Options Skew Analytics

CASY option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 39.23%±52.76skew +0.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$105.40$111.60—$580.00—————
034$95.60$101.90—$590.00—————
098$85.80$92.10—$600.00—————
0214$76.40$82.70—$610.00—————
062$67.40$74.80—$620.0042.43%$2.20$3.5012741
143$58.10$65.30—$630.0041.67%$3.20$4.801454
051$49.50$55.50—$640.00—————
181$42.20$47.30—$650.0040.39%$6.00$9.2016832
096$34.00$40.50—$660.0039.79%$8.40$12.001050
589$27.10$33.70—$670.0039.41%$11.70$15.4048923
1038$23.10$26.60—$680.0040.34%$15.90$20.705444
14243$17.30$21.6039.18%$690.00—$20.10$25.30593
0148$12.90$18.5040.09%$700.00—$25.90$31.40273
0326$9.50$12.9038.15%$710.00—$32.10$36.50120
25143$6.90$11.4039.85%$720.00—$38.30$44.90240
—————$730.00—$46.40$52.10230
—————$740.00—$54.80$60.30220
0118$2.70$4.4039.61%$750.00—$63.30$69.00260
—————$760.00—$71.30$77.7090
—————$790.00—$99.30$106.8080
—————$800.00—$109.90$116.60340

Forward $686.75. The 25-delta put carries +0.55 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 43.94%±102.83skew +3.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$114.70$119.90—$580.00—————
01$106.30$111.80—$590.00—————
02$98.20$103.70—$600.0048.00%$8.60$14.0070
01$90.30$95.40—$610.0047.79%$11.00$16.0090
—————$620.0047.38%$13.00$18.7041
—————$630.0046.85%$15.80$21.00100
017$67.50$75.30—$640.0046.75%$18.20$25.0060
04$62.40$66.80—$650.0045.51%$21.40$27.00100
01$54.00$61.60—$660.0045.38%$25.00$31.10100
07$49.00$55.80—$670.0045.17%$29.60$34.8050
033$43.60$49.00—$680.0044.72%$33.80$39.2060
813$37.30$44.0043.86%$690.00—————
228$34.10$38.4043.95%$700.00—$44.00$48.9030
010$29.10$35.0043.86%$710.00—$50.00$56.2001
03$26.00$31.3044.24%$720.00—————
09$22.00$27.8043.85%$730.00—————
040$19.50$24.7044.17%$740.00—————
010$16.70$21.6043.95%$750.00—————
012$13.90$19.5043.98%$760.00—————
040$11.10$16.3042.90%$770.00—————
019$9.50$14.5043.20%$780.00—————

Forward $689.85. The 25-delta put carries +3.94 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 38.40%±142.78skew +1.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$133.00$140.00—$570.00—————
04$125.00$131.30—$580.0039.26%$11.00$18.1085
011$117.00$123.60—$590.0038.77%$13.70$19.2060
030$110.00$115.80—$600.0039.64%$17.80$22.20560
058$103.00$108.90—$610.0039.09%$20.50$24.10751
0101$96.00$101.80—$620.0039.11%$23.70$27.30252
015$89.00$95.10—$630.0038.76%$26.30$30.70110
024$83.20$88.00—$640.0038.67%$29.10$35.10170
046$70.20$76.40—$660.0038.52%$37.90$42.40972
142$59.50$65.80—$680.0038.52%$47.30$51.80171
0203$50.20$56.5038.54%$700.00—$57.50$62.70340
041$41.00$48.2038.14%$720.00—$67.10$74.80140
013$34.30$40.5038.10%$740.00—$80.50$87.00120
067$31.60$37.0038.18%$750.00—$86.70$93.80190
07$27.00$34.2037.65%$760.00—$92.70$100.60120
07$24.10$30.2037.13%$770.00—$100.00$107.70190
034$21.10$27.7036.95%$780.00—$108.60$114.9050
14$21.00$24.8037.59%$790.00—$115.80$122.2030
371$18.70$21.9037.22%$800.00—$124.10$129.40160
09$16.40$21.1037.57%$810.00—$131.90$138.1010
044$14.60$18.9037.40%$820.00—$139.60$146.30110

Forward $693.17. The 25-delta put carries +1.54 volatility points over the 25-delta call.

2027-05-21(196 days)ATM 37.62%±193.13skew +2.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$143.80$151.50—$580.0039.44%$24.50$30.80220
06$136.70$144.50—$590.0039.41%$27.20$34.2010
017$130.00$137.70—$600.0039.01%$29.70$37.00190
03$123.00$129.80—$610.0039.02%$33.60$40.101260
—————$620.0038.62%$36.80$42.9040
09$110.60$118.00—$630.0038.46%$40.20$46.7030
03$104.70$111.40—$640.0038.44%$44.80$50.2020
04$99.00$105.30—$650.0038.31%$48.60$54.5060
—————$660.0038.15%$53.00$58.5030
07$88.00$95.20—$670.0038.27%$57.90$63.5060
04$83.00$88.70—$680.0038.08%$62.00$68.5010
05$77.70$83.20—$690.00—————
014$73.00$79.00—$700.0037.94%$72.10$78.7010
03$68.00$74.3037.64%$710.00—$78.00$83.1020
010$64.20$69.8037.60%$720.00—$84.00$89.9040
13$60.20$66.1037.62%$730.00—$90.00$95.6010
117$56.40$62.1037.51%$740.00—$96.00$101.6020
022$49.40$54.5037.29%$760.00—$109.20$114.5050
14$42.90$48.4037.21%$780.00—$122.30$128.1010
03$37.00$41.5036.74%$800.00—————
03$31.20$37.4036.71%$820.00—————

Forward $700.61. The 25-delta put carries +2.29 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.