Options Skew Analytics

CROX 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 41.77%±12.48skew +1.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$81.10$84.40—$70.00—————
01$66.10$69.50—$85.00—————
09$61.30$64.50—$90.00—————
02$56.20$59.50—$95.00—————
05$51.20$54.50—$100.00—————
02$45.90$49.40—$105.00—————
059$41.30$44.90—$110.00—————
092$36.10$39.20—$115.00—————
2182$31.30$34.30—$120.00—————
2685$26.50$29.30—$125.00—————
2214$21.50$24.50—$130.00—————
892$17.20$19.80—$135.00—————
1554$13.20$15.30—$140.0045.11%$0.90$1.353168
6271$9.70$10.40—$145.0044.17%$1.90$2.504318
1348$6.30$7.00—$150.0041.85%$3.40$4.1044145
35264$3.70$4.1041.76%$155.00—$5.80$6.8032571
22341$2.10$2.4542.25%$160.00—$8.90$10.001,0149
2184$1.05$1.4042.41%$165.00—$11.90$14.60420
43244$0.55$0.7042.74%$170.00—$16.50$19.1062
—————$175.00—$21.20$24.4021
21588$0.05$0.1039.49%$180.00—————

Forward $152.60. The 25-delta put carries +1.92 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 41.07%±21.33skew +1.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$53.80$57.40—$97.50—————
0127$51.40$55.00—$100.00—————
0120$46.80$49.80—$105.00—————
1863$41.90$44.90—$110.00—————
053$37.40$40.00—$115.00—————
0106$32.50$35.30—$120.00—————
1195$28.00$30.80—$125.00—————
130243$23.50$26.20—$130.0044.01%$1.30$1.60696
166239$19.20$22.00—$135.0042.11%$1.65$2.601,1413
22,443$16.30$17.10—$140.0042.35%$3.10$3.702542
0134$12.70$14.20—$145.0041.18%$4.40$5.30351
1166$9.70$10.80—$150.0040.68%$6.30$7.40373
388$7.10$8.1041.08%$155.00—$8.70$10.30341
3120$5.10$6.0040.60%$160.00—$11.80$13.30531
193$3.60$5.0042.13%$165.00—$15.30$16.50225
643$2.60$3.1040.64%$170.00—$18.90$20.4071
0151$1.65$2.5041.35%$175.00—————
282$1.20$1.6541.36%$180.00—$26.70$29.4010
1487$0.85$1.0541.24%$185.00—————
12$0.50$0.7541.20%$190.00—————
—————$195.00—$41.10$43.7011

Forward $153.09. The 25-delta put carries +1.71 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 40.66%±27.39skew +0.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
056$54.70$57.70—$97.50—————
0474$52.50$55.20—$100.00—————
0152$47.80$50.40—$105.00—————
18210$42.60$45.10—$110.00—————
0126$38.10$40.90—$115.00—————
1311$33.80$36.30—$120.0044.63%$1.05$1.502867
0593$28.90$31.90—$125.0042.85%$1.55$1.951331
0195$25.10$27.10—$130.0042.49%$2.30$2.90272
0169$21.20$23.90—$135.0041.51%$3.20$4.00553
0231$17.70$20.30—$140.0040.89%$4.50$5.40600
1252$14.50$16.40—$145.0040.57%$6.20$7.20770
2472$11.80$14.30—$150.0040.22%$8.30$9.30380
0143$9.40$11.1040.56%$155.00—$10.80$12.10452
112272$7.50$9.1040.91%$160.00—$12.50$14.90150
11264$5.70$6.7039.40%$165.00—$15.80$18.4080
0125$4.40$5.7040.43%$170.00—————
160$3.40$4.5040.63%$175.00—————
079$2.50$3.7041.00%$180.00—————
0136$1.90$2.7540.78%$185.00—————
7119$1.45$2.2041.28%$190.00—————
452$1.10$1.6541.31%$195.00—————

Forward $153.79. The 25-delta put carries +0.25 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 46.24%±43.30skew +2.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
038$54.40$57.20—$100.0051.52%$1.10$1.60800
15$49.80$52.70—$105.0050.29%$1.50$2.0543
020$45.80$48.30—$110.0049.56%$2.05$2.70162
037$41.40$44.20—$115.0048.36%$2.65$3.40200
137$37.60$40.20—$120.0047.85%$3.50$4.401430
0114$33.60$36.40—$125.0046.70%$4.30$5.501130
195$30.10$32.80—$130.0046.97%$5.90$6.90211
020$26.80$29.50—$135.0046.24%$7.20$8.50712
067$23.70$26.30—$140.0045.95%$8.80$10.50440
018$20.80$23.50—$145.0045.70%$11.00$12.40110
534$19.00$20.00—$150.0045.08%$13.00$14.70381
012$15.90$17.40—$155.0045.20%$15.60$17.40220
026$13.70$16.2046.26%$160.00—$18.40$20.20140
074$11.90$14.1046.05%$165.00—$20.80$23.5010
110$10.20$12.1045.55%$170.00—$24.10$26.7050
031$8.60$10.6045.35%$175.00—————
015$7.10$9.7045.66%$180.00—————
011$5.90$8.2045.05%$185.00—$35.20$38.0010
0150$5.30$6.2044.06%$190.00—————
051$4.40$5.3043.88%$195.00—————
164$3.40$5.1044.38%$200.00—————

Forward $155.15. The 25-delta put carries +2.18 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.