Options Skew Analytics

CRL option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 56.39%±37.49skew +4.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$137.40$141.20—$200.00—————
061$127.10$131.50—$210.00—————
02$117.40$121.20—$220.00—————
05$107.50$111.30—$230.00—————
01$97.50$101.00—$240.00—————
076$88.00$91.40—$250.00—————
026$78.40$81.50—$260.00—————
04$68.70$71.80—$270.00—————
0303$59.20$62.30—$280.00—————
1112$49.90$53.00—$290.00—————
1244$40.90$44.00—$300.0062.62%$2.40$4.002922
089$32.60$35.50—$310.0060.60%$4.20$5.6018718
0135$25.00$28.30—$320.0058.66%$6.40$8.20928
172$19.40$21.30—$330.0058.73%$9.80$12.305834
1107$13.80$15.7056.62%$340.00—$14.20$16.30552
18891$9.70$10.8055.47%$350.00—$19.60$21.70841
028$6.10$7.7054.87%$360.00—$26.40$28.60530
0363$3.40$5.5054.31%$370.00—$33.30$36.80660
0349$2.30$3.7055.36%$380.00—————
1671$1.40$2.3055.18%$390.00—$50.70$53.9010
—————$400.00—$60.10$63.3010

Forward $339.50. The 25-delta put carries +4.35 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 50.45%±58.25skew +4.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0107$118.30$122.50—$220.00—————
0738$108.70$112.50—$230.00—————
0129$99.30$103.00—$240.00—————
0111$90.10$93.50—$250.00—————
010$81.10$84.00—$260.00—————
018$72.30$74.80—$270.00—————
011$63.70$66.50—$280.0058.43%$3.90$6.50330
07$55.50$58.00—$290.0055.18%$5.60$7.10201
08$47.50$50.40—$300.0054.44%$7.90$9.3081
083$39.60$43.10—$310.0053.75%$10.80$12.00710
1123$33.60$36.40—$320.0052.73%$13.90$15.40730
177$27.50$30.50—$330.0052.04%$17.80$19.50141
03$22.00$25.00—$340.0050.91%$22.00$24.20101
053$17.50$20.1050.10%$350.00—$27.80$29.6040
163$13.50$16.1049.39%$360.00—$33.70$36.7030
04$10.50$12.9049.32%$370.00—$40.40$43.3021
0120$8.40$10.3049.79%$380.00—$47.70$50.6040
08$5.80$8.3049.14%$390.00—————
—————$400.00—$63.50$66.7010
053$2.65$3.5049.04%$420.00—————
210$1.75$2.9049.20%$430.00—————

Forward $340.40. The 25-delta put carries +4.61 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 52.85%±97.15skew +4.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
095$105.50$109.00—$240.00—————
019$97.40$100.80—$250.0057.61%$5.60$8.601080
0109$89.70$92.50—$260.0057.28%$7.60$10.50510
08$81.80$85.00—$270.0056.87%$10.50$12.1080
03$74.60$77.50—$280.0057.14%$13.00$15.50330
06$68.10$71.00—$290.0056.11%$16.00$17.801080
1124$60.90$63.80—$300.0055.46%$19.40$20.8061
15$55.00$57.40—$310.0055.32%$23.20$24.80320
04$48.90$51.70—$320.0054.42%$27.30$28.3010
08$44.50$46.20—$330.0054.21%$31.30$33.60463
030$39.20$41.20—$340.0053.99%$36.10$38.9050
14152$34.90$36.6053.76%$350.00—$41.40$44.50570
067$29.60$32.4052.60%$360.00—$47.20$49.50530
017$26.00$29.4052.93%$370.00—$52.60$56.20210
055$22.70$25.4052.28%$380.00—$60.00$62.40320
131$19.50$22.2051.79%$390.00—$67.00$69.101080
034$17.10$19.9052.09%$400.00—$73.90$77.20280
03$15.00$16.5051.35%$410.00—————
02$12.80$14.7051.35%$420.00—————
06$11.10$12.7051.22%$430.00—————
06$9.50$11.2051.23%$440.00—$106.50$109.6010

Forward $342.73. The 25-delta put carries +4.90 volatility points over the 25-delta call.

2027-05-21(196 days)ATM 52.81%±133.78skew +1.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$99.90$103.50—$260.00—————
02$93.40$96.30—$270.00—————
01$87.00$90.00—$280.0054.15%$21.00$24.0005
013$80.30$83.40—$290.00—————
01$74.30$77.40—$300.00—————
81$68.70$71.80—$310.0054.12%$33.60$36.00590
02$63.30$66.40—$320.0053.80%$38.00$40.50020
441$53.50$56.50—$340.0053.55%$47.90$50.9010
016$49.00$52.4053.42%$350.00—$53.40$56.4030
—————$360.00—$59.00$62.002010
027$41.00$44.2052.79%$370.00—$64.80$68.102160
02$37.50$41.2052.90%$380.00—$71.10$74.5060
0173$34.10$37.3052.35%$390.00—————
0267$31.10$34.7052.44%$400.00—$85.10$88.0010
022$28.50$31.9052.41%$410.00—$92.10$95.5010
05$26.00$29.4052.37%$420.00—————
01$24.00$27.0052.45%$430.00—————
—————$440.00—$115.00$118.3010
—————$450.00—$123.00$126.3010
02$18.30$20.8052.30%$460.00—————
15$17.10$19.2052.58%$470.00—————

Forward $345.70. The 25-delta put carries +1.56 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.