Options Skew Analytics

BSX option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 46.30%±2.14skew +2.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$4.90$5.50—$39.00—————
03$3.50$5.00—$39.50—————
421$3.40$4.60—$40.00—————
043$2.70$4.10—$40.50—————
04$2.25$3.50—$41.00—————
1281$1.95$3.10—$41.50—————
51376$1.85$2.70—$42.0049.58%$0.15$0.251,08635
31106$1.80$2.00—$42.50—————
10899$1.50$1.65—$43.0048.57%$0.35$0.5032330
18241$1.15$1.30—$43.5047.08%$0.50$0.65564
124235$0.85$1.00—$44.0046.09%$0.70$0.85119317
520157$0.65$0.7546.68%$44.50—$0.95$1.151070
936284$0.45$0.5546.16%$45.00—$1.30$1.4018182
246142$0.30$0.4046.06%$45.50—$1.65$1.8030
152378$0.20$0.2545.04%$46.00—$1.85$2.25570
—————$46.50—$2.20$3.2060
93288$0.05$0.1042.74%$47.00—$2.60$4.00680
—————$47.50—$3.00$4.5030
—————$48.00—$3.50$5.0030
—————$48.50—$4.00$5.8050
—————$49.00—$4.60$6.4040

Forward $44.15. The 25-delta put carries +2.50 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 43.07%±3.31skew +0.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$5.10$6.50—$38.00—————
—————$38.5048.73%$0.05$0.1019810
05$3.80$5.20—$39.50—————
2706$3.70$4.70—$40.0046.42%$0.15$0.207,63255
015$3.00$4.20—$40.50—————
026$2.60$3.80—$41.0045.15%$0.25$0.351745
08$2.25$3.40—$41.5045.16%$0.35$0.4533720
201,609$2.40$2.95—$42.0043.15%$0.40$0.5563216
0143$2.25$2.40—$42.5043.42%$0.55$0.701795
3152$1.90$2.10—$43.0044.44%$0.75$0.90234453
0225$1.60$1.80—$43.5044.38%$0.95$1.10730
32109$1.35$1.50—$44.0043.37%$1.15$1.30267226
49$1.10$1.2543.01%$44.50—$1.40$1.555673
14311,368$0.90$1.0543.33%$45.00—$1.70$1.858,32857
236,139$0.70$0.8041.82%$45.50—$1.95$2.152,3171
822,489$0.55$0.6541.90%$46.00—$2.30$2.502670
78503$0.45$0.5543.01%$46.50—$2.60$3.0010
74552$0.35$0.4543.35%$47.00—$2.95$4.1080
14196$0.25$0.3542.79%$47.50—————
—————$48.00—$3.80$5.00180
537,847$0.05$0.1043.36%$50.00—$5.50$6.102,36415

Forward $44.20. The 25-delta put carries +0.14 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 38.89%±3.83skew +2.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$4.80$6.30—$38.50—————
0—$3.90$5.40—$39.50—————
08$3.50$4.80—$40.0044.53%$0.25$0.401,1843
0—$3.20$4.50—$40.50—————
1105$3.50$4.00—$41.0042.86%$0.40$0.55510
0—$2.45$3.70—$41.50—————
49192$2.60$3.20—$42.0041.73%$0.65$0.751,8285
0—$2.45$2.70—$42.5042.87%$0.70$1.10—1
75131$2.15$2.35—$43.0041.22%$0.95$1.101,0191
0—$1.85$2.15—$43.5040.38%$1.10$1.30—2
397$1.60$1.75—$44.0040.23%$1.35$1.501284
0—$1.30$1.5538.80%$44.50—$1.50$1.75—0
4136$1.10$1.2537.97%$45.00—$1.90$2.051220
1—$0.90$1.1038.42%$45.50—$2.10$2.35—0
27186$0.75$0.9038.23%$46.00—$2.45$2.8590
0—$0.60$0.8038.83%$46.50—$2.85$3.10—0
87327$0.50$0.6538.86%$47.00—$3.10$4.2030
44—$0.35$0.5538.25%$47.50—$3.50$4.70—0
87436$0.30$0.4538.77%$48.00—$3.80$5.20280
—————$48.50—$4.30$5.60—0
3185$0.15$0.2541.99%$50.00—$5.60$7.2030

Forward $44.30. The 25-delta put carries +2.87 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 38.96%±4.51skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$5.40$6.80—$38.00—————
012$3.70$5.00—$40.0041.23%$0.35$0.508010
06$3.50$4.00—$41.0040.60%$0.55$0.70260
08$3.00$3.30—$42.0039.58%$0.80$0.95714
1112$2.40$2.65—$43.0038.62%$1.15$1.25239
1034$1.85$2.00—$44.0039.13%$1.60$1.75651
7272$1.35$1.5538.73%$45.00—$2.10$2.30280
10174$1.00$1.1538.66%$46.00—$2.65$2.9050
769$0.70$0.8538.51%$47.00—$3.30$3.7010
2751$0.50$0.6038.52%$48.00—$4.00$4.60110
2620$0.35$0.4038.30%$49.00—————
19334$0.20$0.3038.14%$50.00—————
122$0.15$0.2540.00%$51.00—————

Forward $44.25. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 38.47%±5.06skew +2.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$6.40$7.90—$37.00—————
—————$40.0041.59%$0.50$0.6527,86933
01$3.40$4.40—$41.0041.04%$0.65$0.9544
—————$42.0040.25%$0.95$1.2031
811$2.60$2.90—$43.0038.64%$1.20$1.5570
04$2.05$2.35—$44.0038.61%$1.65$2.00270
68$1.55$1.9038.43%$45.00—$2.20$2.5020
313$1.20$1.5038.73%$46.00—$2.80$3.20150
3537$0.90$1.1538.63%$47.00—————
45$0.65$0.9038.78%$48.00—$4.30$4.6010
256$0.50$0.6538.85%$49.00—————
2251$0.35$0.4538.28%$50.00—————
445$0.25$0.3037.91%$51.00—————

Forward $44.38. The 25-delta put carries +2.26 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 38.61%±5.60skew +2.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$18.00$19.60—$25.00—————
030$13.10$14.60—$30.00—————
0148$8.60$9.70—$35.00—————
027$6.30$7.50—$37.5043.03%$0.30$0.355,60628
25373$4.50$5.30—$40.0040.72%$0.65$0.7549,42836
14789$3.10$3.50—$42.5039.49%$1.35$1.505,59627
803,061$1.85$2.0038.56%$45.00—$2.50$2.654,1056
1652,385$1.00$1.1038.36%$47.50—$4.00$4.401,5102
16124,815$0.50$0.5538.21%$50.00—$5.90$6.503,9621
—————$55.00—$10.50$11.701,4400
—————$60.00—$15.40$16.7020
—————$65.00—$20.40$22.1020
—————$87.50—$43.00$45.0010
—————$90.00—$45.40$46.10109240
—————$95.00—$50.40$51.1067296

Forward $44.35. The 25-delta put carries +2.36 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 38.66%±6.03skew +2.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$39.0041.84%$0.50$0.75212
—————$40.0041.12%$0.70$0.9551
—————$41.0038.97%$0.80$1.2021
—————$42.0038.84%$1.10$1.55011
12$2.95$3.40—$43.0038.05%$1.45$1.9020
03$2.40$2.80—$44.0038.68%$2.00$2.3510
—————$46.00—$3.00$3.5010
03$1.30$1.4538.41%$47.00—————
40$0.85$1.1536.75%$48.00—————
190$0.50$0.7537.56%$50.00—————
10$0.30$0.4538.07%$52.00—————

Forward $44.43. The 25-delta put carries +2.21 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 39.97%±7.62skew +2.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$18.20$19.80—$25.00—————
0127$13.40$14.80—$30.0047.58%$0.05$0.105102
1076$9.00$10.10—$35.0045.42%$0.35$0.454,1696
8670$5.60$6.00—$40.0041.32%$1.20$1.305,83311
6606$4.00$4.20—$42.5040.41%$2.05$2.152,70459
616,005$2.70$2.8539.98%$45.00—$3.20$3.402,79724
114,171$1.75$1.9039.79%$47.50—$4.70$4.901,49212
1208,040$1.10$1.1539.20%$50.00—$6.40$6.905,7670
5912,485$0.35$0.4539.12%$55.00—$10.70$11.301,82615
—————$60.00—$15.50$16.802450
4214,306$0.05$0.1043.39%$65.00—$20.40$21.2081244
—————$70.00—$25.50$26.20304912
—————$75.00—$30.40$31.207002,105
—————$77.50—$33.00$34.40180
—————$80.00—$35.40$37.10120
—————$82.50—$38.00$39.9070
—————$85.00—$40.40$41.20150443
—————$87.50—$42.90$43.9091122
—————$90.00—$45.50$47.0090
—————$92.50—$48.00$49.7040
—————$95.00—$50.30$52.1090

Forward $44.47. The 25-delta put carries +2.12 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.