Options Skew Analytics

BSX 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 37.27%±2.60skew -0.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
034$13.90$16.10—$30.00—————
03$4.00$5.00—$40.00—————
01$2.60$3.40—$41.50—————
030$2.25$3.50—$42.00—————
01$1.80$2.35—$42.5037.06%$0.25$0.403515
20176$1.80$1.95—$43.0036.76%$0.40$0.509969
1132$1.45$1.60—$43.5037.12%$0.50$0.75149
21103$1.15$1.30—$44.0036.99%$0.75$0.9055623
11,248$0.90$1.1037.27%$44.50—$0.95$1.2030
271,048$0.70$0.8537.07%$45.00—$1.25$1.503223
50575$0.50$0.7037.35%$45.50—$1.45$1.80110
453253$0.35$0.5036.25%$46.00—$1.95$2.15771
79535$0.25$0.4037.00%$46.50—$2.05$2.7580
33129$0.20$0.3037.89%$47.00—$2.65$3.005851
—————$48.00—$3.50$4.201451
—————$49.00—$4.50$5.105160
—————$50.00—$4.90$6.20350
—————$51.00—$5.50$7.10920
—————$52.00—$6.50$8.1030

Forward $44.42. The 25-delta put carries -0.23 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 35.69%±3.33skew +0.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$5.00$6.60—$39.00—————
08$4.30$5.50—$40.00—————
01$3.30$3.90—$41.00—————
024$2.50$3.40—$42.0036.41%$0.35$0.5016413
01$2.20$2.60—$42.5036.24%$0.45$0.6570
2106$2.10$2.30—$43.0036.83%$0.65$0.8010810
243$1.50$1.65—$44.0036.87%$1.00$1.251950
202$1.25$1.40—$44.50—$1.25$1.4030
8181$1.00$1.1535.10%$45.00—$1.55$1.7513511
22$0.80$0.9535.04%$45.50—————
2118$0.65$0.8035.61%$46.00—$2.15$2.45511
47659$0.50$0.6535.44%$46.50—————
10185$0.40$0.5035.28%$47.00—$2.70$3.40212
4099$0.25$0.3536.55%$48.00—$2.70$4.30480
—————$49.00—$3.60$5.3010
—————$50.00—$4.80$6.10230

Forward $44.50. The 25-delta put carries +0.96 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 36.72%±4.10skew +0.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$8.90$10.50—$35.00—————
2150$4.40$4.90—$40.0037.30%$0.20$0.3015,43828
02$3.90$5.70—$40.5037.25%$0.25$0.4008
010$3.50$5.20—$41.0037.51%$0.35$0.5051
02$3.10$4.80—$41.5037.14%$0.45$0.60012
—————$42.0036.99%$0.60$0.702114
—————$42.5036.94%$0.75$0.85453
08$2.15$2.55—$43.0037.57%$0.90$1.10814
172,393$2.00$2.30—$43.5037.00%$1.05$1.3072
034$1.80$2.00—$44.0037.07%$1.25$1.55234
420$1.55$1.70—$44.50—————
652,217$1.35$1.4536.63%$45.00—$1.80$2.056,42179
21832$1.15$1.2536.73%$45.50—$2.05$2.3501
67380$0.95$1.0536.30%$46.00—$2.35$2.7011
0427$0.80$0.9036.54%$46.50—————
111,005$0.60$0.8036.27%$47.00—————
112$0.45$0.7536.83%$47.50—————
208152$0.40$0.5536.21%$48.00—————
—————$49.00—$4.60$5.3001
—————$50.00—$5.60$6.0089533
215,279$0.05$0.1046.06%$55.00—$9.20$12.20102

Forward $44.50. The 25-delta put carries +0.16 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 47.36%±6.71skew +0.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$13.90$16.20—$30.00—————
08$6.40$8.50—$38.0046.82%$0.40$0.50340
—————$39.0047.98%$0.55$0.80220
11119$5.10$5.60—$40.0046.43%$0.75$0.951,24720
022$4.50$4.90—$41.0046.77%$0.95$1.3570
13$3.80$4.20—$42.0046.39%$1.35$1.6012315
086$3.20$3.60—$43.0047.73%$1.70$2.20625
129$2.70$3.10—$44.0047.86%$2.20$2.65130
2228$2.20$2.7047.39%$45.00—$2.65$3.204950
10115$1.80$2.1546.25%$46.00—$3.30$3.80150
219$1.45$1.9547.73%$47.00—$3.90$4.40240
2130$1.15$1.5546.89%$48.00—$4.50$5.10121
19$0.90$1.3047.05%$49.00—————
21189$0.75$0.9546.29%$50.00—$5.20$6.70242
025$0.55$0.8046.31%$51.00—————
—————$52.00—$6.80$8.503000
398$0.35$0.5547.46%$53.00—————

Forward $44.52. The 25-delta put carries +0.48 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 42.29%±9.22skew +1.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$19.10$21.40—$25.00—————
043$14.40$16.30—$30.00—————
065$9.80$10.80—$35.0045.23%$0.45$0.652,19414
024$7.80$8.90—$37.5044.22%$0.90$1.055,18428
3417$6.00$6.60—$40.0043.54%$1.55$1.7046,09817
1219$4.70$5.00—$42.5042.91%$2.45$2.604,22684
972,619$3.50$3.7042.42%$45.00—$3.60$3.803,6252
471,690$2.50$2.6542.09%$47.50—$5.10$5.301,4600
13324,893$1.70$1.9041.92%$50.00—$6.70$7.303,7230
564,306$0.80$0.9042.16%$55.00—$10.90$11.501,5650
6756,436$0.35$0.4542.96%$60.00—$15.20$16.205720
183,239$0.15$0.2544.33%$65.00—$18.70$22.7020
27114,111$0.15$0.2046.64%$67.50—————
—————$87.50—$42.00$43.8010
—————$90.00—$44.50$46.301090
—————$95.00—$49.50$51.30670
—————$105.00—$59.50$61.40020

Forward $44.90. The 25-delta put carries +1.37 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 42.17%±10.60skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$19.30$21.00—$25.0051.87%$0.05$0.102480
0116$14.60$16.20—$30.0046.96%$0.20$0.304570
173$10.30$11.00—$35.0044.18%$0.65$0.903,6992
7476$6.60$7.10—$40.0043.14%$1.95$2.103,29072
19339$5.30$5.60—$42.5042.88%$2.90$3.102,4063
86,023$4.10$4.30—$45.00—$4.10$4.303,843119
56804$3.00$3.3042.07%$47.50—$5.50$5.8088250
442,819$2.25$2.4542.07%$50.00—$7.20$7.707,7565
3,05812,097$1.20$1.3542.32%$55.00—$11.00$11.701,8273
12413,969$0.60$0.7542.69%$60.00—$14.70$16.307580
4411,683$0.30$0.4543.70%$65.00—$19.50$21.201,2040
—————$70.00—$24.80$26.203370
—————$75.00—$29.50$31.307000
—————$77.50—$31.80$33.70180
252,360$0.05$0.1046.78%$80.00—$34.50$36.30120
—————$82.50—$37.00$38.80540
—————$85.00—$39.00$41.201510
—————$87.50—$42.00$43.90910
—————$90.00—$44.90$46.2091
—————$92.50—$47.00$48.8040
—————$95.00—$49.30$51.3090

Forward $45.00. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 42.37%±12.20skew +1.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$21.70$24.10—$22.50—————
07$19.50$21.70—$25.00—————
017$15.00$16.70—$30.0047.37%$0.35$0.55950
014$10.70$12.40—$35.0044.77%$1.10$1.201,0012
1035$7.30$7.90—$40.0043.76%$2.50$2.653,8052
0161$4.50$5.10—$45.0042.47%$4.60$4.902,2266
52428$2.80$3.1042.26%$50.00—$7.60$8.006500
5997$1.55$1.9041.93%$55.00—$10.70$12.004010
0368$1.00$1.2043.39%$60.00—$14.80$16.50770
50729$0.55$0.8044.08%$65.00—$19.60$21.2050

Forward $45.05. The 25-delta put carries +1.83 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 42.54%±13.42skew -1.24
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$22.00$24.20—$22.50—————
07$19.60$21.70—$25.0049.82%$0.15$0.25730
034$15.10$17.20—$30.0046.31%$0.45$0.656891
21,949$11.10$11.80—$35.0045.01%$1.30$1.504,5101
15185$7.80$9.30—$40.0042.34%$2.45$3.003,5660
32508$5.20$5.60—$45.0042.87%$4.90$5.302,37597
2284,165$3.30$3.6042.16%$50.00—$7.50$8.501,2761
47932$2.10$2.3042.35%$55.00—$11.30$12.304980
75,216$1.25$1.7043.59%$60.00—$15.70$16.608360
21,157$0.75$1.0543.33%$65.00—$19.60$21.304710
264,316$0.50$0.6043.30%$70.00—————

Forward $45.31. The 25-delta put carries -1.24 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.