Options Skew Analytics

CI option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 29.42%±7.34skew +0.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$9.40$11.10—$265.00—————
—————$267.5032.01%$0.55$0.85226
07$4.90$6.80—$270.0029.61%$0.95$1.15954
—————$272.5029.20%$1.65$1.903968
634$2.75$3.20—$275.0029.41%$2.75$3.00653
71174$1.75$2.0529.48%$277.50—$3.70$5.6091
22480$1.00$1.2029.08%$280.00—$5.30$7.60200
140$0.60$0.8531.01%$282.50—$6.80$9.8050
—————$285.00—$9.30$12.0030
—————$287.50—$11.40$14.7020
—————$290.00—$13.90$17.00100
—————$307.50—$31.40$34.5002
—————$310.00—$33.90$36.9002

Forward $275.10. The 25-delta put carries +0.53 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 29.96%±17.81skew +1.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$24.30$27.90—$250.00—————
03$19.80$23.50—$255.00—————
—————$260.0032.22%$1.65$2.60331
—————$262.5031.61%$2.10$3.1010
01$12.00$14.50—$265.0031.05%$2.55$3.801725
05$9.30$11.10—$270.0030.40%$4.00$5.50120
01$6.70$7.90—$275.0030.02%$6.20$7.6020
05$4.40$5.7029.80%$280.00—————
020$2.85$4.0030.02%$285.00—$10.90$15.00150
040$1.75$2.6029.84%$290.00—————
10$1.35$2.1530.06%$292.50—————

Forward $275.40. The 25-delta put carries +1.77 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 28.85%±20.37skew +1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$245.0031.92%$0.60$0.85101
03$25.30$28.10—$250.0031.81%$1.00$1.451,4853
—————$255.0031.00%$1.45$2.25144
036$16.60$19.70—$260.0029.93%$2.40$2.953,69755
—————$262.5030.40%$2.95$3.90500
—————$265.0029.25%$3.60$4.2010
—————$267.5029.86%$4.40$5.4010
083$10.40$11.90—$270.0028.85%$5.10$6.101,60950
22$7.60$9.00—$275.0028.75%$7.30$8.4001
1354$5.80$6.7029.38%$280.00—$9.90$11.101970
012$3.70$4.8028.48%$285.00—————
013$3.20$3.9028.55%$287.50—————
3187$2.75$3.2028.74%$290.00—$16.50$19.205150
01$2.00$2.8028.54%$292.50—————
01$1.30$2.1529.43%$297.50—————
44768$1.10$1.5028.81%$300.00—$24.20$27.50130
—————$310.00—$34.40$36.701,6250

Forward $275.45. The 25-delta put carries +1.66 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 28.70%±23.07skew +1.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$260.0029.74%$2.85$4.00133
—————$265.0029.67%$4.10$5.7080
—————$270.0029.22%$5.80$7.50310
018$8.80$10.40—$275.0028.90%$8.00$9.70410
—————$280.00—$10.30$13.2010
29$4.60$5.6027.60%$285.00—————
09$3.20$4.6028.48%$290.00—$16.20$20.1010
23$2.20$3.2028.18%$295.00—————
030$1.45$2.2528.11%$300.00—————

Forward $275.75. The 25-delta put carries +1.56 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 29.47%±26.25skew +1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$250.0032.04%$1.90$2.9510
—————$255.0031.89%$2.75$4.1040
—————$260.0030.85%$3.70$5.20140
01$16.10$18.50—$265.0030.18%$5.00$6.7060
01$13.00$15.30—$270.0029.31%$6.60$8.401157
02$10.00$12.00—$275.0029.57%$8.90$10.9041
09$7.70$9.5029.26%$280.00—————
01$5.60$7.5028.88%$285.00—$14.60$16.9031
14$4.00$5.9028.80%$290.00—————
18$3.00$4.5029.00%$295.00—————
016$2.10$3.5029.18%$300.00—————

Forward $276.10. The 25-delta put carries +1.85 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 32.38%±36.06skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$240.0034.92%$2.55$3.2035
—————$250.0033.74%$4.30$4.90338
—————$260.0033.01%$6.80$7.7059
03$16.80$18.60—$270.0032.61%$10.50$11.50783
828$12.40$13.4032.36%$280.00—$15.40$16.40296
814$8.50$9.3032.03%$290.00—————
128$5.30$6.1031.19%$300.00—————
11819$3.20$4.1031.11%$310.00—————
11$1.95$2.9031.72%$320.00—————

Forward $276.98. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 30.69%±41.45skew +3.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$134.50$138.40—$140.00—————
04$124.50$128.50—$150.00—————
01$119.60$123.50—$155.00—————
04$105.30$109.00—$170.00—————
02$99.90$103.70—$175.00—————
01$95.00$98.90—$180.00—————
0114$76.00$78.90—$200.00—————
110$66.60$69.00—$210.00—————
013$56.80$60.40—$220.00—————
013$47.90$51.40—$230.0034.97%$2.65$3.40370
012$39.30$42.40—$240.0033.28%$3.80$4.901062
04$31.60$34.20—$250.0033.03%$6.10$7.407550
030$24.40$27.20—$260.0032.46%$9.00$10.601260
6281$19.00$21.10—$270.0031.51%$12.80$14.204721
0195$14.10$15.6030.67%$280.00—$17.10$19.201380
3198$9.60$11.4029.78%$290.00—$23.20$25.00130
11337$7.10$8.1030.01%$300.00—$30.00$32.80740
0258$4.60$5.7029.61%$310.00—$37.50$40.50120
1314$3.00$3.9029.47%$320.00—$45.70$48.701480
2180$1.90$2.9029.87%$330.00—$54.50$58.00210
1172$1.25$2.0530.22%$340.00—$64.00$67.1010

Forward $276.67. The 25-delta put carries +3.42 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 30.60%±47.66skew +2.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$100.10$103.70—$175.00—————
010,679$95.40$98.60—$180.00—————
05$90.40$94.20—$185.00—————
03$85.70$88.70—$190.00—————
03$80.80$84.20—$195.00—————
078$76.20$79.10—$200.00—————
013$66.50$70.30—$210.00—————
016$57.50$61.20—$220.0033.74%$2.15$2.752290
0135$48.90$51.90—$230.0032.18%$2.95$4.003380
079$41.00$44.10—$240.0032.70%$5.00$6.406140
01,078$33.50$36.20—$250.0031.87%$7.30$8.802,3870
09,444$27.10$29.20—$260.0031.30%$10.60$11.801,0490
7256$21.40$23.40—$270.0030.88%$14.50$15.907300
12,952$17.00$18.3030.68%$280.00—$19.30$21.002650
1499$12.50$14.0030.01%$290.00—$24.80$27.00460
01,509$9.60$10.4029.98%$300.00—$31.50$33.901620
0571$6.70$7.7029.51%$310.00—$38.70$41.60760
3227$4.60$5.6029.20%$320.00—$46.80$49.30230
4321$3.60$4.2029.87%$330.00—$55.30$57.90110
1408$2.00$3.0029.01%$340.00—$64.60$67.401920
—————$350.00—$74.10$76.401280

Forward $277.47. The 25-delta put carries +2.36 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.