Options Skew Analytics

CRH option chain

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

Data as of 22 September 2026 (end of day)

2026-10-02(10 days)ATM 35.22%±5.13skew +2.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1212$22.10$23.70—$65.00—————
1212$17.10$18.80—$70.00—————
01$11.80$13.90—$75.00—————
07$8.90$11.40—$78.00—————
—————$82.0039.85%$0.30$0.50560
—————$83.0038.64%$0.45$0.60132
—————$84.0038.34%$0.60$0.8513
—————$85.0036.93%$0.80$1.05251
093$2.90$3.70—$86.0036.44%$1.10$1.35350
106$2.50$2.75—$87.0035.19%$1.45$1.6553
212$1.95$2.20—$88.0035.31%$1.90$2.1521
018$1.50$1.6534.50%$89.00—$2.40$2.8510
127109$1.10$1.3034.52%$90.00—$2.90$4.0030
62$0.80$1.0034.63%$91.00—$3.20$4.80320
99$0.60$0.7034.45%$92.00—————
01$0.40$0.5534.75%$93.00—$4.20$6.5020
—————$96.00—$6.30$9.4010

Forward $88.05. The 25-delta put carries +2.48 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 34.29%±7.75skew +2.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.80$14.70—$75.00—————
—————$82.0037.65%$0.90$1.2502
—————$82.5036.55%$1.00$1.25200
—————$83.0037.15%$1.10$1.5010
08$4.80$7.10—$84.00—————
066$4.30$5.50—$85.0035.37%$1.65$1.953990
100$4.10$4.50—$86.00—————
—————$87.0034.59%$2.35$2.75140
098$3.30$3.80—$87.5034.76%$2.60$3.002180
10$3.00$3.30—$88.0034.22%$2.80$3.2092
11$2.55$2.8534.37%$89.00—$3.30$3.8010
0370$2.10$2.4033.96%$90.00—$3.90$4.302050
023$1.40$1.7534.04%$92.00—————
0146$1.25$1.7034.58%$92.50—$4.60$6.70390
10$0.90$1.2534.19%$94.00—————
1,776253$0.75$0.9533.82%$95.00—$7.10$8.204400
—————$97.50—$8.50$10.90400
—————$100.00—$11.30$13.4090

Forward $88.15. The 25-delta put carries +2.95 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 36.28%±15.69skew +3.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$18.30$20.50—$70.0042.06%$0.80$1.201660
—————$75.0040.23%$1.45$2.05590
08$10.30$12.70—$80.0039.22%$2.60$3.40501
012$8.70$11.10—$82.5038.27%$3.30$4.20351
031$7.70$9.60—$85.0037.74%$4.30$5.103270
066$6.30$7.30—$87.5036.93%$5.30$6.201280
091$5.10$6.0036.27%$90.00—$6.60$7.406082
061$4.00$4.8035.30%$92.50—$8.10$9.60920
170322$3.10$4.0035.23%$95.00—$9.70$10.905640
131$2.45$3.1034.76%$97.50—$10.40$12.80210
5178$2.00$2.6535.68%$100.00—$12.50$14.801720
2264$1.20$1.6535.52%$105.00—$16.70$19.00310
—————$110.00—$20.90$23.80490
—————$120.00—$30.00$34.10510

Forward $88.56. The 25-delta put carries +3.54 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 35.77%±17.83skew +4.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$36.80$40.30—$50.00—————
01$32.10$35.10—$55.00—————
0243$27.80$30.30—$60.00—————
0214$23.20$25.70—$65.00—————
0483$18.70$21.20—$70.0040.60%$1.15$1.55261
0384$14.90$17.20—$75.0039.81%$2.00$2.65960
023$13.00$14.70—$77.5039.47%$2.55$3.40960
0268$11.40$13.00—$80.0038.28%$3.20$4.001280
015$9.80$12.10—$82.5037.80%$4.00$4.901690
016$8.80$9.90—$85.0037.17%$5.00$5.802510
041$7.40$8.10—$87.5036.41%$6.00$6.902801
0100$6.10$6.9035.83%$90.00—$7.40$8.303341,000
123$5.10$5.8035.60%$92.50—$8.80$9.701,1300
692$4.10$4.9035.22%$95.00—$10.40$11.802100
10146$3.40$4.1035.26%$97.50—$11.10$13.408720
0413$2.70$3.3034.68%$100.00—$13.00$15.303640
3354$1.70$2.2534.52%$105.00—$17.10$19.503210
0373$1.05$1.5034.45%$110.00—$21.40$23.902290
—————$115.00—$26.10$28.602940
6636$0.50$0.7536.12%$120.00—$30.20$34.10790
—————$125.00—$35.20$39.2060

Forward $88.82. The 25-delta put carries +4.95 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 36.19%±22.57skew +4.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$28.30$31.20—$60.00—————
08$20.00$22.80—$70.0040.50%$1.90$2.801290
02$16.30$18.50—$75.0039.66%$3.10$4.00870
02$13.00$15.60—$80.0038.53%$4.60$5.504810
02$10.50$12.50—$85.0037.72%$6.50$7.50130
0105$8.10$9.2036.87%$90.00—$8.70$10.00520
04$7.00$7.9036.12%$92.50—$10.30$11.30150
23$6.00$6.9035.78%$95.00—$11.80$13.50130
034$5.10$5.9035.24%$97.50—————
710$4.40$5.2035.36%$100.00—$14.10$16.50150
017$3.10$4.1035.43%$105.00—$18.00$20.5010
491$2.25$2.9535.10%$110.00—————
6179$1.60$2.2035.13%$115.00—————
—————$120.00—$30.50$34.4010

Forward $89.29. The 25-delta put carries +4.56 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.