Options Skew Analytics

CROX option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 42.40%±13.57skew +2.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$38.90$40.70—$85.00—————
015$33.20$35.80—$90.00—————
04$28.20$30.80—$95.00—————
026$23.20$26.00—$100.0049.25%$0.20$0.2520220
01$18.50$20.90—$105.00—————
074$14.60$16.70—$110.0043.28%$0.65$1.0020725
0195$10.60$12.30—$115.0044.58%$1.75$2.0540611
16104$7.70$8.60—$120.0043.77%$3.10$3.702974
9147$4.90$5.7042.39%$125.00—$5.10$5.90565209
15200$3.00$3.7042.82%$130.00—$7.90$10.206152
5167$1.70$2.2042.56%$135.00—————
18369$0.90$1.2542.48%$140.00—————
221$0.55$0.8044.51%$145.00—————

Forward $124.80. The 25-delta put carries +2.02 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 53.69%±26.95skew +1.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$34.80$36.90—$90.00—————
02$30.40$32.40—$95.00—————
04$26.10$28.00—$100.0055.71%$1.80$2.40547
—————$105.0053.84%$2.70$3.2034
06$18.60$20.30—$110.0054.21%$4.20$4.603210
01$14.80$17.50—$115.0054.67%$5.70$6.802428
019$12.20$14.40—$120.0053.32%$7.50$8.8064
132$9.80$11.4053.73%$125.00—$10.20$11.30171
1120$8.00$9.0053.63%$130.00—$12.80$14.1040
016$6.00$7.4053.34%$135.00—$15.70$18.3020
28$4.50$5.8052.70%$140.00—————
512$3.90$4.3053.35%$145.00—————
121$2.65$3.5052.76%$150.00—————
11$2.00$2.8053.19%$155.00—————
13$1.70$2.2554.52%$160.00—————

Forward $124.85. The 25-delta put carries +1.45 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 49.68%±30.44skew +2.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$41.80$44.80—$82.50—————
066$40.10$42.20—$85.00—————
014$37.80$39.90—$87.5053.11%$0.75$1.25253
03$35.60$37.70—$90.0053.31%$1.15$1.45751
01$33.40$35.40—$92.5052.44%$1.40$1.70300
019$30.70$33.70—$95.0051.25%$1.55$2.05830
011$29.20$31.20—$97.5050.39%$1.75$2.50230
0134$27.10$29.00—$100.0052.75%$2.60$3.30662
0120$23.30$25.10—$105.0051.50%$3.70$4.301452
065$19.80$21.60—$110.0050.75%$5.10$5.701412
050$16.60$18.40—$115.0049.79%$6.70$7.40870
0114$13.70$15.60—$120.0049.87%$8.90$9.60775
094$11.90$13.00—$125.0050.62%$11.30$12.60750
0261$9.50$10.7049.63%$130.00—$13.80$15.40250
0226$7.90$8.8049.87%$135.00—$17.00$19.20120
42,376$6.30$7.1049.37%$140.00—$20.50$22.3010
0175$4.60$5.9048.59%$145.00—$24.10$26.60100
1112$3.80$4.6048.59%$150.00—$27.60$29.9040
040$2.85$4.0049.07%$155.00—————
072$2.45$3.2049.73%$160.00—$35.80$39.1010
030$1.75$2.7049.63%$165.00—$40.30$43.6010

Forward $125.50. The 25-delta put carries +2.16 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 47.87%±33.73skew +0.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
048$42.80$45.30—$82.50—————
0116$40.10$43.10—$85.00—————
0100$37.90$41.10—$87.50—————
0143$35.70$39.40—$90.00—————
013$34.10$36.80—$92.50—————
097$31.70$34.50—$95.0049.93%$1.95$3.102830
056$29.50$32.40—$97.5047.77%$2.30$3.10220
0514$28.20$30.00—$100.0048.64%$3.10$3.701290
0155$24.70$26.30—$105.0049.17%$4.40$5.3029910
0246$20.40$23.10—$110.0048.70%$5.90$6.901290
0137$18.00$19.90—$115.0048.90%$7.70$9.102410
4331$15.10$17.10—$120.0048.10%$9.80$11.102001
4584$12.50$14.70—$125.0048.27%$12.30$13.801150
0177$10.70$12.1047.88%$130.00—$14.90$16.50120
0163$8.80$10.1047.41%$135.00—$17.50$20.00500
4223$7.50$8.5047.86%$140.00—$21.10$23.30170
3247$5.90$7.2047.45%$145.00—$25.00$27.5090
0449$4.60$6.1047.18%$150.00—$28.70$30.8060
0137$4.30$5.0048.32%$155.00—$32.90$34.60153
0227$3.10$4.3047.68%$160.00—$37.00$39.1060
0103$3.00$4.3050.90%$165.00—————

Forward $125.56. The 25-delta put carries +0.39 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 49.15%±43.50skew +1.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
026$43.00$45.20—$85.0053.57%$2.30$3.20290
02$40.90$43.20—$87.5053.05%$2.60$3.7020
06$38.70$41.30—$90.0051.64%$2.75$4.10100
014$36.80$39.30—$92.5052.42%$3.30$5.0010
02$34.30$37.20—$95.0052.47%$4.10$5.501040
07$33.10$35.20—$97.5050.73%$4.40$5.8020
038$31.30$33.20—$100.0051.42%$5.50$6.50627
05$27.90$30.20—$105.0050.43%$6.50$8.3020
015$24.80$27.10—$110.0050.30%$8.50$10.00150
038$21.30$23.90—$115.0050.04%$10.50$12.10160
040$19.20$21.20—$120.0050.14%$12.80$14.601270
030$16.70$19.20—$125.0049.99%$15.30$17.2060
091$14.40$17.0049.49%$130.00—$18.20$19.90110
013$12.80$14.6049.11%$135.00—$21.20$23.0020
085$11.10$12.8048.88%$140.00—————
015$9.50$11.3048.70%$145.00—————
016$8.20$10.0048.75%$150.00—————
08$7.00$8.8048.64%$155.00—————
08$6.00$7.8048.72%$160.00—————
022$5.20$6.9048.90%$165.00—————
04$4.40$6.4049.42%$170.00—————

Forward $126.74. The 25-delta put carries +1.01 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 49.58%±54.38skew +0.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$49.70$52.00—$80.0053.71%$3.00$4.10110
02$45.30$48.10—$85.00—————
—————$90.0051.86%$5.00$6.1030
07$37.70$40.80—$95.0051.05%$6.10$7.5020
01$34.40$37.60—$100.0051.01%$7.70$9.20540
01$31.80$34.20—$105.0050.36%$9.40$10.80190
03$28.90$31.30—$110.0050.19%$11.20$13.00190
01$26.10$28.40—$115.0050.17%$13.40$15.30240
013$23.10$25.70—$120.0050.03%$15.70$17.80300
05$20.80$23.40—$125.0049.33%$17.80$20.40180
012$19.00$21.4049.90%$130.00—$21.10$23.20240
011$17.10$19.3049.57%$135.00—$24.10$26.40250
032$15.50$17.5049.58%$140.00—$26.80$29.5010
011$13.60$16.0049.24%$145.00—————
032$12.30$15.0049.87%$150.00—————
018$10.90$13.2049.12%$155.00—————
033$9.80$12.1049.29%$160.00—$41.50$43.8010
026$8.80$11.4049.83%$165.00—————
06$7.80$9.9049.08%$170.00—————
023$7.00$9.6049.94%$175.00—————
028$6.30$8.3049.37%$180.00—————

Forward $127.99. The 25-delta put carries +0.99 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.