Options Skew Analytics

BLK option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 28.43%±47.48skew -0.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$100.60$108.80—$960.00—————
10$62.10$68.30—$1,000.00—————
01$45.00$51.00—$1,020.0028.56%$3.30$5.50250
01$37.30$43.00—$1,030.0028.14%$5.30$7.30320
015$30.30$35.80—$1,040.0028.22%$7.90$10.3061
01$27.00$32.50—$1,045.0028.03%$9.50$11.8012
14$23.90$29.50—$1,050.0027.93%$11.30$13.60182
010$20.50$26.70—$1,055.0026.06%$10.50$16.1020
02$19.40$22.40—$1,060.0026.28%$13.00$18.40230
40$17.10$19.6028.55%$1,065.00—$18.10$21.3010
82$14.40$20.1030.35%$1,070.00—$20.70$24.0040
220$12.50$15.7028.75%$1,075.00—————
01$10.10$14.5028.90%$1,080.00—$25.80$30.20100
013$8.40$13.1029.15%$1,085.00—$28.00$33.5020
—————$1,090.00—$31.40$37.2070
13$4.80$7.9028.53%$1,100.00—$39.10$45.00110
—————$1,110.00—$48.00$54.5060
—————$1,120.00—$56.30$63.0020
—————$1,130.00—$66.00$72.2020
—————$1,150.00—$85.30$91.5030

Forward $1,063.65. The 25-delta put carries -0.39 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 27.00%±60.25skew +1.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$66.30$72.60—$1,000.00—————
—————$1,015.0027.80%$5.30$8.3020
—————$1,020.0027.79%$6.10$9.7010
—————$1,025.0027.59%$7.20$10.8010
01$42.90$48.90—$1,030.0027.23%$8.00$12.20180
—————$1,035.0027.30%$9.40$13.9040
013$36.20$41.50—$1,040.0026.99%$10.60$15.5070
—————$1,045.0026.82%$12.10$17.3010
—————$1,050.0028.05%$16.50$18.9050
—————$1,055.0026.64%$16.00$21.2010
—————$1,060.0026.66%$18.10$23.7030
03$20.60$23.4027.07%$1,070.00—————
02$16.40$18.7026.86%$1,080.00—$29.20$34.5070
04$12.60$15.0026.72%$1,090.00—$35.70$42.30520
04$8.70$11.5025.86%$1,100.00—$43.00$49.40370
01$7.90$10.1026.10%$1,105.00—————
01$6.70$9.1026.19%$1,110.00—$50.50$57.1020
06$5.00$7.0026.30%$1,120.00—————
18$3.90$5.7026.99%$1,130.00—$67.30$74.5010
—————$1,140.00—$77.00$83.3010
—————$1,150.00—$85.50$92.4010

Forward $1,065.68. The 25-delta put carries +1.49 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 31.88%±85.28skew -0.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$80.10$87.00—$990.0031.89%$6.90$9.001450
012$72.50$79.00—$1,000.0031.47%$8.40$11.002170
—————$1,005.0031.97%$10.30$12.2002
09$64.70$70.90—$1,010.0031.15%$10.30$13.40371
01$61.80$66.50—$1,015.00—————
07$58.10$63.50—$1,020.0032.05%$14.50$16.40880
016$51.50$57.20—$1,030.0031.86%$17.50$19.60301
012$45.20$50.10—$1,040.0031.74%$21.00$23.30620
0386$39.40$44.70—$1,050.0032.00%$25.00$28.20700
—————$1,055.0031.70%$27.30$29.8001
060$34.00$39.30—$1,060.0031.72%$28.10$33.80670
10$31.50$36.80—$1,065.00—————
023$29.20$34.5031.89%$1,070.00—$34.50$38.00301
0741$24.90$30.0031.88%$1,080.00—$37.80$43.301001
02$22.90$27.9031.86%$1,085.00—$40.80$46.7020
0119$21.00$26.0031.88%$1,090.00—$43.80$49.50740
0103$18.20$20.4031.18%$1,100.00—$50.30$56.20950
212$14.70$19.6032.15%$1,110.00—$57.20$63.00180
227$12.00$17.0032.24%$1,120.00—$65.30$70.401050
1116$9.30$14.1031.74%$1,130.00—$73.60$78.20150
—————$1,140.00—$80.50$87.00280

Forward $1,065.59. The 25-delta put carries -0.59 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 30.15%±92.13skew +0.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$990.0030.13%$7.80$11.5070
—————$1,000.0029.74%$9.40$13.7060
—————$1,010.0029.66%$11.60$16.5010
—————$1,020.0029.59%$14.30$19.6060
—————$1,030.0030.71%$20.30$22.8020
01$48.60$53.40—$1,040.00—————
04$42.50$47.40—$1,050.00—————
07$37.50$42.00—$1,060.0030.36%$32.50$35.40230
33$32.70$36.6030.15%$1,070.00—————
01$28.90$31.8030.25%$1,080.00—$42.80$45.4030
31$24.90$27.5030.13%$1,090.00—————
01$21.00$23.5029.82%$1,100.00—————
02$14.50$17.0029.38%$1,120.00—————
03$10.00$12.0029.22%$1,140.00—$82.20$88.6080
271$8.20$10.1029.22%$1,150.00—————
21$6.90$8.6029.45%$1,160.00—————
—————$1,180.00—$116.00$122.9020
—————$1,190.00—$126.20$133.3010

Forward $1,065.82. The 25-delta put carries +0.43 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 29.58%±100.62skew +1.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$990.0031.34%$10.20$16.00101
—————$1,000.0030.97%$12.30$18.20100
—————$1,030.0029.55%$20.20$25.9010
—————$1,040.0029.43%$24.00$29.5010
06$40.90$47.00—$1,060.0029.49%$32.90$38.5080
02$27.40$33.8029.68%$1,090.00—————
03$22.90$29.1029.04%$1,100.00—————
01$17.20$23.6029.73%$1,120.00—————
01$14.80$20.9029.90%$1,130.00—$76.60$82.6010
389$12.80$17.8029.82%$1,140.00—————
391$10.60$15.4029.70%$1,150.00—————

Forward $1,068.28. The 25-delta put carries +1.15 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 28.80%±122.86skew +2.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$970.0031.05%$12.60$17.801270
02$103.60$109.80—$980.0030.50%$16.00$17.90820
08$96.00$102.00—$990.0030.35%$18.50$20.3094
013$89.10$95.00—$1,000.0030.12%$20.90$23.1050
29$81.90$88.00—$1,010.0029.26%$21.00$26.9010
03$75.10$81.00—$1,020.0029.76%$27.00$29.30203
030$68.70$74.90—$1,030.0029.01%$28.00$33.50350
040$61.20$66.70—$1,040.0029.75%$34.50$37.5090
409$57.70$60.80—$1,050.0029.56%$38.70$41.5051
720$52.30$55.30—$1,060.0029.70%$43.20$46.90300
111$46.90$52.70—$1,070.0029.41%$48.20$51.0011
011$42.60$45.4028.69%$1,080.00—$53.30$56.3080
02$37.80$43.6029.27%$1,090.00—$56.50$63.2050
1464$33.10$39.5029.01%$1,100.00—$64.70$68.50130
01$30.00$35.8029.17%$1,110.00—$68.80$74.8020
03$26.50$32.0029.01%$1,120.00—$76.30$81.1010
074$23.50$28.0028.75%$1,130.00—$82.70$88.2070
413$20.80$22.9028.03%$1,140.00—$89.70$96.0050
312$18.10$20.2027.91%$1,150.00—$97.20$103.2020
04$15.50$17.8027.74%$1,160.00—————
010$13.60$19.0029.05%$1,170.00—$113.20$119.9010

Forward $1,070.20. The 25-delta put carries +2.60 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 28.13%±145.84skew +2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$166.30$174.50—$910.0031.27%$9.00$13.20870
05$157.70$165.40—$920.0030.96%$10.10$14.801000
05$149.20$156.00—$930.0030.86%$11.90$16.50480
017$141.20$148.00—$940.0029.51%$13.00$16.00271
016$132.60$140.00—$950.0029.98%$16.40$18.20500
08$124.70$132.00—$960.0029.77%$18.50$20.30496
023$117.00$124.00—$970.0029.40%$18.70$24.2070
061$110.30$116.90—$980.0029.36%$21.30$27.10690
09$102.40$109.00—$990.0029.02%$23.80$29.60580
076$96.00$102.60—$1,000.0029.02%$29.00$31.001900
038$82.70$89.00—$1,020.0028.80%$35.60$38.301156
034$70.60$76.30—$1,040.0028.61%$43.20$46.801258
195$60.20$63.50—$1,060.0028.37%$52.00$56.00476
8105$50.80$53.3028.10%$1,080.00—$62.00$66.2012114
10191$41.60$44.4027.68%$1,100.00—$71.00$77.20350
071$33.70$39.6028.09%$1,120.00—$83.40$89.70270
1892$27.90$30.0027.31%$1,140.00—$97.10$103.90690
4120$22.50$24.4027.18%$1,160.00—$111.70$118.3070
044$18.00$19.7027.09%$1,180.00—$127.30$134.20160
4170$14.70$15.8027.16%$1,200.00—$143.70$150.00500
033$9.70$13.5026.72%$1,220.00—$161.00$167.2010

Forward $1,067.93. The 25-delta put carries +2.27 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 28.22%±169.04skew +1.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$125.10$132.30—$970.0029.29%$24.50$30.10430
017$118.00$125.00—$980.0029.26%$27.50$33.10750
025$111.80$118.20—$990.0029.00%$30.20$35.901140
080$104.50$111.50—$1,000.0029.32%$36.00$38.40930
016$98.50$105.00—$1,010.0028.51%$36.30$42.10380
024$92.40$98.70—$1,020.0029.10%$42.90$45.90452
014$86.40$92.10—$1,030.0028.33%$44.00$49.70180
076$80.80$87.00—$1,040.0028.89%$51.10$53.90494
024$75.70$81.40—$1,050.0028.81%$55.50$58.40122
0101$70.60$76.10—$1,060.0028.42%$60.00$61.80577
027$65.60$71.10—$1,070.0028.65%$65.00$68.10100
0152$60.80$66.4028.57%$1,080.00—$70.10$73.10560
040$56.00$59.6027.94%$1,090.00—$75.40$78.60180
0429$52.00$55.3027.92%$1,100.00—$78.50$85.804250
09$47.90$51.0027.78%$1,110.00—$84.50$90.9070
095$44.00$47.1027.67%$1,120.00—$91.00$97.60350
015$40.80$46.2028.28%$1,130.00—$97.20$103.90270
0118$37.40$42.9028.23%$1,140.00—$104.00$110.50860
025$34.50$37.1027.64%$1,150.00—$111.00$117.201660
0109$31.30$37.0028.19%$1,160.00—$118.00$124.80230
018$28.70$34.3028.21%$1,170.00—$125.40$132.0020

Forward $1,071.82. The 25-delta put carries +1.08 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.