Options Skew Analytics

CARR option chain

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

Data as of 22 September 2026 (end of day)

2026-10-09(17 days)ATM 32.44%±3.86skew +0.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$52.0035.03%$0.40$0.6070
—————$53.0033.97%$0.60$0.8550
—————$54.0033.40%$0.90$1.2010
—————$55.0032.43%$1.30$1.60150
11$1.05$1.3032.51%$56.00—$1.80$2.2080
04$0.70$0.9532.61%$57.00—$2.10$2.954211
01$0.45$0.7033.06%$58.00—————
03$0.30$0.5033.72%$59.00—————
—————$60.00—$4.00$6.1010
—————$61.00—$5.10$6.5002

Forward $55.17. The 25-delta put carries +0.91 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 32.70%±4.63skew +0.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$6.40$9.30—$47.50—————
01$4.60$6.70—$50.0035.25%$0.25$0.404632
—————$52.0033.38%$0.55$0.7510
—————$52.5033.68%$0.70$0.9010,9191
40$2.10$3.30—$54.0033.16%$1.15$1.4520
13112$1.80$2.10—$55.0032.65%$1.55$1.902068
220$1.35$1.6532.80%$56.00—$2.00$2.5020
111$1.00$1.2532.83%$57.00—————
3175$0.95$1.0533.49%$57.50—$3.00$4.108810
011$0.70$0.9532.84%$58.00—————
01$0.50$0.7033.04%$59.00—————
1241,209$0.35$0.4532.44%$60.00—$4.10$6.202260
—————$62.50—$6.10$8.60150

Forward $55.23. The 25-delta put carries +0.64 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 38.14%±6.79skew +1.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$49.0040.65%$0.55$0.8017,0100
—————$50.0039.21%$0.75$0.90421
—————$51.0039.90%$0.95$1.301210
—————$52.0039.21%$1.25$1.5512,1550
02$3.00$4.90—$53.0039.29%$1.55$2.0010
—————$54.0038.54%$1.90$2.4010
08$2.55$3.10—$55.0038.78%$2.45$2.8570
31$2.10$2.5037.78%$56.00—$3.00$3.4010
03$1.10$1.4537.93%$59.00—————
03$0.85$1.2538.33%$60.00—————
01$0.70$1.0038.50%$61.00—————
22$0.55$0.8038.48%$62.00—————
—————$63.00—$6.90$9.9010
—————$65.00—$8.70$11.7010

Forward $55.18. The 25-delta put carries +1.57 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 38.17%±8.46skew +1.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$14.20$17.30—$40.00—————
02$9.40$12.00—$45.0040.29%$0.35$0.4511,5769
—————$47.5039.48%$0.60$0.9015,8258
03$5.50$7.70—$50.0038.68%$1.05$1.5515,85631
02$4.10$5.70—$52.5038.23%$2.00$2.25210
26$3.30$3.60—$55.0038.49%$3.10$3.50590
3069$2.05$2.5537.23%$57.50—$4.40$5.20520
30131$1.45$1.6537.49%$60.00—$5.30$7.00120
224$0.85$1.1537.48%$62.50—$6.90$9.50920
13560$0.55$0.7037.47%$65.00—————
08$0.35$0.5539.18%$67.50—————

Forward $55.15. The 25-delta put carries +1.20 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 35.90%±9.70skew +1.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$20.80$24.90—$32.50—————
01$18.50$22.30—$35.00—————
01$17.00$19.90—$37.50—————
05$14.30$17.20—$40.00—————
04$12.00$14.70—$42.50—————
05$9.50$12.50—$45.0039.75%$0.55$0.852070
—————$47.5038.62%$0.90$1.352380
027$5.70$8.30—$50.0037.51%$1.45$2.004,0330
05$4.10$6.60—$52.5036.56%$2.25$2.851550
0102$3.70$4.30—$55.0035.96%$3.30$4.002770
060$2.65$3.2035.85%$57.50—$4.70$6.102210
0203$1.80$2.3535.64%$60.00—$5.90$7.903230
0102$1.25$1.7536.20%$62.50—$8.00$9.801060
4284$0.95$1.3037.37%$65.00—$9.80$12.001760
5740$0.55$0.9036.59%$67.50—$11.50$14.10590
—————$70.00—$13.80$16.10630
—————$72.50—$16.10$19.40480
—————$75.00—$18.60$21.001310
—————$77.50—$20.50$24.30360

Forward $55.35. The 25-delta put carries +1.31 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 34.98%±10.94skew +1.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$23.40$27.30—$30.00—————
04$19.40$22.50—$35.00—————
04$17.00$19.80—$37.50—————
033$14.20$17.60—$40.00—————
055$12.30$15.00—$42.50—————
077$10.20$12.80—$45.0039.13%$0.75$1.152,3450
068$8.20$10.70—$47.5038.03%$1.15$1.702760
0367$6.50$8.70—$50.0036.84%$1.75$2.354,6591
0122$5.40$6.90—$52.5036.03%$2.60$3.201800
0270$4.20$5.30—$55.0035.96%$3.70$4.407540
0266$3.20$3.8034.64%$57.50—$5.00$5.802590
2761$2.30$2.8534.25%$60.00—$6.80$7.709820
0713$1.85$2.1535.27%$62.50—$7.50$10.103270
52556$1.35$1.6035.40%$65.00—$10.40$12.206240
21,317$1.05$1.2536.40%$67.50—$12.80$14.301,1410
2476$0.55$0.8534.55%$70.00—$13.90$16.201,0590
—————$72.50—$16.90$18.701090
—————$75.00—$18.40$21.00310
—————$77.50—$20.50$24.1070
—————$80.00—$23.00$27.0010

Forward $55.71. The 25-delta put carries +1.44 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 34.91%±13.66skew +2.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$21.80$25.00—$32.50—————
01$19.00$22.80—$35.00—————
013$14.70$18.10—$40.00—————
01$12.90$15.60—$42.5039.95%$0.90$1.351210
03$10.90$13.60—$45.0039.11%$1.30$1.901280
02$8.80$11.70—$47.5038.24%$1.85$2.553770
08$7.70$9.70—$50.0037.81%$2.60$3.40630
04$6.40$7.90—$52.5036.93%$3.60$4.20803
05$5.40$6.70—$55.0036.64%$4.60$5.502380
6200$4.40$5.0034.90%$57.50—$6.00$6.802510
177$3.40$4.2035.04%$60.00—$7.60$8.50880
029$2.70$3.4035.16%$62.50—$8.40$10.30430
12137$2.10$2.8035.40%$65.00—$10.00$12.60250
096$1.60$2.2535.35%$67.50—$11.90$14.9070
3452$1.30$1.7035.29%$70.00—$14.00$17.0060
019$0.90$1.5035.62%$72.50—$16.20$19.2020
—————$75.00—$18.50$21.5010

Forward $56.02. The 25-delta put carries +2.89 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 35.64%±17.19skew +2.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$26.80$30.00—$27.50—————
06$24.50$27.80—$30.00—————
04$21.70$25.50—$32.50—————
03$19.70$23.10—$35.00—————
03$17.70$21.10—$37.50—————
02$15.60$18.20—$40.0040.17%$1.05$1.6080
02$13.50$16.80—$42.5039.39%$1.45$2.15130
05$11.60$14.80—$45.0038.57%$1.95$2.8060
04$9.90$13.00—$47.5038.01%$2.60$3.60420
012$8.30$11.50—$50.0037.73%$3.50$4.503550
03$6.90$9.90—$52.5036.94%$4.40$5.501170
018$6.80$7.90—$55.0036.54%$5.50$6.70700
016$5.60$6.6035.53%$57.50—$6.90$8.002030
066$4.70$5.7035.71%$60.00—$8.30$9.802310
010$3.90$4.8035.48%$62.50—$9.60$11.30630
19140$3.40$3.9035.46%$65.00—$11.20$13.40630
19306$2.65$3.3034.99%$67.50—$12.40$15.40340
0128$2.20$2.7034.85%$70.00—$14.40$17.7050
2922$2.05$2.3536.01%$72.50—$16.50$19.80130
018$1.65$2.0536.14%$75.00—$18.70$22.0020
015$1.10$1.8035.43%$77.50—————

Forward $56.29. The 25-delta put carries +2.00 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.