Options Skew Analytics

CARR option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 38.09%±2.78skew +0.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$49.5042.53%$0.20$0.2501
11$2.75$3.30—$50.0041.91%$0.25$0.3525
141$2.05$2.25—$51.0039.08%$0.40$0.55213
60$1.35$1.55—$52.0039.12%$0.80$0.85146
80$0.85$1.0537.88%$53.00—$1.20$1.351017
726$0.50$0.6537.85%$54.00—$1.80$2.00119123
15134$0.30$0.4039.04%$55.00—$2.30$2.8020
3147$0.15$0.2539.74%$56.00—————

Forward $52.67. The 25-delta put carries +0.04 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 36.26%±3.74skew -1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$11.60$14.50—$40.00—————
02$6.80$9.50—$45.00—————
—————$49.5037.32%$0.30$0.507300
03$3.10$3.40—$50.0036.93%$0.40$0.608,83340
—————$51.0037.27%$0.70$0.90340
—————$52.0036.34%$1.05$1.25430
09$1.50$1.70—$52.5036.18%$1.25$1.50361125
—————$53.00—$1.50$1.75160
2116$0.90$1.0536.71%$54.00—$2.10$2.35210
4119$0.55$0.7536.28%$55.00—$2.85$3.105192
7180$0.40$0.5537.94%$56.00—$3.30$3.80553
28135$0.20$0.3035.49%$57.00—$4.00$4.704887
—————$57.50—$3.90$5.80890
—————$58.00—$4.30$6.30430
—————$60.00—$5.60$8.60370
—————$62.50—$7.90$11.40910

Forward $52.73. The 25-delta put carries -1.00 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 34.76%±4.40skew +0.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$49.0037.64%$0.45$0.60224
—————$50.0035.12%$0.55$0.80340
—————$51.0034.83%$0.85$1.10100
—————$52.0034.87%$1.25$1.50550
—————$53.00—$1.70$2.0011
01$1.10$1.3534.54%$54.00—$2.30$2.55130
01$0.75$1.0034.21%$55.00—$3.00$3.2070
76$0.50$0.7534.41%$56.00—$3.70$4.00260
116$0.35$0.5534.97%$57.00—————
—————$65.00—$10.40$14.2010

Forward $52.80. The 25-delta put carries +0.71 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 34.07%±4.98skew +2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$49.0036.97%$0.60$0.8032
—————$50.0035.86%$0.80$1.0560
—————$51.0034.60%$1.05$1.3540
—————$52.0034.38%$1.45$1.7540
1021$1.75$2.0534.09%$53.00—$1.90$2.2580
098$1.30$1.6033.68%$54.00—————
02$1.00$1.2534.16%$55.00—$3.10$3.5090
331$0.70$0.9533.83%$56.00—————
128$0.50$0.7033.76%$57.00—$3.70$5.5030
2168$0.35$0.5033.63%$58.00—$4.50$6.4010

Forward $52.82. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 33.63%±6.04skew +1.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$18.60$22.30—$32.50—————
01$16.10$19.90—$35.00—————
01$13.70$17.40—$37.50—————
05$12.00$14.60—$40.00—————
04$9.50$12.20—$42.50—————
06$7.80$9.50—$45.00—————
30$5.80$7.30—$47.5035.58%$0.50$0.7016,8382
024$4.00$4.30—$50.0035.39%$1.15$1.354,2755
011$2.50$2.80—$52.5033.87%$2.00$2.3528334
8311$1.40$1.7033.37%$55.00—$3.40$3.803321
21,256$0.75$1.0534.19%$57.50—$5.30$5.602178
81,865$0.35$0.5533.71%$60.00—$6.40$8.003050
—————$62.50—$8.30$11.001050
—————$65.00—$10.60$14.101050

Forward $52.98. The 25-delta put carries +1.19 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 33.01%±7.73skew +4.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$21.00$24.90—$30.00—————
04$17.00$19.90—$35.00—————
04$14.50$17.20—$37.50—————
033$12.10$14.80—$40.00—————
055$10.30$12.30—$42.50—————
078$8.00$9.90—$45.0037.40%$0.45$0.752,3400
068$5.80$7.80—$47.5036.26%$0.95$1.152840
0367$4.30$5.90—$50.0034.84%$1.55$1.855,1321
0189$3.20$4.30—$52.5035.46%$2.60$3.001,6590
2528$2.05$2.4531.44%$55.00—$3.60$4.4081426
0399$1.30$1.4030.49%$57.50—$4.70$6.604000
35,183$0.75$1.0531.91%$60.00—$6.50$8.601,0570
6940$0.40$0.5530.87%$62.50—$8.70$10.803280
—————$65.00—$10.80$13.006140
—————$67.50—$13.30$16.001,1400
—————$70.00—$15.20$19.209440
—————$72.50—$17.80$21.6040
—————$77.50—$22.90$26.6030
—————$80.00—$25.40$29.1010

Forward $53.46. The 25-delta put carries +4.35 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 34.05%±10.97skew +1.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$21.80$25.10—$30.00—————
01$19.60$22.70—$32.50—————
02$17.20$19.90—$35.00—————
013$12.50$15.40—$40.0038.13%$0.45$0.60530
01$10.90$13.10—$42.5037.55%$0.70$1.051240
05$8.80$11.00—$45.0036.39%$1.15$1.501992
02$7.20$9.20—$47.5035.42%$1.75$2.153902
08$5.80$7.60—$50.0035.41%$2.75$3.0032311
045$4.50$5.00—$52.5034.40%$3.60$4.20970
065$3.30$3.9033.98%$55.00—$4.90$5.502790
0285$2.50$2.8533.66%$57.50—$6.10$7.202400
0125$1.75$2.2033.64%$60.00—$7.30$9.90930
02,778$1.25$1.6033.51%$62.50—$9.20$11.80430
0338$0.85$1.2033.55%$65.00—$11.20$14.10250
0293$0.60$1.0034.56%$67.50—$13.70$15.8070
—————$70.00—$15.80$18.3060
—————$72.50—$18.20$20.8020

Forward $53.36. The 25-delta put carries +1.91 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 35.14%±14.78skew +4.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$24.60$27.70—$27.50—————
06$22.30$25.10—$30.00—————
04$19.50$23.10—$32.50—————
03$17.60$20.50—$35.00—————
03$15.40$18.50—$37.50—————
05$13.30$16.20—$40.0038.72%$0.90$1.45140
02$11.70$14.20—$42.5037.83%$1.30$2.00210
05$9.90$12.30—$45.0038.17%$2.30$2.50836
04$8.30$10.60—$47.5037.98%$3.10$3.40450
019$7.10$9.20—$50.0035.07%$3.50$4.206701
203$6.10$6.90—$52.5034.89%$4.60$5.4013612
018$4.90$5.6035.23%$55.00—$6.10$6.701996
022$3.90$4.6034.82%$57.50—$7.10$9.302370
0274$3.00$3.8034.43%$60.00—$8.60$10.702110
042$2.35$3.1034.31%$62.50—$9.90$12.90630
0151$1.80$2.5534.25%$65.00—$11.80$14.90630
0356$1.35$2.0533.99%$67.50—$13.80$16.90340
—————$70.00—$16.00$18.80230
—————$72.50—$18.30$21.00130
—————$75.00—$20.50$23.4020

Forward $53.82. The 25-delta put carries +4.18 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.