Options Skew Analytics

C option chain

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

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 33.38%±3.27skew +0.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
138$10.90$12.95—$121.00—————
19$9.90$11.85—$122.00—————
2553$8.95$10.60—$123.00—————
218$8.10$9.15—$124.0041.40%$0.01$0.049019
151$6.60$8.50—$125.0041.35%$0.02$0.081,8723
050$6.15$7.45—$126.0037.71%$0.05$0.0740027
290$5.20$5.80—$127.0036.35%$0.09$0.11654174
334$4.30$4.85—$128.0035.56%$0.16$0.19801508
028$3.45$3.75—$129.0034.95%$0.27$0.331,142111
9381$2.70$2.82—$130.0034.25%$0.46$0.521,752186
60501$1.99$2.13—$131.0033.75%$0.74$0.81943525
362573$1.40$1.49—$132.0033.54%$1.13$1.231,58382
7631,601$0.91$1.0133.05%$133.00—$1.64$1.7667276
6681,110$0.59$0.6533.29%$134.00—$2.30$2.43600620
3391,258$0.34$0.4233.47%$135.00—$3.00$3.2545732
2041,577$0.20$0.2634.06%$136.00—$3.65$4.1021112
—————$137.00—$4.40$5.0019514
491,527$0.06$0.0935.07%$138.00—$5.35$5.9526625
131,802$0.03$0.0736.84%$139.00—$6.05$7.103310
611,589$0.02$0.0336.82%$140.00—$7.15$8.35317
—————$141.00—$8.10$9.2582

Forward $132.27. The 25-delta put carries +0.77 volatility points over the 25-delta call.

2026-10-02(9 days)ATM 29.80%±6.19skew +1.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$10.20$11.00—$122.00—————
04$9.35$10.05—$123.0032.09%$0.18$0.2432570
013$8.50$9.10—$124.0030.93%$0.20$0.3213331
177$7.60$8.20—$125.0031.44%$0.34$0.44200126
06$6.75$7.30—$126.0031.50%$0.49$0.595255
015$5.70$6.45—$127.0030.66%$0.63$0.73301133
033$5.00$5.65—$128.0030.63%$0.84$0.977250
026$4.45$4.85—$129.0030.16%$1.09$1.2163241
1728$3.75$4.10—$130.0029.94%$1.39$1.54490104
546$3.10$3.45—$131.0030.10%$1.75$1.998828
123174$2.54$2.75—$132.0029.91%$2.18$2.4411986
66273$2.04$2.2529.66%$133.00—$2.68$2.8014076
49183$1.60$1.8029.30%$134.00—$3.25$3.456612
56616$1.28$1.4329.41%$135.00—$3.85$4.10729
38177$0.97$1.1129.15%$136.00—$4.60$4.8511219
46348$0.74$0.8629.18%$137.00—$5.05$5.602243
99678$0.52$0.6528.83%$138.00—$5.85$6.40928
14277$0.40$0.4828.97%$139.00—$6.65$7.251026
531,205$0.29$0.3629.07%$140.00—$7.50$8.25912
10708$0.19$0.2728.95%$141.00—$8.40$9.10700
3146$0.13$0.2129.24%$142.00—$9.35$10.05150

Forward $132.34. The 25-delta put carries +1.45 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 29.80%±8.27skew +1.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.85$10.50—$123.0031.24%$0.46$0.5915533
01$9.00$9.60—$124.0031.37%$0.64$0.7218835
312$8.15$8.75—$125.0030.55%$0.73$0.8740931
03$7.35$7.90—$126.0030.61%$0.96$1.0635926
—————$127.0030.41%$1.18$1.2942327
063$5.90$6.35—$128.0030.23%$1.44$1.5613130
08$5.15$5.60—$129.0030.05%$1.74$1.8725811
1252$4.55$4.90—$130.0029.89%$2.09$2.2215912
1346$3.90$4.30—$131.0029.68%$2.48$2.61454
1080$3.35$3.75—$132.0029.85%$2.95$3.10501
12120$2.90$3.2529.77%$133.00—$3.45$3.601211
242$2.41$2.6528.82%$134.00—$3.95$4.15320
93574$2.05$2.2729.03%$135.00—$4.55$4.756414
486$1.71$1.8828.85%$136.00—$5.00$5.401240
1743$1.41$1.5528.72%$137.00—$5.90$6.1560
3487$1.14$1.2928.67%$138.00—$6.30$6.90270
12194$0.92$1.0628.65%$139.00—$7.05$7.70225
80332$0.74$0.8728.70%$140.00—$7.85$8.50120
6109$0.58$0.7128.68%$141.00—$8.65$9.3530
32181$0.47$0.5728.79%$142.00—$9.55$10.2540
4126$0.36$0.4628.77%$143.00—$10.45$11.20300

Forward $132.55. The 25-delta put carries +1.73 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 34.02%±11.32skew +1.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$10.70$11.30—$123.0035.36%$1.18$1.3325160
—————$124.0035.05%$1.36$1.5421
32622$9.10$9.70—$125.0034.89%$1.57$1.8013,76758
—————$126.0034.48%$1.77$2.072172
020$7.70$8.25—$127.0034.46%$2.14$2.31570
020$7.00$7.40—$128.0034.32%$2.47$2.63430
—————$129.0034.49%$2.84$3.05153
22,596$5.75$6.15—$130.0034.07%$3.20$3.405,957138
45$5.20$5.55—$131.0034.13%$3.65$3.8546
20121$4.65$5.00—$132.0033.91%$4.10$4.305128
1,08840$4.20$4.4034.00%$133.00—$4.60$4.85301,108
219$3.75$4.0534.38%$134.00—$5.05$5.35130
554,655$3.30$3.5533.93%$135.00—$5.70$5.903,522122
042$2.88$3.2033.90%$136.00—$6.05$6.601590
11,525$2.58$2.7333.61%$137.00—$6.95$7.2001
959$2.25$2.4033.50%$138.00—$7.30$7.8510
41,679$1.96$2.1033.43%$139.00—$8.30$8.6005
2198,483$1.69$1.8133.22%$140.00—$8.65$9.353,7042
359$1.47$1.5833.27%$141.00—————
1192,712$1.26$1.3733.22%$142.00—$10.20$10.9003
16472$1.08$1.1933.24%$143.00—————

Forward $132.57. The 25-delta put carries +1.62 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 32.95%±12.55skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$123.0033.88%$1.34$1.69282
—————$124.0034.22%$1.69$1.905510
031$9.55$10.25—$125.0033.92%$1.91$2.1518115
010$8.85$9.50—$126.0033.44%$2.03$2.50420
016$8.15$8.80—$127.0033.76%$2.51$2.75312
011$7.50$8.10—$128.0033.92%$2.86$3.151685
05$6.90$7.45—$129.0033.64%$3.25$3.45160
61304$6.30$6.80—$130.0033.37%$3.60$3.85940
062$5.75$6.25—$131.0033.40%$4.05$4.30184
06$5.20$5.70—$132.0033.23%$4.50$4.7511162
3321$4.70$5.1533.17%$133.00—$5.00$5.259527
1618$4.25$4.5032.56%$134.00—$5.55$5.801331
4188$3.80$4.2533.07%$135.00—$6.10$6.50459
081$3.40$3.8533.04%$136.00—$6.30$6.9550
062$3.05$3.4532.99%$137.00—$7.25$7.60170
025$2.64$3.1032.69%$138.00—$7.70$8.30170
31,514$2.40$2.5532.07%$139.00—$8.20$8.9580
253$1.98$2.2531.45%$140.00—$9.35$9.70740
1194$1.85$1.9931.90%$141.00—$9.60$10.4520
4614$1.62$1.7531.85%$142.00—$10.35$11.2020
23125$1.41$1.7532.73%$143.00—$11.15$12.0040

Forward $132.80. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 32.05%±13.56skew +1.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$123.0033.94%$1.78$2.03210
—————$124.0033.14%$1.85$2.282422
—————$125.0033.00%$2.07$2.591921
—————$126.0033.64%$2.55$2.91130
01$8.35$9.35—$127.0033.17%$2.85$3.15102
—————$128.0032.46%$2.96$3.5560
—————$129.0032.96%$3.55$3.90100
—————$130.0032.99%$3.90$4.409220
08$6.10$6.80—$131.0031.78%$4.10$4.7091
07$5.60$6.25—$132.0032.68%$4.80$5.25223
016$5.05$5.7532.34%$133.00—$5.20$5.753700
013$4.50$5.2531.96%$134.00—$5.55$6.2030
06$4.15$4.8032.15%$135.00—$6.40$6.751520
071$3.65$4.4031.87%$136.00—$6.65$7.3570
04$3.30$4.0031.88%$137.00—————
0117$3.10$3.6532.34%$138.00—————
06$2.75$3.2031.86%$139.00—$8.55$9.3510
972$2.35$2.8631.38%$140.00—$9.65$10.05180
076$2.12$2.6831.84%$141.00—————
218$1.88$2.3431.57%$142.00—————
46$1.64$2.0431.25%$143.00—$11.40$12.3003

Forward $132.92. The 25-delta put carries +1.89 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 31.52%±16.65skew +2.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$61.30$64.65—$70.00—————
02,232$56.80$59.55—$75.00—————
034$51.55$54.55—$80.00—————
069$46.65$49.60—$85.00—————
0117$41.85$44.45—$90.00—————
0301$37.15$38.90—$95.00—————
0279$32.50$34.40—$100.0039.50%$0.24$0.292,9206
074$27.85$28.80—$105.0037.21%$0.40$0.472,7340
0141$23.15$24.10—$110.0035.53%$0.70$0.802,14218
0392$18.70$19.60—$115.0034.18%$1.22$1.363,01478
15275$14.55$15.40—$120.0033.37%$2.13$2.282,856106
0426$10.90$11.60—$125.0032.55%$3.45$3.652,18966
511,273$7.80$8.05—$130.0031.92%$5.35$5.552,65341
884,054$5.35$5.5531.36%$135.00—$7.85$8.052,874106
434,210$3.45$3.6530.79%$140.00—$10.90$11.201,06021
2023,191$2.15$2.2830.44%$145.00—$14.55$14.951970
376,008$1.29$1.4230.45%$150.00—$18.20$19.151330
811,253$0.80$0.8930.92%$155.00—$22.65$23.60830
161,756$0.44$0.5430.97%$160.00—————
51,158$0.22$0.3331.00%$165.00—————
3553$0.14$0.2131.79%$170.00—————

Forward $132.49. The 25-delta put carries +2.93 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.81%±19.87skew +2.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0361$44.40$47.00—$87.50—————
02,127$42.00$44.50—$90.0041.18%$0.18$0.241,6420
0157$40.00$42.05—$92.50—————
01,097$37.55$39.00—$95.0038.96%$0.25$0.392,0570
0258$35.20$37.20—$97.5038.09%$0.31$0.501,8090
01,350$32.80$34.80—$100.0037.68%$0.41$0.671,8770
0726$28.20$29.50—$105.0035.83%$0.79$0.862,78815
01,426$23.70$25.10—$110.0034.38%$1.18$1.394,30117
01,468$19.40$21.20—$115.0033.30%$1.95$2.071,75247
101,199$15.45$17.20—$120.0032.42%$2.99$3.155,44494
0870$11.85$13.55—$125.0031.72%$4.45$4.655,207122
31,468$9.30$9.50—$130.0031.21%$6.45$6.602,618110
532,021$6.80$6.9530.76%$135.00—$8.90$9.101,44913
843,926$4.85$4.9530.39%$140.00—$11.95$12.158932
141,994$3.30$3.4530.04%$145.00—$14.85$15.751071
1,0366,566$2.23$2.3429.91%$150.00—$18.15$20.503420
561,346$1.50$1.6430.21%$155.00—$22.30$24.75230
51,983$0.99$1.1030.33%$160.00—$27.20$28.75220
0655$0.58$0.8230.61%$165.00—————
21,037$0.43$0.5431.14%$170.00—$36.35$38.6520
4850$0.29$0.3631.46%$175.00—————

Forward $132.85. The 25-delta put carries +2.51 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.