Options Skew Analytics

BYND option chain

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

Data as of 2 November 2026 (end of day)

2026-11-06(4 days)ATM 197.66%±1.45skew -15.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
270$3.90$4.40—$3.00—————
17$1.92$2.24—$5.00196.71%$0.02$0.03113123
10$1.47$1.85—$5.50198.09%$0.06$0.0910779
71$1.11$1.35—$6.00196.71%$0.14$0.201351
259$0.77$0.93—$6.50194.51%$0.28$0.3738329
101160$0.52$0.65—$7.00195.88%$0.52$0.60251103
225513$0.36$0.45202.77%$7.50—$0.77$0.92334
6281,259$0.24$0.32209.64%$8.00—$1.16$1.291890
531424$0.16$0.21212.06%$8.50—$1.57$1.71110
184407$0.11$0.15219.36%$9.00—$1.98$2.2613524
14140$0.07$0.13231.13%$9.50—$2.00$3.201130
99203$0.06$0.08235.40%$10.00—————
7928$0.05$0.06245.04%$10.50—————
7142$0.04$0.05255.28%$11.00—$3.25$4.6060
111$0.03$0.04261.74%$11.50—$4.35$5.50250
2310$0.02$0.05279.15%$12.00—$4.75$5.1535
696$0.02$0.03279.44%$12.50—$5.35$5.5527
30$0.01$0.03284.50%$13.00—$5.90$6.1003
010$0.01$0.05—$13.50—$6.35$6.5502
2110$0.01$0.03—$14.00—$6.75$7.1008
—————$14.50—$7.35$7.6005

Forward $7.03. The 25-delta put carries -15.35 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.