————
0120$1.50$2.3552.92%$105.00—————

Forward $64.54. The 25-delta put carries +2.72 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 53.85%±32.86skew +5.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$36.20$39.10—$27.50—————
03$29.80$32.70—$35.0059.70%$1.20$2.00910
—————$37.5061.25%$1.75$2.8040
02$26.10$29.00—$40.0060.39%$2.60$3.002020
—————$45.0058.06%$3.40$4.50140
03$20.90$23.70—$47.50—————
0100$19.40$22.30—$50.0057.00%$4.90$6.206010
01$17.90$20.80—$52.5057.48%$5.90$7.4010
038$16.60$18.10—$55.0057.98%$6.80$8.9090
01$15.40$17.70—$57.5056.59%$8.00$9.50160
0211$14.30$16.50—$60.0056.10%$9.20$10.60440
019$12.20$14.10—$65.0055.55%$11.70$13.30250
016$10.10$12.2054.78%$70.00—$14.70$16.9040
06$8.40$10.3053.83%$75.00—$17.80$20.10250
06$7.00$9.0053.84%$80.00—$20.90$23.5060
08$5.80$8.0054.10%$85.00—————
046$4.90$6.7053.60%$90.00—————
06$4.00$5.3052.11%$95.00—————
027$3.20$4.6051.84%$100.00—$37.20$39.8050
071$2.70$4.1052.34%$105.00—————

Forward $65.67. The 25-delta put carries +5.63 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.