Options Skew Analytics

CF 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 45.03%±7.47skew -0.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$18.90$21.20—$100.00—————
02$17.40$19.70—$101.00—————
01$15.40$18.50—$103.00—————
01$13.50$16.60—$105.00—————
02$12.50$15.50—$106.00—————
03$11.70$14.40—$107.00—————
04$7.00$9.40—$112.0043.88%$0.40$0.551037
03$6.10$8.30—$113.00—————
04$5.90$7.50—$114.0043.81%$0.70$0.95223
05$5.00$6.70—$115.0043.09%$0.90$1.151,04631
04$5.10$5.70—$116.0043.00%$1.15$1.45630
0140$4.10$5.10—$117.0042.09%$1.30$1.8536
180$3.80$4.40—$118.0043.57%$1.85$2.2573
010$3.20$3.80—$119.0041.82%$2.10$2.651230
3131$2.45$3.3044.94%$120.00—$2.75$3.40826
4243$2.25$2.9047.22%$121.00—$3.30$3.8020
2215$1.85$2.1544.52%$122.00—$3.30$4.4012
5533$1.40$2.0545.70%$123.00—$4.50$5.2032
1940$1.20$1.5544.90%$124.00—————
2310$0.85$1.2543.64%$125.00—$5.20$6.5010
04$0.75$1.2046.44%$126.00—————

Forward $119.80. The 25-delta put carries -0.55 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 42.80%±10.03skew -0.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
044$9.00$11.40—$110.0043.95%$0.70$1.002,3224
—————$111.0044.96%$0.85$1.35183
—————$112.0044.62%$1.15$1.4511
06$6.70$8.90—$113.0042.51%$1.15$1.6580
01$6.70$8.20—$114.0045.10%$1.50$2.2520
0389$6.50$7.20—$115.0044.21%$1.95$2.3045611
013$5.40$6.60—$116.0043.27%$2.15$2.65551
028$5.20$6.10—$117.0045.07%$2.70$3.20635
2012$4.50$5.40—$118.0043.88%$2.85$3.70622
011$4.10$4.90—$119.0045.55%$3.60$4.204026
291,147$3.50$4.2042.78%$120.00—$3.50$4.802957
420$3.10$3.8043.32%$121.00—$4.60$5.203710
21812$2.50$3.5042.92%$122.00—$4.60$5.9050
13531$2.40$2.9543.48%$123.00—$5.90$6.60113
1216$2.00$2.5542.79%$124.00—————
29462$1.75$2.2543.15%$125.00—$6.60$8.001272
1515$1.40$2.1043.44%$126.00—$8.00$8.8010
2320$1.20$1.7042.69%$127.00—————
511$1.10$1.4042.87%$128.00—————
142$0.75$1.2541.90%$129.00—————
10495$0.65$1.0041.62%$130.00—$10.40$13.001710

Forward $119.70. The 25-delta put carries -0.18 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 41.08%±11.80skew +3.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$110.0041.23%$1.00$1.45112
—————$111.0043.66%$1.35$1.9570
02$7.80$9.90—$112.00—————
—————$114.0044.13%$2.15$3.0030
01$6.40$7.60—$115.0042.39%$2.20$3.30140
01$6.40$7.40—$116.0041.18%$2.60$3.4070
01$5.70$6.80—$117.0043.83%$3.20$4.20220
01$4.90$6.10—$118.0042.07%$3.30$4.6060
014$4.70$5.50—$119.0044.46%$4.20$5.2080
3023$4.20$5.0041.29%$120.00—$4.20$5.5040
04$3.80$4.4040.89%$121.00—$4.90$6.40120
09$3.30$4.1041.08%$122.00—$5.80$6.7060
01$2.75$3.8040.75%$123.00—$5.90$7.2030
02$2.70$3.3041.51%$124.00—$7.00$8.1010
22$2.40$2.9041.31%$125.00—$7.80$8.4020
06$2.05$2.7541.79%$126.00—$8.00$10.3010
03$1.80$2.3541.28%$127.00—$9.20$10.1010
4118$1.45$2.3041.78%$128.00—$9.20$10.6010
84$1.20$1.8040.09%$129.00—————
014$1.20$1.6041.22%$130.00—————
03$0.60$0.9042.31%$135.00—————

Forward $119.75. The 25-delta put carries +3.57 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 42.39%±14.04skew -1.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$23.50$26.80—$95.00—————
05$18.60$21.30—$100.00—————
02$17.70$20.40—$101.00—————
01$11.40$13.90—$108.00—————
—————$109.0041.46%$1.30$1.8010
064$10.20$12.40—$110.0041.58%$1.50$2.1050
—————$111.0041.20%$1.65$2.40180
01$9.00$10.70—$112.0041.07%$1.90$2.7030
—————$114.0041.01%$2.40$3.5010
02$6.30$7.70—$117.00—————
—————$118.0041.31%$3.90$5.4010
5164$4.90$5.9042.50%$120.00—————
105$4.10$4.7041.52%$122.00—————
10$3.30$4.0041.60%$124.00—————
23$3.00$4.3044.32%$125.00—$8.30$9.8001
10$2.15$2.7541.75%$128.00—————
55$1.90$2.5041.73%$129.00—————
21$1.65$2.4542.45%$130.00—————
03$1.00$1.6542.60%$134.00—————
307$0.95$1.4042.54%$135.00—————

Forward $119.58. The 25-delta put carries -1.26 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 39.85%±14.80skew +0.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$105.0044.31%$1.05$1.6511
06$11.10$13.80—$109.0042.58%$1.75$2.3520
—————$112.0041.86%$2.35$3.3040
—————$114.0042.51%$2.90$4.3001
—————$115.0041.88%$3.10$4.7001
01$6.40$8.10—$117.00—————
—————$118.0042.55%$4.50$6.1020
022$6.10$7.10—$119.0041.61%$5.40$5.9010
022$5.00$6.7039.80%$120.00—————
01$4.60$6.2039.86%$121.00—$6.00$7.5010
01$4.80$5.5041.10%$122.00—————
01$3.60$4.8040.01%$124.00—————
01$3.60$4.4041.11%$125.00—————
01$1.65$2.1541.23%$133.00—————
300$0.80$1.1041.83%$140.00—————

Forward $119.95. The 25-delta put carries +0.63 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 41.27%±16.77skew +0.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$40.50$44.50—$77.50—————
05$38.40$41.50—$80.00—————
01$35.90$39.10—$82.50—————
02$33.50$36.70—$85.00—————
016$30.90$34.30—$87.50—————
098$28.60$30.80—$90.00—————
07$26.20$28.60—$92.50—————
09$23.80$26.20—$95.00—————
014$21.50$23.90—$97.50—————
054$19.20$21.70—$100.0043.41%$0.70$1.002641
054$15.30$17.20—$105.0042.79%$1.40$1.809022
0194$12.30$13.20—$110.0041.25%$2.50$2.8012228
4126$9.00$9.90—$115.0040.88%$4.10$4.602800
566230$6.30$6.8041.21%$120.00—$6.50$7.006716
109274$4.20$4.9041.46%$125.00—$9.40$10.00951
6544$2.80$3.2041.22%$130.00—$12.90$14.70250
9847$1.75$2.1041.19%$135.00—$16.30$18.80140
1187$1.10$1.4041.75%$140.00—$20.90$23.10120
5238$0.70$0.8541.94%$145.00—$25.00$27.70160
—————$150.00—$29.70$32.3050
—————$155.00—$34.60$37.3030

Forward $119.80. The 25-delta put carries +0.06 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 40.56%±21.39skew +0.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
075$38.80$41.30—$80.00—————
012$36.30$38.90—$82.50—————
0162$34.00$36.20—$85.00—————
0148$31.50$34.50—$87.50—————
0419$29.20$32.20—$90.00—————
080$26.90$29.30—$92.50—————
070$24.60$27.40—$95.0043.41%$0.80$1.25994
029$22.40$24.80—$97.5044.18%$1.10$1.801132
0601$20.30$22.60—$100.0042.14%$1.45$1.856703
1114$16.10$18.70—$105.0041.41%$2.40$2.853,576377
7643$13.70$14.90—$110.0040.57%$3.70$4.207773
1432$10.60$11.50—$115.0040.27%$5.50$6.10345279
2269$8.20$9.10—$120.0040.60%$7.90$8.603304
2561$6.10$6.9040.44%$125.00—$10.50$11.4023082
54,645$4.40$4.9039.62%$130.00—$13.70$16.10670
0897$3.20$3.7040.19%$135.00—$17.30$19.90960
332,355$2.25$2.7040.30%$140.00—$21.20$23.701300
0300$1.55$1.8540.03%$145.00—$25.70$28.20320
633,047$1.10$1.5541.46%$150.00—$30.20$32.1060
2396$0.75$1.1541.82%$155.00—————
195$0.45$0.6039.93%$160.00—$39.70$42.3060

Forward $120.40. The 25-delta put carries +0.26 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 42.19%±27.20skew -1.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$34.50$37.00—$85.00—————
026$25.50$28.10—$95.0044.70%$1.70$2.65330
—————$100.0041.78%$2.60$3.009210
—————$105.0041.23%$3.80$4.3010
01$14.70$16.90—$110.0040.94%$5.40$6.0090
020$12.00$13.80—$115.0040.55%$7.40$8.00152
0203$10.40$11.40—$120.0042.62%$9.80$11.60650
18$8.30$9.0041.97%$125.00—$12.70$13.50470
221$6.50$7.2041.77%$130.00—$15.70$16.70520
462$5.20$5.6041.75%$135.00—$19.50$21.60350
0114$4.00$4.5041.88%$140.00—$22.90$25.0010
053$2.90$4.1042.90%$145.00—$26.70$29.4010
040$2.20$3.1042.51%$150.00—————
020$1.70$2.4042.58%$155.00—————
015$1.30$1.7542.25%$160.00—————

Forward $120.20. The 25-delta put carries -1.68 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.