Options Skew Analytics

CAT 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 52.03%±40.40skew +6.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
60$30.00$34.65—$535.0055.68%$6.25$7.80113
120$28.90$32.60—$537.5054.10%$6.10$8.6017
02$26.95$30.85—$540.0057.25%$7.60$10.3510475
—————$542.5055.61%$8.30$10.45134
11$23.40$26.95—$545.0053.24%$8.95$10.254156
30$21.80$25.35—$547.5054.14%$9.60$12.00138
3930$21.05$23.60—$550.0053.37%$10.60$12.55170208
07$19.70$22.10—$552.5053.84%$11.60$13.95154
15$18.05$20.60—$555.0052.95%$12.65$14.604838
24$16.55$19.05—$557.5052.62%$13.80$15.606940
8523$15.45$17.45—$560.0052.09%$14.80$16.7513771
922705$14.30$16.1552.01%$562.50—$16.05$18.804412
959707$13.10$14.6051.24%$565.00—$17.15$20.25489
447$11.70$13.6550.91%$567.50—$18.80$21.55202
5270$10.95$12.2050.63%$570.00—$19.80$23.9017711
2011$9.35$11.0049.14%$572.50—$21.20$24.65260
1833$8.85$10.2550.03%$575.00—$22.60$26.25933
134$7.75$9.7550.14%$577.50—$24.15$28.00406
19450$7.20$8.1549.08%$580.00—$25.85$29.5010241
3439$6.30$7.8049.41%$582.50—$26.90$31.60151
12435$5.70$7.0049.28%$585.00—$29.20$33.70464

Forward $560.68. The 25-delta put carries +6.40 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 48.86%±53.66skew +7.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$96.15$105.25—$460.00—————
011$88.55$95.75—$470.0059.07%$1.32$1.9520412
011$79.55$86.35—$480.0058.42%$1.95$2.8041386
014$70.90$76.20—$490.0057.71%$2.82$3.9036932
032$62.20$67.25—$500.0056.43%$4.05$5.00617104
038$55.50$58.85—$510.0054.46%$5.40$6.2512283
13114$46.05$50.40—$520.0052.82%$6.80$8.3534287
149$38.10$43.00—$530.0052.85%$9.80$10.9526552
2230$32.20$35.70—$540.0051.20%$12.45$13.8594917
427$26.80$28.75—$550.0050.39%$15.90$17.8551274
76155$21.10$22.50—$560.0049.02%$20.50$21.6043491
75100$16.35$17.9048.60%$570.00—$25.30$27.0025632
5053$12.40$13.6047.76%$580.00—$30.75$33.2530339
62455$9.10$10.0546.88%$590.00—$37.05$40.0578350
234633$6.40$7.0045.62%$600.00—$44.30$48.401,35371
3285$4.40$5.3045.64%$610.00—$52.25$57.053588
193665$3.00$3.6545.16%$620.00—$61.25$66.1063330
110278$2.05$2.4544.87%$630.00—$69.15$76.9543816
65260$1.38$1.7445.10%$640.00—$79.00$84.1076823
281843$0.96$1.3446.01%$650.00—$88.80$93.6557924
29379$0.62$0.9846.39%$660.00—$98.55$104.554508

Forward $560.75. The 25-delta put carries +7.23 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 46.45%±62.54skew +6.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$57.65$62.05—$510.0049.65%$7.10$8.05306
612$52.65$56.55—$515.0049.14%$8.05$9.1010
—————$520.0048.86%$9.25$10.301211
—————$525.0048.57%$10.40$11.8057
151$41.40$45.45—$530.0048.23%$11.80$13.2576
2615$39.35$41.80—$535.0047.76%$13.10$14.9511
1611$35.00$38.25—$540.0048.58%$15.00$17.607521
140$32.85$35.15—$545.0047.44%$16.80$18.7013
31$29.50$32.20—$550.0045.52%$17.75$20.101025
—————$555.0045.68%$20.50$22.1535
1612$24.15$26.25—$560.0045.90%$22.75$25.103431
60$21.70$24.6046.45%$565.00—$25.05$27.80030
1426$19.15$20.8544.65%$570.00—$27.55$30.20614
1915$17.00$18.4044.13%$575.00—$30.30$34.2010
137$14.95$16.6544.06%$580.00—$33.35$35.707312
50$13.35$14.7043.94%$585.00—————
815$11.40$12.8543.25%$590.00—$39.45$43.90311
—————$595.00—$40.85$46.7580
745$8.75$10.4543.62%$600.00—$46.25$50.251089
154$7.40$8.5542.53%$605.00—$50.00$54.10347
216$6.10$7.3041.89%$610.00—$53.90$57.60915

Forward $561.28. The 25-delta put carries +6.32 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 44.30%±68.86skew +5.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$59.35$64.90—$510.0048.40%$9.10$10.85206
012$56.10$59.75—$515.0047.31%$10.30$11.3005
45$51.10$55.45—$520.0046.71%$11.40$12.50231
150$48.55$51.70—$525.0046.36%$12.55$14.1030
200$45.70$48.10—$530.0045.32%$13.50$15.40120
140$41.25$44.80—$535.0047.86%$15.70$19.6510
1412$38.55$41.50—$540.0045.29%$17.30$19.052514
41$35.10$39.70—$545.0046.00%$19.45$21.9016
1217$33.00$35.10—$550.0044.53%$20.65$23.40282
40$30.35$32.10—$555.0045.04%$23.40$26.0078
132$26.85$29.45—$560.0044.66%$24.90$29.05411
100$24.45$26.7544.30%$565.00—$27.25$30.60772
611$22.20$24.6544.33%$570.00—$29.15$32.45581
61$19.75$21.9043.43%$575.00—$32.85$36.2510
262$18.30$20.7544.43%$580.00—$34.60$38.156917
33$15.80$18.0543.06%$585.00—$37.85$41.4010
218$14.10$15.9542.61%$590.00—$42.05$45.40673
20$11.45$14.3541.50%$595.00—————
159$11.15$12.7042.22%$600.00—$48.70$53.70867
312$9.75$11.8042.43%$605.00—$52.35$56.60390
264$8.30$9.9041.38%$610.00—$56.05$61.30231

Forward $561.18. The 25-delta put carries +5.33 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 42.22%±73.59skew +6.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$500.0048.19%$9.05$10.1020
—————$510.0047.74%$11.25$12.55333
—————$515.0047.18%$12.45$13.6001
—————$520.0047.20%$13.70$15.4570
—————$525.0046.61%$14.90$16.8501
—————$530.0046.84%$16.90$18.6571
—————$540.0046.20%$20.25$22.25123
—————$545.0045.33%$21.90$23.7011
—————$550.0045.57%$24.10$26.3090
10$32.75$37.00—$555.0045.14%$26.30$28.2530
210$31.20$32.80—$560.0044.28%$28.20$30.15616
50$28.20$30.0543.54%$565.00—————
061$23.60$27.2041.39%$570.00—$33.05$35.25579
586$20.75$24.8543.54%$580.00—$38.40$41.80763
155$17.35$19.0042.00%$590.00—$44.45$48.00230
016$13.70$15.5041.25%$600.00—$51.15$54.35150
02$12.15$13.9540.96%$605.00—$54.55$57.30112
03$11.20$12.6541.19%$610.00—$56.50$64.10140
—————$615.00—$61.90$66.0530
16$8.75$10.3540.93%$620.00—$66.10$72.60220
14$7.60$8.7540.15%$625.00—$68.40$76.5580

Forward $562.84. The 25-delta put carries +6.25 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 43.69%±83.38skew +5.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$104.30$109.55—$460.0050.57%$4.85$5.4019814
05$95.40$100.15—$470.0049.57%$6.05$6.4520129
025$86.35$91.75—$480.0048.95%$7.35$8.1558050
054$77.60$83.65—$490.0047.99%$9.05$9.6521082
464$71.40$75.55—$500.0047.68%$11.15$12.00940117
266$64.50$67.85—$510.0046.76%$13.40$14.2045311
129$57.05$60.55—$520.0046.53%$16.05$17.5534043
12175$50.35$53.95—$530.0045.79%$19.25$20.5021730
130$44.10$47.35—$540.0045.43%$22.95$24.30255504
732$39.35$41.30—$550.0044.67%$26.75$28.3040864
12541$33.90$35.75—$560.0044.34%$31.60$32.8063974
43107$29.00$30.4043.61%$570.00—$35.50$38.2089243
49232$24.65$25.6543.02%$580.00—$41.40$42.9567422
10090$20.75$21.6042.58%$590.00—$47.10$50.1525313
414369$16.80$18.0541.82%$600.00—$53.45$57.1587913
601170$13.80$14.7041.25%$610.00—$60.40$62.951717
30132$11.30$12.2041.07%$620.00—$67.85$70.4536530
50455$9.05$9.9540.71%$630.00—$75.80$80.4035029
31220$7.35$8.2040.69%$640.00—$84.05$87.0025613
119311$5.70$6.3540.03%$650.00—$92.75$97.354807
64124$4.40$5.0539.72%$660.00—$101.00$105.851773

Forward $562.64. The 25-delta put carries +5.69 volatility points over the 25-delta call.

2026-12-24(48 days)ATM 43.40%±88.54skew +4.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
7—$65.80$72.65—$510.0046.29%$14.55$16.35—2
100$60.90$67.70—$515.00—————
60$58.20$63.20—$520.0045.86%$17.40$19.45136
50$54.40$59.80—$525.0045.53%$18.95$21.0004
160$51.10$58.35—$530.0044.55%$19.35$22.95211
140$48.20$53.35—$535.0044.88%$22.35$24.4004
60$46.10$50.55—$540.0044.82%$24.10$26.7522
40$43.35$47.70—$545.0044.91%$25.90$29.5021
40$40.70$43.95—$550.0044.98%$28.10$32.0502
—————$555.0044.13%$30.00$33.6510
60$35.05$38.50—$560.0043.75%$33.00$35.10942
71$33.30$35.3543.85%$565.00—$34.55$39.0022
82$30.40$33.0543.38%$570.00—$37.10$41.0510
20$28.20$30.9043.30%$575.00—————
1110$25.95$28.2042.72%$580.00—————
21$21.95$24.2542.35%$590.00—$48.35$52.3501
—————$595.00—$51.50$56.3008
112$18.40$20.4041.79%$600.00—$54.45$59.55309
10$16.90$18.7541.67%$605.00—————
10$14.70$17.8541.45%$610.00—$59.45$69.3050
—————$620.00—$68.40$74.5520

Forward $562.54. The 25-delta put carries +4.84 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 42.03%±103.98skew +5.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
058$152.05$159.95—$410.0050.84%$3.25$3.853000
0357$143.00$150.80—$420.0050.24%$4.15$4.5545719
0140$134.10$142.10—$430.0049.99%$4.95$5.901,37411
0307$127.50$133.05—$440.0048.91%$6.00$6.6543517
0122$116.80$124.45—$450.0048.33%$7.20$8.0038514
01,135$110.50$114.95—$460.0047.45%$8.55$9.255329
053$102.20$106.50—$470.0046.93%$10.20$11.0046215
0463$92.60$98.25—$480.0046.24%$12.05$12.801,61630
2138$84.85$90.70—$490.0045.57%$14.05$14.95520748
14207$79.05$83.15—$500.0045.05%$16.45$17.4576890
15236$66.65$69.50—$520.0044.21%$22.25$23.60590113
27450$53.30$56.25—$540.0043.28%$29.60$30.70817110
208180$43.10$44.90—$560.0042.59%$38.25$39.801,178164
188971$34.00$34.8541.82%$580.00—$48.65$50.00504115
209628$25.80$26.8041.03%$600.00—$60.60$63.253,19414
63349$18.75$20.7040.40%$620.00—$73.60$76.301,11815
288347$13.70$14.9039.61%$640.00—$88.35$91.206795
38294$10.05$10.9039.42%$660.00—$104.80$107.5065314
831,563$6.95$7.8038.94%$680.00—$122.05$124.9553711
1051,162$4.90$5.7038.94%$700.00—$140.10$143.401,57327
461,637$3.60$4.1039.15%$720.00—$158.55$164.005163

Forward $565.01. The 25-delta put carries +5.44 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.