Options Skew Analytics

COR option chain

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

Data as of 6 November 2026 (end of day)

2026-12-18(42 days)ATM 29.26%±33.52skew +2.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$199.70$204.40—$135.00—————
014$179.80$184.40—$155.00—————
01$125.10$129.70—$210.00—————
04$115.40$119.70—$220.00—————
01$105.20$109.80—$230.00—————
02$85.50$90.00—$250.00—————
017$75.70$80.00—$260.00—————
0133$66.00$70.20—$270.00—————
04$56.60$60.00—$280.00—————
03$47.30$50.50—$290.0034.75%$1.35$2.051274
214$38.90$42.00—$300.0032.82%$2.10$3.103230
01,000$31.70$32.90—$310.0031.73%$3.50$4.901,6760
132$23.10$25.30—$320.0031.44%$6.40$7.30390
047$16.30$18.80—$330.0030.45%$9.50$10.90210
345$11.30$13.1029.19%$340.00—$13.90$15.1090
039$6.90$8.8028.24%$350.00—————
031$4.90$5.8029.14%$360.00—————
017$2.40$3.7028.20%$370.00—————
3448$1.45$2.2528.50%$380.00—————

Forward $337.69. The 25-delta put carries +2.31 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 29.89%±61.45skew +3.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$118.00$122.00—$220.00—————
02$108.50$112.60—$230.00—————
05$99.00$103.10—$240.00—————
01$89.70$93.90—$250.00—————
02$80.70$84.90—$260.00—————
01$72.00$76.10—$270.00—————
02$63.50$67.50—$280.0034.19%$4.50$7.00170
—————$290.0033.16%$5.80$9.00400
09$47.60$51.70—$300.0032.68%$8.10$11.4050
05$40.20$44.40—$310.0031.97%$10.70$14.20730
031$33.50$37.30—$320.0031.25%$13.90$17.40100
08$27.70$31.80—$330.0030.51%$17.60$21.2020
012$22.50$26.20—$340.00—————
02$17.80$22.1029.76%$350.00—————
08$13.90$18.1029.42%$360.00—$33.50$37.5030
030$11.10$14.0028.97%$370.00—————
012$8.20$11.7028.94%$380.00—————
013$6.20$9.5028.97%$390.00—————
020$4.70$7.5028.92%$400.00—————
—————$420.00—$82.20$86.3050
—————$430.00—$91.70$96.0010

Forward $340.51. The 25-delta put carries +3.71 volatility points over the 25-delta call.

2027-05-21(196 days)ATM 29.71%±74.57skew +3.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$148.50$152.70—$190.00—————
02$139.00$143.00—$200.00—————
05$76.30$79.20—$270.00—————
—————$300.0032.04%$11.60$14.6050
01$46.70$49.70—$310.0031.44%$14.80$17.30150
01$40.00$43.00—$320.0030.91%$18.00$21.00140
01$34.10$37.40—$330.00—————
05$24.20$27.5029.74%$350.00—————
02$16.60$19.5029.11%$370.00—————
03$13.50$16.4028.90%$380.00—————
10$8.90$10.6028.18%$400.00—————
08$5.40$8.0028.47%$420.00—————
—————$440.00—$102.10$105.9010
—————$520.00—$181.70$185.30—0

Forward $342.50. The 25-delta put carries +3.86 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.