Options Skew Analytics

CLX 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 30.68%±6.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$25.10$27.90—$60.00—————
07$15.30$19.10—$70.00—————
017$11.80$12.80—$75.0034.24%$0.10$0.15623108
18153$7.50$7.90—$80.0032.11%$0.50$0.552,181175
1532,040$3.80$4.10—$85.0031.04%$1.70$1.852,849208
5731,180$1.50$1.6530.50%$90.00—$4.30$4.702,30641
3042,192$0.50$0.6532.15%$95.00—$8.30$8.701,10918
881,969$0.15$0.2533.98%$100.00—$12.60$13.6044216
—————$105.00—$16.10$20.10280
—————$115.00—$26.40$30.0070

Forward $87.18. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(59 days)ATM 36.14%±12.52skew -1.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$25.20$29.10—$60.00—————
617$16.80$18.20—$70.0037.11%$0.35$0.503333
21$12.10$13.20—$75.0036.21%$0.95$1.15301438
926$8.40$9.10—$80.0034.70%$2.00$2.30398248
59313$5.30$5.80—$85.0036.15%$4.20$4.5011645
941,118$3.30$3.5036.09%$90.00—$6.70$7.302634
91273$1.85$2.0536.00%$95.00—$10.10$11.00220
68148$1.05$1.1536.48%$100.00—$14.20$15.30206
1457$0.55$0.6536.92%$105.00—————
72$0.05$0.1037.46%$120.00—————

Forward $86.21. The 25-delta put carries -1.30 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 33.90%±16.53skew -0.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$25.90$29.10—$60.00—————
05$21.50$23.20—$65.0035.02%$0.35$0.554824
265$17.40$19.00—$70.0035.15%$0.95$1.1560459
045$13.10$14.70—$75.0034.22%$1.90$2.001,63221
27227$10.10$10.70—$80.0033.76%$3.30$3.502,76025
158505$7.20$7.50—$85.0033.66%$5.40$5.601,34659
220639$5.10$5.3033.97%$90.00—$7.50$8.401,52811
54782$3.30$3.6033.47%$95.00—$11.10$11.901,3812
46977$2.25$2.4033.86%$100.00—$14.80$16.101,59614
291,246$1.50$1.6534.47%$105.00—$19.40$21.108941
18935$1.00$1.1034.93%$110.00—$24.00$25.003590
14875$0.60$0.7034.79%$115.00—$28.10$30.501620
231,604$0.40$0.5536.03%$120.00—$33.00$34.901210
—————$125.00—$38.40$40.10870
—————$130.00—$41.90$45.803120
—————$135.00—$46.90$50.703200
—————$140.00—$51.80$55.801160
—————$145.00—$56.80$60.801100
—————$155.00—$66.80$70.8050
—————$160.00—$71.80$75.6010
—————$170.00—$81.80$85.6010

Forward $86.87. The 25-delta put carries -0.10 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 34.00%±20.53skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
028$21.70$23.70—$65.0034.56%$0.85$1.20716
03$17.70$19.40—$70.0034.93%$1.85$2.1042817
013$14.10$15.10—$75.0034.83%$3.20$3.4016312
1461$11.30$11.90—$80.0034.28%$4.80$5.2039328
16409$8.60$8.90—$85.0034.29%$7.10$7.5060518
280490$6.40$6.7033.96%$90.00—$8.30$10.307883
35289$4.80$5.0034.12%$95.00—$12.70$13.503649
64315$3.40$3.7033.93%$100.00—$16.10$17.705180
21146$2.50$2.6534.01%$105.00—$20.20$22.10350
13391$1.80$1.9034.10%$110.00—$24.70$25.80390
043$1.05$1.4533.66%$115.00—$28.90$30.9070
—————$120.00—$33.20$35.70150
573$0.60$0.9535.66%$125.00—$37.80$40.5010
—————$135.00—$47.80$50.1010

Forward $86.48. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 34.24%±22.30skew -1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
33$30.30$34.10—$55.00—————
05$26.50$28.40—$60.00—————
—————$65.0035.19%$1.20$1.50291
01$17.80$19.50—$70.0034.62%$2.05$2.50699
618$15.00$16.00—$75.0032.55%$2.65$3.9013638
5449$11.80$12.60—$80.0034.19%$5.20$5.7013312
2997$9.20$9.80—$85.0034.53%$7.70$8.0037313
1870$7.10$7.5034.22%$90.00—$9.30$10.801980
71327$5.40$5.7034.10%$95.00—$12.70$14.903000
16137$4.10$4.3034.15%$100.00—$16.50$18.30152
2045$3.00$3.3034.21%$105.00—$20.00$22.50220
16119$2.25$2.4534.31%$110.00—$23.60$27.3060
1933$1.65$1.8534.45%$115.00—————
29$1.05$1.4034.04%$120.00—$32.60$36.4020
26$0.85$1.0534.63%$125.00—$37.30$41.1030

Forward $86.69. The 25-delta put carries -1.66 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.