Options Skew Analytics

CCI option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 28.95%±5.40skew -0.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$5.50$6.90—$67.5029.71%$0.35$0.554870
0173$3.60$4.80—$70.0028.96%$0.90$1.101,262196
146$2.25$2.35—$72.5028.97%$1.85$2.1536752
40523$1.10$1.4028.83%$75.00—$3.10$3.6047553
104317$0.50$0.7529.05%$77.50—$4.40$5.702361
19642$0.25$0.3529.69%$80.00—$6.60$7.90560
—————$82.50—$8.40$10.301900
—————$90.00—$16.00$18.9010

Forward $72.80. The 25-delta put carries -0.09 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 30.79%±9.07skew +0.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.70$10.00—$65.0033.67%$0.85$1.05131
—————$67.5031.57%$1.20$1.55106
—————$70.0032.81%$2.15$2.506210
—————$72.5031.35%$3.00$3.50448
263$2.55$3.1030.49%$75.00—$4.30$4.708440
290$1.70$2.1530.25%$77.50—$5.30$6.5010
1180$1.15$1.5030.71%$80.00—————
162$0.75$1.0531.19%$82.50—$9.00$10.6010
7814$0.50$0.7031.59%$85.00—————

Forward $73.31. The 25-delta put carries +0.87 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 30.93%±11.02skew +1.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$9.10$10.60—$65.0032.38%$1.25$1.6522227
06$7.30$8.90—$67.5032.10%$1.90$2.4018323
0483$5.70$7.00—$70.0031.59%$2.75$3.3020630
046$4.30$5.00—$72.5031.36%$3.80$4.501850
8508$3.20$3.7030.63%$75.00—$4.90$6.101891
0256$2.35$2.7530.52%$77.50—$6.30$7.701440
0185$1.65$2.0030.26%$80.00—$8.20$9.602441
0234$1.20$1.5030.75%$82.50—$9.90$11.80600
5163$0.85$1.1031.03%$85.00—$11.70$13.701720
090$0.60$0.8031.33%$87.50—$14.00$16.10380
3387$0.40$0.6031.63%$90.00—$16.40$18.40330
—————$92.50—$18.60$20.801440
—————$95.00—$21.00$23.20130
—————$97.50—$23.40$25.80110
—————$100.00—$25.90$28.20390

Forward $73.00. The 25-delta put carries +1.34 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 30.04%±12.33skew +3.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$21.60$24.90—$50.00—————
02$13.30$15.40—$60.0033.49%$0.70$1.15740
075$9.50$11.10—$65.0032.16%$1.65$2.1528622
—————$67.5031.08%$2.20$2.901346
026$6.20$7.30—$70.0030.58%$3.10$3.802401
123$4.90$5.50—$72.5030.46%$4.20$5.004500
0220$3.80$4.2029.84%$75.00—$5.40$6.503520
0305$2.90$3.2029.58%$77.50—$6.80$8.201400
1181$2.20$2.5029.83%$80.00—$8.50$10.201113
30230$1.25$1.9028.38%$82.50—$11.00$11.901460
6016,645$1.15$1.4029.57%$85.00—$12.10$14.101590
1218$0.85$1.1030.04%$87.50—$14.20$16.302920
2467$0.70$0.8530.85%$90.00—$16.50$18.60670
—————$92.50—$18.80$20.70530
—————$95.00—$21.10$23.50510
—————$97.50—$23.50$25.902150
—————$100.00—$25.80$28.30300
—————$105.00—$30.70$33.20500
—————$110.00—$35.80$38.9060
—————$120.00—$47.00$48.00130

Forward $73.11. The 25-delta put carries +3.78 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 28.93%±14.81skew +3.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$55.0035.39%$0.70$1.15420
—————$60.0033.74%$1.45$1.90412
—————$65.0032.90%$2.80$3.10252
12$8.50$10.20—$67.5032.00%$3.30$4.10220
01$7.10$8.80—$70.0031.72%$4.30$5.102420
03$5.90$7.50—$72.5031.68%$5.50$6.30786
08$4.80$5.3028.89%$75.00—$6.80$7.70320
053$3.90$4.4029.10%$77.50—$7.90$9.50570
03,103$3.10$3.6029.08%$80.00—$9.70$11.00460
047$2.45$2.9529.17%$82.50—$11.00$13.20160
0199$1.90$2.4029.19%$85.00—$13.30$15.201280
629$1.40$1.9529.03%$87.50—$15.00$17.20120
0105$1.20$1.6029.69%$90.00—$17.10$19.30240
06$0.90$1.3029.71%$92.50—$19.30$21.50310
—————$95.00—$21.50$24.0020
—————$97.50—$23.80$26.20190
—————$100.00—$26.30$28.6030

Forward $73.32. The 25-delta put carries +3.72 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 30.18%±16.46skew +1.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$60.0031.97%$1.55$2.2050
—————$65.0030.84%$2.75$3.6030
01$8.80$10.70—$67.50—————
—————$70.0029.70%$4.60$5.40140
—————$72.5029.95%$5.80$6.8030
010$5.10$5.7030.20%$75.00—$7.30$8.2070
02$4.10$4.8029.99%$77.50—$8.20$10.10531
01$3.40$4.0030.12%$80.00—————
035$2.70$3.3029.91%$82.50—————
02$1.95$2.7029.24%$85.00—————
03$1.35$1.8529.93%$90.00—————
03$0.90$1.3030.55%$95.00—————

Forward $72.59. The 25-delta put carries +1.60 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 29.34%±18.40skew +1.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$55.0034.08%$1.25$1.8530
01$14.80$16.60—$60.0032.58%$2.15$2.85330
05$11.10$13.00—$65.0031.73%$3.50$4.40310
01$9.50$11.40—$67.5031.54%$4.40$5.40230
034$8.10$10.00—$70.0031.03%$5.40$6.40550
01$6.90$8.80—$72.5031.27%$6.60$7.80620
013$6.00$6.7029.43%$75.00—$8.00$9.001650
090$5.00$5.7029.16%$77.50—$9.30$10.60580
017$4.10$4.9029.02%$80.00—$10.30$12.6040
01$3.40$4.2029.07%$82.50—$12.00$14.3020
013$2.95$3.6029.47%$85.00—$13.80$16.1020
012$2.25$3.1029.12%$87.50—————
040$2.15$2.5529.76%$90.00—$17.80$20.00150
07$1.25$1.9029.41%$95.00—$22.00$24.5060
—————$105.00—$31.20$33.7030

Forward $73.17. The 25-delta put carries +1.96 volatility points over the 25-delta call.

2027-09-17(360 days)ATM 29.29%±21.26skew +1.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$55.0033.12%$1.85$2.4016
01$15.00$17.40—$60.00—————
02$11.60$13.90—$65.00—————
—————$67.5031.25%$5.30$6.5010
010$7.60$9.90—$72.5030.79%$7.60$8.8010
0152$6.70$7.8029.07%$75.00—$9.00$10.204,5220
052$6.10$6.8029.52%$77.50—————
030$5.10$6.0029.24%$80.00—————
35446$4.60$5.0029.16%$82.50—————
0285$3.80$4.6029.34%$85.00—————
02$3.00$3.6030.04%$90.00—$18.60$21.1010
05$1.95$2.7529.49%$95.00—————
01$1.50$2.1530.01%$100.00—————

Forward $73.07. The 25-delta put carries +1.76 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.