Options Skew Analytics

DECK option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 41.98%±5.06skew +4.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.90$16.60—$72.00—————
01$12.90$15.60—$73.00—————
01$12.10$14.60—$74.00—————
01$8.40$9.90—$78.00—————
01$7.50$8.90—$79.00—————
283$6.60$7.80—$80.00—————
286$5.60$6.90—$81.00—————
613$4.90$5.80—$82.0044.78%$0.40$0.557911
214$4.10$4.80—$83.0046.05%$0.60$0.854514
119$3.80$4.00—$84.0043.68%$0.80$1.00282
9118$2.95$3.30—$85.0043.67%$1.15$1.30719
20151$2.45$2.70—$86.0043.17%$1.50$1.70107
3234$1.95$2.15—$87.00—$1.95$2.15420
1351$1.35$1.7041.09%$88.00—$2.20$2.70190
19444$0.95$1.3040.45%$89.00—$3.10$3.30110
1786$0.65$0.9039.13%$90.00—$3.70$4.00130
—————$91.00—$4.00$5.3020
2111$0.35$0.5541.47%$92.00—$4.90$6.2018
—————$93.00—$5.80$7.0008
1341$0.20$0.3043.23%$94.00—$6.70$7.90832
2142$0.10$0.1540.33%$95.00—$7.60$8.9012

Forward $87.00. The 25-delta put carries +4.55 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 41.74%±7.12skew +4.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0127$11.50$13.80—$75.00—————
01$10.50$12.80—$76.00—————
04$9.50$11.20—$77.00—————
—————$78.0049.12%$0.45$0.554111
—————$79.0047.09%$0.45$0.70250
0311$7.00$8.40—$80.0047.11%$0.65$0.858968
07$6.10$8.20—$81.0045.30%$0.80$0.9573
26$5.60$6.30—$82.0045.45%$0.95$1.30250
08$5.00$5.50—$83.0043.47%$1.15$1.4520
017$4.30$4.90—$84.0043.02%$1.50$1.70120
5459$3.70$4.20—$85.0045.31%$1.95$2.301,7282
122$3.10$3.60—$86.0042.51%$2.25$2.5010
133$2.65$3.10—$87.0041.99%$2.65$3.0020
662$2.20$2.5541.37%$88.00—$3.30$3.501090
520$1.90$2.1542.17%$89.00—————
15653$1.45$1.7541.03%$90.00—$4.50$4.803151
04$1.15$1.4541.03%$91.00—————
335$0.90$1.2041.10%$92.00—————
10134$0.75$0.9541.37%$93.00—————
02$0.55$0.8041.43%$94.00—————
8339$0.40$0.6040.70%$95.00—$8.00$9.20740

Forward $87.05. The 25-delta put carries +4.34 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 40.45%±8.45skew +1.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.50$14.10—$75.00—————
02$9.70$12.10—$77.00—————
01$8.80$11.20—$78.00—————
01$8.00$10.30—$79.0043.69%$0.70$0.95130
07$7.10$9.50—$80.00—————
04$6.30$8.80—$81.0043.31%$1.00$1.50110
013$6.00$6.90—$82.0040.28%$1.15$1.50180
05$5.40$5.90—$83.0042.65%$1.45$2.1520
02$4.60$5.30—$84.0040.24%$1.80$2.1590
016$4.10$5.00—$85.0042.18%$2.30$2.7530
31,041$3.60$4.10—$86.0039.77%$2.60$2.9510
09$3.00$3.70—$87.00—————
54$2.80$3.1040.58%$88.00—————
116$2.35$2.6039.84%$89.00—$4.20$4.5010
024$2.00$2.3540.69%$90.00—$4.90$5.2060
01,056$1.65$1.8539.42%$91.00—————
3130$1.35$1.5539.19%$92.00—————
1235$1.05$1.3038.74%$93.00—————
05$0.85$1.1038.87%$94.00—————
3110$0.75$0.9039.36%$95.00—$7.60$9.6010
07$0.60$0.7539.40%$96.00—————

Forward $87.08. The 25-delta put carries +1.54 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 40.25%±9.70skew +2.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$14.80$18.00—$71.00—————
017$13.80$17.10—$72.00—————
15$7.60$10.20—$80.00—————
07$6.70$8.90—$81.0041.63%$1.40$1.7553
03$6.40$7.10—$82.0040.02%$1.50$2.0040
03$5.80$6.70—$83.00—————
010$5.10$5.80—$84.00—————
10$4.70$5.20—$85.0040.27%$2.70$3.10140
04$3.50$4.3040.73%$87.00—————
1019$3.10$3.6039.75%$88.00—$4.00$4.7010
02$2.50$3.3039.38%$89.00—————
069$2.30$2.7539.39%$90.00—————
21$1.90$2.5539.81%$91.00—————
13$1.50$2.1538.68%$92.00—————
02$1.15$1.8537.94%$93.00—————
03$1.05$1.6538.98%$94.00—————
061$0.85$1.3038.01%$95.00—————
09$0.35$0.5538.61%$100.00—————

Forward $87.00. The 25-delta put carries +2.64 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 39.87%±10.75skew +1.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$14.00$17.30—$72.00—————
05$13.00$16.40—$73.00—————
—————$80.0041.77%$1.30$2.00140
—————$81.0040.15%$1.45$2.1570
05$6.90$7.60—$82.0040.77%$1.95$2.4040
062$4.90$5.90—$85.00—————
010$4.30$5.20—$86.00—————
08$3.90$4.90—$87.00—————
02$3.50$4.2039.81%$88.00—————
06$2.50$3.3038.47%$90.00—————
08$2.25$2.8538.47%$91.00—————
012$1.85$2.6038.39%$92.00—————
21$1.05$1.5038.61%$96.00—————

Forward $87.09. The 25-delta put carries +1.54 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 39.32%±11.62skew +2.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$34.90$39.00—$50.00—————
011$30.50$33.80—$55.00—————
123$26.30$28.80—$60.00—————
03$21.60$24.00—$65.00—————
066$17.00$19.20—$70.00—————
013$12.40$14.60—$75.0043.05%$0.80$1.051,13344
18524$8.60$9.40—$80.0040.77%$1.75$2.001,139292
16754$5.50$6.10—$85.0040.10%$3.40$3.9025330
13645$3.10$3.6038.81%$90.00—$5.90$6.4029018
14438$1.60$1.9538.18%$95.00—$8.80$9.904500
22311$0.80$1.1039.01%$100.00—$12.40$14.801660
—————$105.00—$16.80$19.4050
—————$110.00—$21.60$24.3010

Forward $87.16. The 25-delta put carries +2.60 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 38.41%±14.71skew +2.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
022$40.20$44.30—$45.00—————
011$35.80$39.00—$50.00—————
057$30.80$34.10—$55.00—————
091$26.80$29.20—$60.00—————
052$21.90$24.50—$65.00—————
090$17.40$19.80—$70.0043.42%$0.75$1.001,0450
0290$13.20$15.20—$75.0041.37%$1.50$1.701,22719
11,157$9.70$10.60—$80.0039.98%$2.70$2.951,0214
352,110$6.90$7.40—$85.0039.14%$4.50$4.9046552
368998$4.50$4.9038.21%$90.00—$7.00$7.404975
8733$2.80$3.1037.72%$95.00—$9.50$11.006360
36713$1.70$1.9537.89%$100.00—$12.90$15.002020
0261$0.95$1.3038.40%$105.00—$17.20$19.701370
1678$0.55$0.9039.50%$110.00—$21.80$24.30350
—————$115.00—$26.60$29.0040
—————$120.00—$32.60$33.8090

Forward $87.47. The 25-delta put carries +2.09 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 42.23%±22.50skew +3.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
056$36.80$39.70—$50.00—————
018$32.50$34.90—$55.00—————
026$28.10$30.30—$60.0048.34%$0.75$1.0515223
03$23.60$26.00—$65.0045.15%$1.00$1.651803
086$19.80$21.50—$70.0046.09%$2.25$2.601570
051$16.20$18.20—$75.0045.29%$3.60$3.803737
1178$12.90$14.50—$80.0044.70%$5.20$5.605853
1181$10.10$10.90—$85.0041.55%$6.30$7.703830
1715$7.70$8.5042.32%$90.00—$9.30$10.30570
0173$5.80$6.4041.66%$95.00—$11.70$14.10540
578$4.40$5.0042.10%$100.00—$15.10$17.60230
184$3.30$3.7041.94%$105.00—$18.80$21.50970
1155$2.05$2.9541.32%$110.00—$22.90$25.50160
099$1.35$2.2541.12%$115.00—$27.30$29.8010
5304$1.25$1.7042.62%$120.00—$31.80$34.40180

Forward $88.27. The 25-delta put carries +3.96 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.