Options Skew Analytics

BOIL option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 89.88%±2.09skew -5.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$4.10$5.65—$12.00—————
59$3.50$4.20—$13.00—————
02$2.72$4.15—$13.5097.70%$0.03$0.0654
933$2.80$3.00—$14.00—————
124$2.16$2.82—$14.50—————
010$1.59$2.33—$15.0089.42%$0.16$0.225371
2098$1.55$1.81—$15.5088.39%$0.27$0.332836
233569$1.21$1.36—$16.0089.05%$0.44$0.49327294
242118$0.94$1.04—$16.5087.65%$0.60$0.7250296
922152$0.72$0.7890.24%$17.00—$0.87$1.015079
251107$0.54$0.6293.24%$17.50—$1.13$1.34207
502578$0.41$0.4694.65%$18.00—$1.36$1.9811010
76259$0.27$0.3594.29%$18.50—$1.72$2.2511730
487657$0.21$0.3099.97%$19.00—$2.13$2.6912140
7946$0.16$0.2099.75%$19.50—————
77918$0.11$0.17102.80%$20.00—$3.25$3.402221
2925$0.09$0.11103.33%$20.50—$3.00$4.4030
—————$21.00—$3.50$4.8061
—————$21.50—$4.35$5.6030
24251$0.05$0.06114.10%$22.00—————
—————$22.50—$4.55$7.10200

Forward $16.81. The 25-delta put carries -5.90 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 94.52%±3.11skew -11.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$5.50$6.55—$11.00—————
09$4.30$5.50—$12.00—————
57$3.80$4.25—$13.00—————
45$2.97$3.40—$14.0089.46%$0.18$0.2315633
4359$2.13$2.40—$15.0089.40%$0.42$0.4428474
1215$1.87$2.13—$15.5092.97%$0.53$0.73294
22244$1.58$1.67—$16.0089.12%$0.73$0.8363225
1418$1.21$1.61—$16.5097.02%$0.90$1.32403
195318$1.11$1.1994.36%$17.00—$1.17$1.519228
13792$0.93$1.0095.81%$17.50—$1.45$1.701543
55662$0.76$0.8295.82%$18.00—$1.84$2.031756
1781$0.63$0.79101.48%$18.50—$2.10$2.74460
9347$0.51$0.6199.65%$19.00—$2.35$3.201270
134677$0.35$0.41101.30%$20.00—$3.25$4.052500
3818$0.27$0.36102.42%$20.50—$3.55$4.3510
53181$0.24$0.30104.61%$21.00—$3.95$4.904550
—————$21.50—$3.85$5.45100
—————$22.00—$5.00$5.9551
41$0.13$0.18107.61%$22.50—$5.45$6.2511
—————$23.00—$5.30$7.0030
4214$0.09$0.12108.93%$23.50—————

Forward $16.81. The 25-delta put carries -11.90 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 119.32%±12.21skew -4.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2227$7.35$8.00—$10.00—————
0124$5.90$7.30—$12.00105.23%$1.27$1.94450
06$5.25$6.80—$13.00—————
012$4.95$6.80—$14.00114.41%$2.43$3.20370
11108$4.60$5.40—$15.00112.86%$2.60$4.001170
3106$4.25$5.00—$16.00108.14%$3.20$4.20371
3295$4.10$4.65111.34%$17.00—$4.15$4.70520
1105$3.80$4.40113.15%$18.00—$4.85$5.30890
0295$3.25$4.15110.99%$19.00—$5.50$6.10300
45356$3.30$3.70113.21%$20.00—$6.05$7.051960
—————$21.00—$6.55$8.70880
—————$22.00—$7.35$9.2560
0561$2.35$3.80120.74%$23.00—$7.90$10.0020
—————$24.00—$8.95$10.40290
0111$2.20$3.10119.97%$25.00—$9.75$11.6520
115$2.00$2.60115.47%$26.00—$10.20$12.7010
059$1.83$2.95121.93%$27.00—$10.95$13.35650
—————$28.00—$11.90$14.3010
1269$1.48$2.23118.77%$30.00—$13.60$16.1540
—————$32.00—$15.40$17.8010
—————$35.00—$19.10$20.6531

Forward $16.95. The 25-delta put carries -4.36 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.