Options Skew Analytics

CAR 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 77.27%±10.24skew -0.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$34.20$44.10—$86.00—————
01$29.20$38.80—$91.00—————
01$17.30$27.00—$103.00—————
051$16.30$25.60—$104.00—————
08$15.30$25.20—$105.00—————
2553$7.30$11.20—$120.0079.26%$1.25$1.9577
0388$6.20$10.20—$121.00—————
02$6.10$7.10—$122.0075.73%$1.55$2.55412
030$5.30$6.60—$123.0076.17%$2.00$2.8504
311$4.90$5.80—$124.00—————
336$4.40$5.20—$125.0076.65%$2.85$3.7002
—————$127.00—$3.60$4.7002
50$2.80$4.1077.40%$128.00—$4.40$5.3005
216605$2.55$3.3075.21%$129.00—$4.90$6.2071
275623$2.30$2.9076.13%$130.00—————
2311$1.95$2.6076.37%$131.00—————
03$1.70$2.3076.97%$132.00—————
012$1.35$2.1076.91%$133.00—————
240114$1.15$1.6580.18%$135.00—————
2281$0.95$1.5080.76%$136.00—————
—————$145.00—$14.70$23.10100

Forward $126.60. The 25-delta put carries -0.92 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 60.91%±25.38skew -4.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$45.60$55.40—$75.00—————
015$40.70$50.50—$80.00—————
014$35.80$45.20—$85.00—————
01$31.00$40.50—$90.00—————
01$26.20$36.20—$95.00—————
021$21.80$31.60—$100.0064.98%$1.30$1.70378206
043$17.60$27.40—$105.0063.52%$2.05$2.45752661
099$14.60$23.50—$110.0061.99%$2.90$3.6010316
264$16.00$18.20—$115.0061.54%$4.30$5.10840
0161$12.90$15.10—$120.0060.92%$6.00$7.0011651
224$10.40$12.00—$125.0060.67%$8.10$9.40347
7546$8.20$9.7060.91%$130.00—$10.90$12.20876
3139$6.30$7.9061.31%$135.00—$14.10$15.803010
45126$5.00$6.6063.08%$140.00—$17.70$19.40410
199$4.00$5.3064.09%$145.00—$21.70$23.301378
1173$3.30$4.4065.99%$150.00—$24.10$27.80400
—————$155.00—$28.30$35.40100
9199$1.95$3.1068.13%$160.00—$32.60$42.101290
—————$165.00—$37.10$44.10290
—————$170.00—$41.80$51.30360
45205$1.05$1.7571.56%$175.00—$46.50$56.0090

Forward $127.46. The 25-delta put carries -4.45 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 58.40%±31.92skew -4.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
310$41.00$50.90—$80.0066.46%$0.50$0.701766
051$36.10$46.00—$85.00—————
013$31.90$41.60—$90.00—————
08$27.30$37.10—$95.0060.83%$1.60$2.0510530
017$22.90$32.80—$100.0062.14%$2.40$3.401,1991
061$19.20$29.00—$105.0058.25%$3.10$4.00590
583$21.20$24.80—$110.0058.70%$4.70$5.401030
—————$115.0058.39%$6.10$7.40800
0104$15.50$18.50—$120.0058.24%$8.20$9.405450
0110$10.50$14.40—$125.0058.22%$10.50$11.9011716
062$10.90$12.2058.35%$130.00—$13.20$14.704151
091$8.90$10.4058.55%$135.00—$16.20$18.001390
0129$7.70$8.9060.06%$140.00—$17.30$21.401200
079$6.30$7.6060.46%$145.00—$22.00$31.40560
18251$5.20$6.8061.85%$150.00—$25.90$29.701940
064$4.50$5.7062.65%$155.00—$29.80$39.502190
0110$3.70$4.9063.17%$160.00—$34.00$43.70530
056$2.75$4.3063.04%$165.00—$38.50$47.90780
182$2.80$3.8065.84%$170.00—$42.80$52.402360
—————$175.00—$47.50$54.40280
—————$180.00—$51.80$61.602020

Forward $127.58. The 25-delta put carries -4.48 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 67.57%±45.24skew -7.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
022$49.50$57.90—$75.00—————
03$45.10$54.00—$80.00—————
08$36.50$45.00—$90.00—————
08$32.90$39.10—$95.00—————
06$28.70$36.80—$100.0063.47%$4.40$6.10620
09$25.00$33.60—$105.0061.79%$5.40$7.60180
03$23.00$30.60—$110.0061.95%$7.20$9.50120
05$18.50$25.40—$115.0061.18%$9.10$11.4030
02$15.70$24.30—$120.0060.46%$11.20$13.6090
010$13.20$20.00—$125.0060.35%$13.70$16.20130
011$11.00$18.0060.42%$130.00—$16.50$18.5021
034$13.10$15.9067.57%$135.00—$19.50$22.10100
0213$11.60$14.0067.52%$140.00—$22.30$25.301420
0228$10.10$12.5067.57%$145.00—$25.40$35.10100
0132$8.80$10.9067.16%$150.00—$28.80$38.80160
09$7.70$9.7067.35%$155.00—$32.80$42.6070
132$6.60$9.4068.88%$160.00—$36.80$46.7010
011$5.70$8.0068.02%$165.00—$40.80$49.3010
—————$170.00—$43.90$53.9020
015$4.60$6.6069.61%$175.00—$49.10$59.1010
—————$180.00—$53.70$63.60100

Forward $126.67. The 25-delta put carries -7.82 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.