Options Skew Analytics

C 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 35.15%±4.50skew +4.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$10.25$11.90—$111.0050.62%$0.06$0.1016525
01$9.25$10.85—$112.0048.68%$0.07$0.13127513
301$7.80$9.95—$113.0047.43%$0.11$0.1620039
101$7.70$8.90—$114.0044.53%$0.13$0.1825537
3758$6.75$8.15—$115.0043.73%$0.19$0.252,08681
1014$5.60$6.95—$116.0041.33%$0.23$0.31384137
119$5.50$6.25—$117.0040.16%$0.33$0.41743146
56113$4.75$5.10—$118.0038.89%$0.45$0.551,31288
359$3.90$4.15—$119.0037.70%$0.61$0.74846362
96529$3.15$3.40—$120.0036.99%$0.87$0.98579704
764149$2.47$2.69—$121.0036.81%$1.21$1.33779970
5811,071$1.92$2.06—$122.0035.43%$1.56$1.7154126
7111,189$1.42$1.5434.83%$123.00—$2.05$2.2374513
872530$0.99$1.1033.94%$124.00—$2.63$2.7920010
1,2841,018$0.67$0.7733.51%$125.00—$3.30$3.501917
683568$0.43$0.5233.09%$126.00—$4.05$4.251111
274742$0.26$0.3232.37%$127.00—$4.65$6.405101
553675$0.15$0.2232.57%$128.00—$5.45$6.80311
398364$0.07$0.1331.81%$129.00—$6.40$8.2093
—————$130.00—$7.40$9.20860
255186$0.01$0.0635.37%$132.00—$9.25$11.2041

Forward $122.36. The 25-delta put carries +4.19 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 32.66%±6.95skew +4.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$9.55$11.40—$112.00—————
010$8.65$10.50—$113.0038.69%$0.36$0.524354
021$7.75$9.60—$114.0036.68%$0.43$0.542668
2385$7.55$8.40—$115.0036.35%$0.58$0.666,984187
015$6.00$7.60—$116.0035.49%$0.69$0.823372
53220$5.90$6.70—$117.0035.07%$0.89$1.00609114
41394$5.30$5.75—$118.0034.84%$1.11$1.26940214
49346$4.70$5.05—$119.0033.88%$1.28$1.551,175216
1161,169$4.10$4.35—$120.0033.86%$1.68$1.845,032710
108332$3.45$3.75—$121.0033.98%$2.10$2.24408415
162444$2.96$3.20—$122.0033.32%$2.51$2.6334558
161343$2.44$2.5832.36%$123.00—$2.95$3.1533125
118402$1.89$2.1031.36%$124.00—$3.35$3.65171322
6552,950$1.53$1.6731.08%$125.00—$3.95$4.302,98380
103839$1.18$1.3130.58%$126.00—$4.50$4.95992
116540$0.88$1.0029.98%$127.00—$5.10$6.75811
1341,248$0.66$0.7829.88%$128.00—$5.85$7.20960
60833$0.48$0.5729.45%$129.00—$6.60$7.9521
3367,728$0.35$0.4229.30%$130.00—$7.40$8.202,51226
99574$0.23$0.3128.96%$131.00—$8.50$10.3510
43309$0.15$0.2228.65%$132.00—$9.45$11.2520

Forward $122.51. The 25-delta put carries +4.85 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 29.79%±8.11skew +4.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$8.55$10.80—$113.0034.39%$0.59$0.731412
02$7.70$9.80—$114.0033.38%$0.70$0.82260
13$8.00$9.05—$115.0033.06%$0.87$0.98121367
02$6.05$8.15—$116.0032.49%$1.04$1.1665407
25$6.50$7.20—$117.0031.83%$1.21$1.3827758
215$5.95$6.35—$118.0031.32%$1.40$1.675992
015$5.20$5.65—$119.0031.01%$1.74$1.921563
1132$4.55$4.95—$120.0030.68%$2.03$2.3043011
5020$3.85$4.30—$121.0030.27%$2.45$2.62484
11124$3.40$3.70—$122.0029.89%$2.76$3.154530
16222$2.89$3.1529.76%$123.00—$3.25$3.653501
531$2.40$2.6829.39%$124.00—$3.70$4.15270
74206$1.99$2.1328.55%$125.00—$4.25$4.701760
44683$1.61$1.8328.58%$126.00—$4.80$5.302360
44136$1.27$1.4427.86%$127.00—$5.55$5.95620
9316$0.99$1.1527.47%$128.00—$6.10$7.9540
17190$0.77$0.9127.22%$129.00—$6.95$8.7540
23762$0.59$0.7026.91%$130.00—$7.55$9.60200
1268$0.43$0.5726.83%$131.00—$8.65$10.4540
6373$0.31$0.4226.40%$132.00—$9.30$11.40350
—————$133.00—$10.35$12.3070

Forward $122.57. The 25-delta put carries +4.36 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 29.03%±9.31skew +4.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$113.0032.87%$0.87$1.011320
01$8.10$10.10—$114.0032.66%$1.06$1.18460
—————$115.0032.16%$1.24$1.362853
01$7.30$8.50—$116.0032.07%$1.43$1.66144
—————$117.0031.67%$1.66$1.92172
13$6.15$7.00—$118.0031.00%$1.89$2.18806
—————$119.0030.71%$2.13$2.581170
3013$5.05$5.60—$120.0030.57%$2.41$3.05903
5287$4.30$4.95—$121.0029.07%$2.75$3.201078
18865$3.90$4.35—$122.0029.31%$3.35$3.6011318
2182$3.15$3.8029.01%$123.00—$3.70$4.202411
6151$3.00$3.3029.94%$124.00—$4.20$4.701450
1153$2.55$2.7529.16%$125.00—$4.75$5.201002
4149$2.14$2.3528.80%$126.00—$5.30$5.85140
20590$1.79$1.9728.42%$127.00—$5.80$6.9010
2327$1.47$1.6027.85%$128.00—$6.65$7.10210
5436$1.19$1.3427.60%$129.00—$7.25$8.8020
48158$0.96$1.0727.18%$130.00—$7.80$9.8580
14544$0.70$0.9026.74%$131.00—————
255822$0.52$0.6926.10%$132.00—$9.45$11.5510
85210$0.45$0.5926.61%$133.00—$10.45$12.4510

Forward $122.52. The 25-delta put carries +4.47 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 28.52%±10.35skew +6.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$112.0034.66%$1.00$1.49880
—————$113.0033.25%$1.12$1.5220
—————$114.0032.44%$1.31$1.6218
02$7.80$9.95—$115.0033.74%$1.52$2.21150
—————$116.0032.23%$1.71$2.2410
02$6.40$7.60—$118.0031.37%$2.19$2.8560
—————$119.0030.68%$2.50$3.1080
1217$5.60$6.25—$120.0030.97%$2.84$3.65930
430$4.80$5.50—$121.0029.82%$3.20$3.85160
1851$4.35$4.90—$122.0030.34%$3.65$4.5040
16$3.55$4.3028.52%$123.00—$4.10$4.5583
—————$124.00—$4.60$5.10102
114$2.95$3.2528.75%$125.00—$5.00$5.8030
03$2.45$2.8228.10%$126.00—$5.70$6.3530
22$2.01$2.4927.74%$127.00—$6.10$7.1530
15$1.75$2.1827.86%$128.00—$7.00$7.6083
111588$1.27$1.4627.07%$130.00—$8.20$9.3040
235$0.98$1.3527.12%$131.00—$8.95$11.1520
13544$0.74$1.0226.03%$132.00—$9.65$11.9520
02$0.63$0.8826.29%$133.00—$10.55$12.8010
—————$134.00—$11.45$13.0520

Forward $122.60. The 25-delta put carries +6.68 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 29.02%±11.65skew +4.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
051$48.30$51.45—$72.50—————
0175$45.80$48.80—$75.00—————
123924$40.85$43.50—$80.00—————
0508$35.90$38.65—$85.00—————
015$33.40$36.25—$87.50—————
02,053$30.95$33.90—$90.00—————
0101$28.50$31.15—$92.50—————
0965$26.05$28.75—$95.00—————
0259$23.60$26.20—$97.50—————
01,079$21.50$23.50—$100.00—————
1686$17.40$19.00—$105.0036.11%$0.53$0.6116,175199
41,420$13.50$14.20—$110.0033.90%$1.04$1.115,562329
151,496$9.65$10.05—$115.0031.72%$1.89$2.013,884452
2513,160$6.20$6.40—$120.0030.02%$3.35$3.558,205484
5462,692$3.50$3.7028.57%$125.00—$5.65$5.856,05171
6736,098$1.72$1.8427.24%$130.00—$8.70$9.402,58928
7634,966$0.69$0.7725.98%$135.00—$12.75$13.851,64825
436,492$0.24$0.3125.56%$140.00—$17.40$19.202880
—————$145.00—$22.00$24.2020
—————$150.00—$26.80$29.203451
—————$170.00—$46.80$49.6010

Forward $122.84. The 25-delta put carries +4.49 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 28.45%±12.21skew +5.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$110.0033.51%$1.12$1.632519
—————$111.0032.40%$1.16$1.763510
—————$114.0032.43%$1.81$2.6260
1011$8.45$10.60—$115.0030.87%$2.00$2.59010
04$9.15$9.80—$116.00—————
—————$117.0031.22%$2.48$3.5510
02$6.70$8.50—$118.0030.00%$2.85$3.552510
04$7.05$7.70—$119.00—————
01$4.90$7.20—$120.0028.87%$3.40$4.302010
—————$121.0028.50%$3.90$4.6020
—————$122.0028.39%$4.35$5.103507
—————$123.00—$4.65$5.501020
—————$125.00—$5.75$6.5506
01$2.84$3.2529.24%$127.00—————
02$2.00$2.9127.51%$128.00—————
150$1.83$2.1828.15%$130.00—$8.90$9.6550
20$1.23$1.8926.61%$131.00—$9.30$11.30150
950$1.33$1.6027.45%$132.00—$10.15$12.25550
1750$1.12$1.3527.09%$133.00—————
40$0.77$1.2126.35%$134.00—$11.55$13.7520
447$0.76$0.9926.59%$135.00—————

Forward $122.21. The 25-delta put carries +5.82 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 29.91%±15.80skew +4.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0295$43.70$46.45—$77.50—————
04,404$41.25$43.95—$80.00—————
0266$38.80$41.70—$82.50—————
01,057$36.35$39.10—$85.00—————
0458$33.90$36.65—$87.5043.78%$0.21$0.301,6583
03,749$31.50$34.20—$90.0042.32%$0.28$0.3510,8572
01,724$29.55$31.75—$92.50—————
03,657$27.00$29.45—$95.00—————
02,262$24.65$26.95—$97.5038.41%$0.60$0.635,3763
94,890$22.50$24.35—$100.0037.19%$0.75$0.7919,1661,379
322,784$18.95$19.95—$105.0035.26%$1.17$1.335,47256
473,139$14.95$15.55—$110.0033.46%$1.95$2.047,94943
454,629$11.30$11.70—$115.0031.86%$3.05$3.208,069734
1026,191$8.00$8.25—$120.0030.76%$4.75$4.907,199279
1355,940$5.35$5.6029.77%$125.00—$7.00$7.258,01060
2966,763$3.35$3.4028.51%$130.00—$9.60$10.357,02726
1654,557$1.86$2.0127.59%$135.00—$13.25$15.201,6570
2066,093$0.95$1.0826.77%$140.00—$17.45$19.509720
225,270$0.45$0.5626.29%$145.00—$22.10$24.255540
227,089$0.25$0.3026.71%$150.00—$26.80$28.95415
23,033$0.11$0.1526.57%$155.00—————

Forward $123.34. The 25-delta put carries +4.27 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.