Options Skew Analytics

BX option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 39.27%±4.44skew +1.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.00$12.20—$113.00—————
01$6.50$7.30—$118.00—————
05$5.60$6.40—$119.00—————
03$4.75$5.50—$120.0042.75%$0.33$0.509,86966
10$3.90$4.65—$121.0041.58%$0.50$0.657560
02$3.00$3.85—$122.0041.12%$0.72$0.9110832
6177$2.43$2.83—$123.0040.53%$1.02$1.2222071
3696$1.97$2.20—$124.0040.07%$1.42$1.602,545522
39109$1.48$1.6739.02%$125.00—$1.83$2.092,04852
7632$1.05$1.2538.76%$126.00—$2.31$2.666312
7670$0.74$0.9238.98%$127.00—$2.81$3.501,02214
62119$0.51$0.6739.37%$128.00—$3.50$4.302111
23352$0.35$0.4940.07%$129.00—$4.30$5.15130
104568$0.22$0.3239.70%$130.00—$5.15$6.05754
—————$131.00—$6.05$6.9590
—————$132.00—$7.00$7.90110
—————$133.00—$7.95$8.85130
—————$134.00—$8.95$10.15253
42299$0.04$0.0846.42%$135.00—$9.90$11.10607
—————$136.00—$10.90$11.85490
—————$137.00—$11.90$12.85161

Forward $124.61. The 25-delta put carries +1.75 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 37.72%±7.78skew +2.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.75$10.70—$115.00—————
—————$116.0039.24%$0.42$0.63412
—————$117.0038.71%$0.56$0.75712
—————$118.0038.42%$0.75$0.9091105
—————$119.0037.74%$0.91$1.101428
—————$120.0037.76%$1.18$1.35622,085
01$5.00$5.75—$121.0037.84%$1.48$1.6742489
—————$122.0037.36%$1.78$2.00328
010$3.75$4.40—$123.0036.99%$2.03$2.4925116
01$3.20$3.75—$124.0036.74%$2.45$2.9359160
2167$2.64$3.2537.74%$125.00—$3.05$3.504080
212$2.32$2.6437.49%$126.00—$3.30$4.00371
07$1.94$2.1436.92%$127.00—$3.85$4.602310
1643$1.56$1.7636.46%$128.00—$4.45$5.25370
154$1.17$1.5936.71%$129.00—$5.10$6.00772
1552$0.97$1.1035.35%$130.00—$5.85$6.70512
0109$0.75$0.9335.58%$131.00—$6.60$7.5530
568$0.59$0.7635.77%$132.00—$7.40$8.35160
—————$133.00—$8.25$9.2060
—————$134.00—$9.15$10.15133
—————$135.00—$10.05$11.101225

Forward $124.67. The 25-delta put carries +2.41 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 35.01%±9.43skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$115.0037.52%$0.71$0.882814
01$9.45$10.35—$116.0036.71%$0.81$1.03203
—————$117.0036.52%$0.99$1.231871
—————$118.0036.22%$1.18$1.46613
—————$119.0036.43%$1.49$1.72145
01$6.40$7.25—$120.0036.49%$1.79$2.0430116
—————$121.0037.28%$2.12$2.5505
011$5.15$5.55—$122.0036.49%$2.47$2.81473
053$4.60$5.10—$123.0036.04%$2.88$3.154426
—————$124.0035.78%$3.30$3.60443
149$3.40$3.9035.05%$125.00—$3.65$4.10473
1215$2.94$3.4034.81%$126.00—$4.05$4.65240
053$2.76$2.9835.87%$127.00—$4.60$5.2570
648$2.38$2.6335.97%$128.00—$5.20$5.8590
5105$2.02$2.2435.59%$129.00—$5.70$6.60110
11573$1.69$1.8735.06%$130.00—$6.40$7.40270
466$1.39$1.5734.66%$131.00—$7.15$8.101120
0311$1.13$1.3234.35%$132.00—$7.80$8.90230
133$0.96$1.1134.46%$133.00—$8.70$9.7530
1215$0.79$0.9534.55%$134.00—$9.50$10.5550
3965$0.68$0.9035.60%$135.00—$10.30$11.4515

Forward $124.77. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 35.54%±11.39skew +2.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
30$11.55$12.55—$114.0038.00%$0.97$1.181023
0216$10.85$11.40—$115.0037.68%$1.17$1.321,44628
—————$116.0037.56%$1.36$1.5506
—————$117.0037.33%$1.58$1.78503
—————$118.0036.99%$1.82$2.02176
—————$119.0036.97%$2.02$2.4202
1577$7.10$7.95—$120.0036.88%$2.47$2.622,8172,137
—————$121.0036.45%$2.62$3.1003
—————$123.0035.92%$3.30$3.95512
27$4.70$5.35—$124.0036.19%$3.85$4.40136
61,166$4.25$4.8035.59%$125.00—$4.25$4.852,58646
20$3.80$4.3035.49%$126.00—$4.80$5.30143
15$3.35$3.8535.32%$127.00—$5.30$6.001016
02$2.99$3.4535.43%$128.00—$5.80$6.5010
—————$129.00—$6.40$7.1516
9871,237$2.32$2.5834.77%$130.00—$7.05$7.801,9125
012$2.01$2.3935.19%$131.00—$7.70$8.6550
66$1.75$1.9634.50%$132.00—————
56$1.52$1.7234.55%$133.00—$9.20$10.1505
5064$1.31$1.5034.54%$134.00—————
1032,025$1.13$1.2534.28%$135.00—$10.70$11.707,1512

Forward $124.97. The 25-delta put carries +2.44 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 37.68%±13.75skew +2.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$115.0039.91%$1.51$2.272805
—————$116.0039.94%$1.74$2.5760
—————$117.0039.75%$1.99$2.8520
—————$118.0038.64%$2.31$2.8817
—————$119.0039.24%$2.51$3.50130
—————$120.0039.23%$2.88$3.85150
—————$121.0038.82%$3.20$4.2020
—————$122.0038.70%$3.60$4.6001
91$6.05$7.20—$123.0038.56%$4.00$5.0560
2115$5.50$6.65—$124.0038.23%$4.50$5.40172
68$5.20$6.10—$125.0038.39%$5.05$5.902931
04$4.55$5.6037.65%$126.00—$5.45$6.5060
06$4.00$5.2037.40%$127.00—————
34$3.65$4.7037.29%$128.00—$6.55$7.5510
04$3.30$4.3037.35%$129.00—$7.10$8.2521
013$2.98$3.9537.50%$130.00—$7.75$8.90270
—————$131.00—$8.35$9.60140
036$2.36$3.2537.32%$132.00—$9.00$10.3020
26$2.18$2.9537.64%$133.00—$9.70$11.2510
03$1.83$2.7237.39%$134.00—$10.50$12.0030
0116$1.60$2.4737.36%$135.00—$11.25$12.8020

Forward $125.18. The 25-delta put carries +2.38 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 37.89%±15.30skew +1.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$114.0040.50%$1.83$2.4916
—————$115.0039.47%$1.96$2.6402
—————$117.0039.53%$2.50$3.3010
—————$118.0039.13%$2.70$3.6520
—————$119.0039.28%$3.15$3.95140
05$8.45$9.50—$120.0039.24%$3.55$4.3053
01$8.00$8.90—$121.00—————
06$7.20$8.25—$122.00—————
03$6.85$7.85—$123.0038.20%$4.55$5.5531
01$6.30$7.15—$124.0038.49%$5.15$6.0060
012$5.80$6.60—$125.0038.14%$5.55$6.5064
04$5.30$6.1037.92%$126.00—————
05$4.55$5.8537.55%$127.00—————
—————$128.00—$7.10$8.10120
011$4.00$4.9538.04%$129.00—————
0240$3.65$4.5037.83%$130.00—$8.25$9.35390
04$3.30$4.1037.61%$131.00—$8.90$10.0031
—————$133.00—$10.30$11.5030
—————$134.00—$11.00$12.2510
446$2.17$2.8237.20%$135.00—$11.80$12.95112
06$1.91$2.7437.69%$136.00—————

Forward $125.18. The 25-delta put carries +1.78 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 38.48%±19.23skew +2.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$48.35$51.40—$75.00—————
05$33.55$36.50—$90.00—————
08$29.75$31.10—$95.00—————
170$25.05$26.40—$100.0042.52%$0.80$1.021,7470
0102$20.55$21.80—$105.0041.66%$1.49$1.624879
1629$16.45$17.60—$110.0040.39%$2.35$2.5694457
2185$12.75$13.75—$115.0039.77%$3.70$3.951,52950
0217$9.55$10.45—$120.0039.11%$5.50$5.801,44319
78823$7.20$7.4538.59%$125.00—$7.85$8.151,17365
111864$5.05$5.3037.89%$130.00—$10.70$11.1070813
602949$3.45$3.7037.58%$135.00—$13.70$14.8574732
75817$2.31$2.4937.35%$140.00—$17.60$18.551,2870
101,083$1.51$1.6537.28%$145.00—$21.75$22.754730
941,473$0.93$1.2537.97%$150.00—$26.05$27.204620
31,247$0.56$0.7937.68%$155.00—$30.75$31.8526,5392
151,042$0.40$0.5438.53%$160.00—$35.45$36.85120
—————$165.00—$40.10$42.6550
—————$170.00—$45.05$47.5510
—————$175.00—$49.40$52.4520
—————$185.00—$59.10$62.50240

Forward $124.32. The 25-delta put carries +2.42 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 37.25%±22.65skew +2.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$53.30$56.20—$70.00—————
016$43.45$46.35—$80.00—————
04$38.55$41.35—$85.00—————
031$33.75$36.80—$90.00—————
017$29.10$31.85—$95.0042.43%$0.83$1.161,0150
0318$25.30$26.95—$100.0041.08%$1.41$1.6599583
0210$21.05$22.80—$105.0039.72%$2.17$2.381,1678
0159$17.50$18.95—$110.0038.85%$3.25$3.501,1194
0271$14.05$15.35—$115.0037.99%$4.65$5.001,7023
25834$11.25$11.55—$120.0037.71%$6.60$7.002,19314
15263$8.65$8.9037.39%$125.00—$9.00$9.406785
60953$6.50$6.7536.96%$130.00—$11.50$12.355100
74598$4.80$5.0536.74%$135.00—$14.70$15.704124
5011,184$3.50$3.7036.59%$140.00—$18.20$20.101,7000
12947$2.48$2.6636.38%$145.00—$22.35$24.059280
61,861$1.76$1.9336.48%$150.00—$26.85$28.3042540
851,559$1.17$1.4636.63%$155.00—$30.95$32.457830
41,951$0.78$1.1437.07%$160.00—$35.50$37.451,6160
—————$165.00—$40.00$42.85900
—————$170.00—$45.15$47.051,0720
—————$175.00—$50.10$52.605330

Forward $124.57. The 25-delta put carries +2.47 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.