Options Skew Analytics

COR option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 30.48%±38.91skew +4.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$154.50$158.90—$160.00—————
01$149.50$154.00—$165.00—————
01$134.70$139.00—$180.00—————
02$124.70$128.90—$190.00—————
01$119.80$124.10—$195.00—————
02$105.20$109.20—$210.00—————
01$95.40$99.70—$220.00—————
01$85.60$89.80—$230.00—————
030$75.80$79.60—$240.00—————
07$66.20$70.20—$250.00—————
06$57.00$61.00—$260.00—————
01$48.20$51.60—$270.00—————
01$39.50$42.70—$280.0033.37%$2.95$4.50290
0137$31.30$34.30—$290.0032.53%$4.80$6.60310
011$24.40$26.70—$300.0032.46%$8.10$9.4011323
0238$18.30$20.30—$310.0031.10%$11.10$13.1014125
20391$13.40$15.1030.47%$320.00—$15.70$17.8010910
45190$9.10$10.5029.52%$330.00—$22.20$24.701413
024$6.20$7.3029.47%$340.00—$28.40$31.4030
1185$3.30$4.8028.20%$350.00—————

Forward $317.48. The 25-delta put carries +4.33 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 28.38%±50.81skew +3.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$189.70$193.80—$125.00—————
01$165.10$169.20—$150.00—————
012$160.20$164.40—$155.00—————
04$155.30$159.50—$160.00—————
01$116.20$120.40—$200.00—————
01$106.70$110.80—$210.00—————
02$69.40$72.20—$250.00—————
01$60.60$63.00—$260.0032.32%$2.90$3.80231134
01$51.50$54.80—$270.0030.90%$3.60$5.40180
011$43.50$47.40—$280.0030.11%$5.20$7.40410
012$36.00$39.90—$290.0029.37%$7.30$10.00330
011$29.10$32.80—$300.0028.69%$10.20$13.10140
069$23.30$26.50—$310.0028.23%$14.00$17.00140
050$18.40$20.7028.46%$320.00—$19.50$21.70380
1256$14.10$15.9027.90%$330.00—$25.00$27.80240
059$10.10$11.9027.05%$340.00—$31.60$34.00310
1169$6.90$8.8026.37%$350.00—$38.40$41.10140
0125$4.30$6.4025.61%$360.00—$46.60$49.2050
—————$370.00—$53.90$58.0060
—————$380.00—$63.10$67.0060

Forward $318.94. The 25-delta put carries +3.76 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 28.49%±63.80skew +4.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
043$146.60$150.80—$170.00—————
01$127.40$131.60—$190.00—————
01$122.50$126.40—$195.00—————
01$118.40$121.80—$200.00—————
02$90.30$93.50—$230.00—————
05$81.30$84.40—$240.00—————
01$72.50$75.90—$250.0032.08%$3.20$5.1060
03$64.00$67.10—$260.0031.43%$4.50$6.70470
01$56.00$58.80—$270.0030.84%$6.10$8.8030
02$48.50$51.40—$280.0030.29%$8.30$11.2090
—————$290.0029.83%$11.00$14.20360
012$35.00$38.20—$300.0029.51%$14.50$17.7040
05$29.20$32.40—$310.0029.15%$18.50$21.80680
028$24.10$26.70—$320.00—————
012$19.60$22.1028.36%$330.00—$28.10$31.8020
012$15.50$17.9027.80%$340.00—————
02$12.00$14.4027.34%$350.00—————
02$9.00$11.5026.88%$360.00—————
030$6.30$9.0026.20%$370.00—————
06$4.50$7.0025.85%$380.00—————
—————$430.00—$112.40$116.5010

Forward $320.71. The 25-delta put carries +4.09 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.