Options Skew Analytics

CB option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 21.66%±13.67skew -0.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1011$62.70$65.30—$300.00—————
03$57.70$60.30—$305.00—————
016$52.90$55.40—$310.00—————
03$47.40$50.50—$315.00—————
014$42.90$45.40—$320.00—————
013$37.70$40.10—$325.00—————
067$33.00$35.20—$330.00—————
144$28.00$30.60—$335.00—————
083$23.30$25.80—$340.00—————
1352$18.50$20.40—$345.00—————
0151$14.00$16.20—$350.0022.95%$1.00$1.5523133
3190$10.60$11.40—$355.0022.37%$1.95$2.601409
9474$7.10$8.10—$360.0020.65%$3.20$3.9051828
8509$4.50$5.2021.82%$365.00—$5.80$6.60743
161,805$2.60$3.3021.90%$370.00—$8.70$9.6020114
3545$1.50$2.0022.38%$375.00—$12.20$13.8020
—————$380.00—$16.10$18.60420
—————$385.00—$20.40$22.80490
—————$390.00—$25.30$27.90521
—————$395.00—$30.20$33.00400
—————$410.00—$45.50$48.0011

Forward $363.65. The 25-delta put carries -0.02 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 20.14%±23.99skew +1.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$67.70$70.90—$295.00—————
020$62.70$66.40—$300.00—————
01$58.20$61.50—$305.00—————
08$53.80$56.40—$310.00—————
04$49.00$51.50—$315.00—————
020$43.80$46.80—$320.00—————
06$38.70$41.80—$325.0023.57%$0.60$1.001370
015$34.40$37.40—$330.00—————
148$29.70$32.30—$335.0022.03%$1.30$1.701200
052$25.50$27.70—$340.0021.39%$1.85$2.305480
0157$21.20$23.40—$345.0021.21%$2.80$3.20769
0214$18.10$19.20—$350.0020.48%$3.50$4.50560
064$14.40$15.80—$355.0020.36%$5.20$5.90622
0309$11.20$12.70—$360.0020.59%$7.10$8.20784
0354$8.50$10.0020.16%$365.00—$9.10$10.60250
3779$6.20$7.3019.45%$370.00—$11.90$13.20440
7110$4.40$5.3019.13%$375.00—$15.20$16.5010
4192$3.00$3.8018.93%$380.00—$18.90$20.3020
2130$2.10$2.6518.96%$385.00—$21.70$24.2050
4121$1.40$1.8018.92%$390.00—————
191$0.55$0.8018.91%$400.00—————

Forward $364.40. The 25-delta put carries +1.55 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 19.86%±31.10skew +1.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
053$152.00$156.20—$210.00—————
011$142.00$146.40—$220.00—————
017$132.20$136.50—$230.00—————
03$122.30$126.50—$240.00—————
050$112.60$116.70—$250.00—————
029$102.70$106.80—$260.00—————
0125$92.80$97.00—$270.00—————
075$83.00$87.00—$280.00—————
0397$73.20$77.00—$290.00—————
0121$64.50$67.10—$300.0026.74%$0.50$0.805800
146$54.50$57.50—$310.00—————
0106$45.10$47.90—$320.0023.23%$1.10$1.753720
3608$36.50$38.90—$330.0022.22%$2.25$2.503233
01,466$27.70$30.20—$340.0020.97%$3.50$4.0075021
0174$20.40$22.90—$350.0020.62%$5.80$6.8018053
0309$14.10$16.30—$360.0020.20%$9.40$10.40433114
1273$9.70$10.6019.68%$370.00—$13.90$15.4033103
13398$5.70$6.5018.91%$380.00—$19.30$22.1010
81,019$3.40$3.8018.84%$390.00—————
2553$1.90$2.1518.84%$400.00—$35.90$38.7020
071$0.90$1.2518.83%$410.00—————

Forward $365.47. The 25-delta put carries +1.78 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 21.68%±42.00skew +3.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$66.00$69.40—$300.00—————
01$61.30$64.40—$305.00—————
01$57.00$60.00—$310.00—————
03$52.50$55.30—$315.00—————
01$44.00$46.70—$325.00—————
025$40.00$42.70—$330.00—————
011$36.00$38.40—$335.0023.04%$4.60$6.70260
04$32.40$34.60—$340.0022.74%$5.90$7.70500
—————$345.0022.40%$6.80$9.40200
049$25.40$27.60—$350.0022.15%$8.40$10.90130
014$22.00$24.30—$355.00—————
049$18.40$21.80—$360.0021.74%$12.00$14.9040
012$16.00$18.40—$365.0021.61%$14.30$17.2010
091$13.70$16.2021.69%$370.00—$16.50$19.60120
127$9.50$10.9020.59%$380.00—————
0883$7.70$9.1020.33%$385.00—$25.60$27.9010
1012$6.10$7.5020.03%$390.00—————
02$3.70$5.0019.61%$400.00—————
02$3.10$4.0019.68%$405.00—————
22$2.45$3.1019.52%$410.00—————
3814$1.80$2.5019.38%$415.00—————

Forward $366.47. The 25-delta put carries +3.13 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 22.36%±64.35skew +2.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$155.80$159.90—$210.00—————
05$146.30$150.50—$220.00—————
016$118.30$121.00—$250.00—————
03$109.00$112.00—$260.00—————
017$100.50$102.50—$270.00—————
045$90.70$93.50—$280.00—————
040$81.80$84.50—$290.00—————
016$73.30$76.00—$300.0025.72%$3.90$5.70690
08$64.80$67.50—$310.0024.82%$4.80$7.301650
05$56.70$59.50—$320.0024.67%$7.10$9.201511
025$49.60$51.90—$330.0023.69%$8.40$11.60870
0179$42.20$44.50—$340.0023.32%$11.70$13.901743
066$35.60$38.00—$350.0022.54%$14.50$16.90980
055$29.40$32.40—$360.0022.40%$18.00$21.602080
068$24.20$26.70—$370.0022.47%$23.00$26.50170
0141$19.80$22.0022.24%$380.00—————
062$15.20$17.9021.65%$390.00—————
168$12.20$13.7021.21%$400.00—————
4345$9.20$11.2021.07%$410.00—————
024$6.50$9.0020.73%$420.00—————
045$4.30$7.0020.24%$430.00—————

Forward $370.72. The 25-delta put carries +2.96 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 22.24%±76.87skew +3.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$85.00$89.50—$290.00—————
—————$310.0024.69%$6.60$10.70760
047$62.10$65.50—$320.00—————
—————$330.0024.07%$11.60$15.4040
010$48.00$51.50—$340.0023.69%$14.40$18.50160
—————$350.0023.16%$17.60$21.70270
05$35.30$39.00—$360.0023.00%$21.80$25.70200
017$30.30$33.50—$370.0022.74%$26.00$30.40310
05$24.90$29.0022.30%$380.00—————
033$21.00$24.4022.02%$390.00—————
225$17.00$20.4021.57%$400.00—————
04$13.30$17.0021.11%$410.00—————
04$11.70$14.0021.31%$420.00—————
01$6.10$9.9020.52%$440.00—————

Forward $373.84. The 25-delta put carries +3.55 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.