Options Skew Analytics

CNC 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 51.23%±4.97skew +1.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$24.15$26.35—$45.00—————
20$16.15$17.90—$53.00—————
01$10.15$12.40—$59.00—————
01$9.25$11.45—$60.00—————
01$8.25$10.45—$61.00—————
116$5.55$7.35—$64.00—————
01$4.70$6.85—$65.00—————
582$3.95$4.95—$66.0054.97%$0.53$0.7588104
0243$3.80$4.15—$67.0053.26%$0.70$0.9923720
3831$3.05$3.40—$68.0052.68%$0.99$1.301840
12136$2.43$2.77—$69.0051.93%$1.35$1.67525
144730$1.87$2.14—$70.0051.16%$1.80$2.107235
128236$1.39$1.7651.69%$71.00—$2.32$2.6112576
7138$1.01$1.3751.39%$72.00—$2.86$3.25220
—————$73.00—$3.55$3.95620
7839$0.54$0.8052.11%$74.00—$4.25$5.20176
—————$75.00—$4.10$6.1510
—————$76.00—$5.05$7.45155
—————$79.00—$7.80$10.2510
—————$81.00—$9.75$12.05320
—————$88.00—$16.70$20.0020

Forward $70.06. The 25-delta put carries +1.15 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 46.82%±6.43skew +2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1472$9.50$11.35—$60.00—————
1479$7.30$8.75—$62.50—————
02$6.90$8.60—$63.00—————
0232$5.30$6.85—$65.00—————
060$4.60$5.45—$66.0048.67%$0.90$1.15187
247$4.25$4.70—$67.0054.60%$1.22$2.01407
01,583$3.60$4.45—$67.5048.01%$1.40$1.546851
294$3.50$4.05—$68.0048.37%$1.61$1.74385
1131$2.96$3.40—$69.0046.70%$1.83$2.1899
1421,556$2.36$2.87—$70.0046.56%$2.32$2.6323352
3127$2.00$2.3847.18%$71.00—$2.80$3.15490
32117$1.47$2.0046.14%$72.00—$3.40$4.3093
3374$1.34$1.7846.17%$72.50—$3.70$4.051520
5340$1.21$1.6246.53%$73.00—$4.00$5.00735
—————$75.00—$5.50$6.75245
—————$76.00—$5.40$7.6030
—————$77.00—$6.20$8.4510
1326$0.25$0.3947.14%$79.00—————
—————$80.00—$8.95$11.0080
—————$81.00—$10.40$12.15100
—————$82.50—$11.30$13.85—0

Forward $70.14. The 25-delta put carries +2.13 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 43.37%±7.31skew +1.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$33.65$36.70—$35.00—————
01$14.20$17.00—$55.00—————
01$7.55$10.35—$62.00—————
12$6.75$7.30—$64.0046.25%$0.63$1.03210
01$5.60$7.25—$65.0047.88%$0.93$1.37350
05$4.70$5.85—$66.0044.72%$1.04$1.4950
01$4.50$6.05—$67.0048.52%$1.39$2.24170
4109$3.85$4.50—$68.0045.40%$1.88$2.13100
134$3.30$3.90—$69.0045.65%$2.32$2.58250
2217$2.80$3.30—$70.0043.68%$2.55$3.05570
2232$2.24$2.8843.31%$71.00—$3.10$3.55230
0126$1.91$2.4443.71%$72.00—$3.70$5.65550
116$1.56$2.0543.57%$73.00—————
1340$1.00$1.4343.44%$75.00—————
130$0.74$1.2043.11%$76.00—$5.60$7.9510
—————$77.00—$6.35$8.6540

Forward $70.25. The 25-delta put carries +1.61 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 40.18%±7.87skew +6.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$16.10$18.95—$53.00—————
—————$63.0047.79%$0.79$1.0841
—————$65.0047.16%$1.16$1.6253
—————$66.0048.73%$1.53$2.0620
041$4.60$5.70—$67.0046.08%$1.72$2.2020
01$3.40$4.40—$69.0046.82%$2.60$3.05250
016$3.10$4.85—$70.0046.85%$3.15$3.45400
028$2.63$3.3540.37%$71.00—$3.50$5.50100
014$2.08$2.8839.40%$72.00—————
04$1.36$2.1439.33%$74.00—————
111$1.22$1.8240.26%$75.00—————
014$0.81$1.3240.66%$77.00—$6.55$8.95150
—————$78.00—$7.40$9.70240
—————$80.00—$9.10$11.6080

Forward $70.68. The 25-delta put carries +6.50 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 42.35%±10.12skew +3.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
052$36.50$39.00—$32.50—————
0100$33.85$36.55—$35.00—————
0181$31.65$34.10—$37.50—————
1117$29.25$31.55—$40.00—————
080$26.65$29.10—$42.50—————
0142$24.25$26.55—$45.00—————
0108$21.60$24.10—$47.50—————
0383$19.45$21.65—$50.00—————
037$16.85$19.25—$52.50—————
0233$14.75$16.90—$55.00—————
086$12.45$14.65—$57.5047.60%$0.41$0.611,40322
0312$10.30$12.45—$60.0045.66%$0.61$0.9512,28323
2106$8.40$9.45—$62.5045.94%$1.18$1.441,67729
0331$6.65$7.55—$65.0045.11%$1.81$2.1153365
3189$4.95$5.80—$67.5044.22%$2.63$2.99503346
222779$4.15$4.50—$70.0043.48%$3.70$4.1012123
2821,175$2.80$3.2541.30%$72.50—$5.00$5.501415
3291,394$1.95$2.4341.57%$75.00—$6.65$7.10510
771,082$1.32$1.6841.14%$77.50—$7.50$8.9050
383,198$0.94$1.1941.81%$80.00—$9.50$11.55300
6—$0.61$0.8742.27%$82.50—$11.65$13.80—0

Forward $70.43. The 25-delta put carries +3.97 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 40.83%±12.62skew +4.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
61,588$31.75$34.15—$37.50—————
14,497$29.35$31.75—$40.00—————
62,466$26.85$29.30—$42.50—————
01,067$24.50$26.85—$45.00—————
0854$22.15$24.45—$47.50—————
04,807$19.95$22.15—$50.00—————
02,733$17.50$19.85—$52.50—————
03,169$15.00$17.55—$55.0045.37%$0.46$0.761,3461
12,454$13.00$14.90—$57.5045.08%$0.82$1.108894
16,066$11.15$13.35—$60.0045.04%$1.34$1.587712
101,671$9.20$11.45—$62.5044.16%$1.89$2.1993015
672,921$7.70$8.50—$65.0043.35%$2.59$2.9764394
01,496$6.05$7.05—$67.5042.83%$3.50$3.9559741
291,734$5.20$5.60—$70.0041.86%$4.55$5.059108
161,895$3.80$4.4540.44%$72.50—$5.90$6.404794
5093,921$2.88$3.3539.65%$75.00—$7.40$7.951720
492,144$2.33$2.5640.28%$77.50—$8.45$9.70670
853,147$1.71$1.9540.09%$80.00—$10.00$12.25680
1372$1.27$1.5040.32%$82.50—————
36429$0.87$1.2640.86%$85.00—————
—————$100.00—$28.65$31.1020

Forward $70.60. The 25-delta put carries +4.07 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 43.12%±18.42skew +2.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01,008$29.90$32.35—$40.00—————
014$27.60$30.00—$42.50—————
096$25.25$27.65—$45.00—————
012$23.00$25.40—$47.5047.71%$0.49$0.751020
0228$20.85$23.05—$50.00—————
0121$18.70$21.05—$52.50—————
086$16.65$18.95—$55.0045.32%$1.25$1.9845920
028$14.75$17.05—$57.5043.80%$1.58$2.502060
0304$12.90$15.15—$60.0044.64%$2.54$3.156531
0100$11.50$12.50—$62.5043.80%$3.25$3.903680
3557$10.20$11.30—$65.0043.62%$4.15$4.901814
0226$8.50$9.25—$67.5042.59%$4.95$6.001960
4335$7.05$8.00—$70.0042.91%$6.30$7.2512413
6195$6.10$6.8042.93%$72.50—$7.25$8.601992
575797$5.60$5.7043.84%$75.00—$9.10$10.05420
02$4.35$4.9042.69%$77.50—$10.80$11.80180
1773$3.60$4.2042.67%$80.00—$12.15$13.4090
1—$3.00$3.5542.66%$82.50—$14.55$15.20—0
8220$2.39$2.9242.05%$85.00—$15.45$17.5580
082$1.64$2.1442.58%$90.00—$19.55$21.7510
1368$1.01$1.4541.95%$95.00—————

Forward $70.76. The 25-delta put carries +2.59 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 43.18%±24.19skew -1.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$28.50$31.00—$42.50—————
026$26.40$28.95—$45.0048.63%$0.95$1.27140
013$24.20$26.30—$47.5046.46%$1.13$1.50203
032$22.25$24.80—$50.0045.28%$1.33$1.973190
01$20.30$22.85—$52.5045.50%$1.84$2.592770
035$18.50$21.00—$55.0043.88%$2.11$3.152240
057$16.75$18.90—$57.5044.11%$2.98$3.807691
089$15.10$17.25—$60.0043.08%$3.50$4.609880
152$13.65$14.55—$62.5043.58%$4.50$5.653710
0131$12.10$14.45—$65.0042.30%$5.25$6.503850
0204$10.70$11.90—$67.5042.80%$6.55$7.705900
16201$9.60$10.90—$70.0040.98%$7.05$8.952320
1497$8.40$9.5042.92%$72.50—$9.15$10.401270
1235$7.45$8.2042.22%$75.00—$9.85$11.801,0740
014$6.65$8.7545.71%$77.50—$12.25$13.40140
01,385$5.85$7.0043.51%$80.00—$13.95$15.101010
0—$5.05$7.1545.37%$82.50—$15.60$16.90—0
2274$4.50$5.7043.70%$85.00—$17.65$18.751610
15113$3.40$3.9541.98%$90.00—$20.65$22.7580
049$2.55$4.0044.53%$95.00—————
038$1.71$2.8542.70%$100.00—————

Forward $71.65. The 25-delta put carries -1.45 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.