Options Skew Analytics

DELL 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 97.60%±44.81skew +10.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
200$32.60$33.00—$307.50104.19%$8.70$8.9036109
3730$30.90$31.20—$310.00103.60%$9.45$9.65161285
470$29.15$29.50—$312.50102.89%$10.20$10.4540242
3522$27.50$27.85—$315.00102.35%$11.05$11.3089265
1704$25.90$26.20—$317.50101.52%$11.90$12.1576303
5342$24.30$24.65—$320.00100.99%$12.85$13.10186288
7077$22.80$23.15—$322.50100.45%$13.90$14.0526248
20913$21.35$21.65—$325.0099.75%$14.85$15.151,121655
13436$19.95$20.20—$327.5099.32%$15.95$16.3046185
24367$18.60$18.85—$330.0098.60%$17.10$17.401631,194
18464$17.40$17.5598.12%$332.50—$18.30$18.6561403
267144$16.10$16.3597.48%$335.00—$19.60$19.8578385
113400$14.90$15.1596.81%$337.50—$20.90$21.2557217
33454$13.80$14.0596.39%$340.00—$22.30$22.60104364
1408$12.80$12.9595.94%$342.50—$23.70$24.0542218
14882$11.80$12.0095.62%$345.00—$25.20$25.5059187
864$10.85$11.0595.14%$347.50—$26.75$27.1063108
511324$9.90$10.1094.35%$350.00—$28.35$28.75213233
6479$9.10$9.3594.28%$352.50—$30.05$30.401381
16936$8.30$8.5593.77%$355.00—$31.75$32.1026136
6178$7.55$7.8093.27%$357.50—$33.50$33.901139

Forward $331.50. The 25-delta put carries +10.92 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 94.05%±61.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
124$38.60$38.95—$307.5099.40%$14.35$14.603916
5108$36.95$37.35—$310.0098.74%$15.20$15.40730299
52$35.40$35.70—$312.5098.46%$16.10$16.4012868
241$33.80$34.20—$315.0098.02%$17.05$17.353740
199$32.35$32.65—$317.5097.63%$18.05$18.3527384
63133$30.80$31.20—$320.0097.09%$19.05$19.35600269
3518$29.35$29.65—$322.5096.59%$20.10$20.406029
45107$27.95$28.35—$325.0096.25%$21.20$21.55186182
19115$26.60$26.95—$327.5095.65%$22.30$22.65152118
142126$25.30$25.60—$330.0095.48%$23.60$23.85780273
9447$24.05$24.3594.87%$332.50—$24.70$25.1053208
4243$22.80$23.1594.49%$335.00—$26.00$26.35110150
15126$21.60$21.9594.04%$337.50—$27.25$27.654421
230118$20.45$20.8093.64%$340.00—$28.65$29.002,834156
2716$19.35$19.7093.28%$342.50—$30.05$30.401327
27669$18.30$18.6092.86%$345.00—$31.45$31.75410486
189$17.25$17.6092.49%$347.50—$32.95$33.352510
2251,434$16.25$16.6092.06%$350.00—$34.45$34.901,498101
2128$15.35$15.6591.78%$352.50—$36.00$36.35662
1621$14.45$14.7591.45%$355.00—$37.60$38.004028
822$13.60$13.8591.07%$357.50—$39.25$39.65151

Forward $331.80. Not enough surviving quotes on both wings to measure the skew here.

2026-11-27(21 days)ATM 101.92%±81.25skew +12.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$280.00111.58%$12.25$13.353725
—————$290.00110.74%$15.35$16.408914
19$50.00$51.85—$300.00107.75%$18.25$19.3524432
40$46.35$49.65—$305.00107.11%$19.95$21.3572
22$44.25$46.30—$310.00108.05%$22.30$23.8518217
591$40.45$43.55—$315.00106.53%$24.30$25.5033
119$38.15$39.70—$320.00105.49%$26.05$27.90936
2326$35.40$38.05—$325.00104.98%$28.75$29.904811
2420$33.00$34.45—$330.00103.21%$30.50$32.3012557
3018$30.20$32.05102.09%$335.00—$33.10$35.303714
51$27.95$29.55101.31%$340.00—$36.35$38.101235
63$25.65$28.65102.60%$345.00—$38.30$41.00411
2010$23.70$25.35100.30%$350.00—$41.20$43.409628
306$22.10$23.40100.33%$355.00—$44.20$46.60543
332$20.05$21.8099.85%$360.00—$47.50$50.25982
521$18.20$20.6099.99%$365.00—$50.70$53.15272
251$16.70$18.4098.73%$370.00—$54.10$56.80832
3259$15.55$16.7098.54%$375.00—$57.65$60.25560
6230$14.05$15.3598.01%$380.00—$61.05$63.852123
1241$12.95$13.9597.77%$385.00—$64.90$67.75860
5242$11.85$12.8597.76%$390.00—$68.75$71.75624

Forward $332.33. The 25-delta put carries +12.98 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 96.37%±88.89skew +11.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$280.00105.94%$14.35$16.0529
01$58.95$61.85—$290.00103.97%$17.10$19.10685
06$52.35$55.45—$300.00103.13%$21.10$22.3511613
—————$305.00102.80%$23.10$24.35120
01$46.40$49.45—$310.00102.08%$25.00$26.404915
—————$315.00101.21%$27.00$28.4561
20$40.85$43.45—$320.00101.04%$29.35$30.852718
1617$39.00$41.25—$325.00100.37%$31.70$33.1021110
5138$36.25$38.70—$330.00100.02%$34.00$35.85194
3229$34.10$36.2098.50%$335.00—$35.95$38.3028113
1414$31.20$33.4096.52%$340.00—$39.00$41.156825
50$29.05$31.4096.38%$345.00—$41.60$43.751710
1186$27.40$29.1096.22%$350.00—$44.10$46.95152
24$24.80$26.6094.21%$355.00—$47.20$49.90131
1106$23.60$24.7094.66%$360.00—$50.45$52.70463
5654$21.90$23.5595.20%$365.00—$54.05$56.40260
8191$19.90$21.5593.87%$370.00—$56.90$59.30205
3342$18.40$19.8093.32%$375.00—$60.50$63.25120
613$17.05$18.4093.23%$380.00—$63.90$66.605998
422$15.65$17.5093.56%$385.00—$67.55$70.35145
76$14.30$15.8092.51%$390.00—$71.25$74.45222

Forward $333.02. The 25-delta put carries +11.46 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 93.67%±96.37skew +9.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$75.10$78.05—$270.00101.66%$13.05$15.5020
01$67.75$71.00—$280.00100.09%$16.00$18.10780
01$61.55$64.30—$290.0099.05%$19.55$21.15283
—————$300.0097.45%$22.80$24.857718
015$52.10$54.95—$305.0096.44%$24.65$26.60208
01$49.20$52.15—$310.0096.91%$27.45$28.7021
1210$43.45$46.00—$320.0095.84%$31.85$33.20273
717$41.10$44.00—$325.0095.50%$34.15$35.80102
1210$38.60$40.65—$330.0094.79%$36.55$38.20141
413$36.50$39.1095.70%$335.00—$39.35$41.15270
72$33.95$36.1594.10%$340.00—$41.20$43.75260
31$31.80$34.1093.85%$345.00—$43.95$46.60210
215$29.40$32.2093.25%$350.00—$46.80$49.35247
40$28.10$29.8593.21%$355.00—$49.65$52.45230
1515$26.00$28.4093.08%$360.00—$52.90$55.802915
33$24.20$26.6092.66%$365.00—$56.15$58.65130
48$22.60$24.4091.77%$370.00—$59.70$61.70151
01$20.80$23.3091.79%$375.00—$62.70$65.652011
25$19.35$21.4091.03%$380.00—$66.85$69.15180
15$18.10$20.0090.97%$385.00—$69.75$72.7061
437$16.80$18.6090.63%$390.00—$73.50$76.6080

Forward $332.26. The 25-delta put carries +9.46 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 90.58%±102.26skew +10.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1284$107.20$111.65—$230.00102.85%$6.85$7.3093026
01,050$99.25$103.30—$240.00101.53%$8.50$9.101,14873
0146$91.35$95.30—$250.00100.30%$10.55$11.101,316143
0665$83.85$87.95—$260.0099.25%$12.90$13.5052067
2139$77.20$80.05—$270.0097.98%$15.50$16.15533119
2223$70.60$73.10—$280.0097.06%$18.65$19.15845129
166$63.65$66.40—$290.0095.99%$22.00$22.554,62677
4298$58.40$59.10—$300.0095.03%$25.75$26.353,992284
10389$52.60$53.30—$310.0094.03%$29.85$30.5056157
18249$47.10$47.85—$320.0093.10%$34.35$35.051,319189
79622$41.95$42.80—$330.0092.13%$39.20$39.95595114
571,137$37.40$38.1091.35%$340.00—$44.55$45.25825110
59552$33.10$33.8090.49%$350.00—$50.20$51.252,06555
504428$29.15$29.9089.68%$360.00—$56.25$57.05584125
56209$25.65$26.3088.95%$370.00—$62.65$63.5089929
76571$22.45$23.1088.28%$380.00—$69.40$70.301,02835
17426$19.50$20.2587.59%$390.00—$76.50$77.751,747104
161597$17.00$17.5586.92%$400.00—$83.95$84.951,62526
28237$14.70$15.4586.59%$410.00—$91.20$93.7546124
61535$12.85$13.3586.21%$420.00—$98.75$101.656958
89362$11.05$11.5585.69%$430.00—$107.75$109.4082944

Forward $332.81. The 25-delta put carries +10.85 volatility points over the 25-delta call.

2026-12-24(48 days)ATM 88.71%±107.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$71.15$75.15—$280.0094.78%$18.85$21.80—77
0—$67.95$71.90—$285.0094.62%$20.50$23.80—86
0—$64.70$68.70—$290.0093.13%$21.85$25.20—43
10$58.85$62.45—$300.0092.67%$25.90$29.2046
—————$305.0091.98%$27.65$31.352111
05$52.85$56.70—$310.0091.61%$29.90$33.45115
—————$315.0091.26%$32.00$35.9030
21$47.70$51.10—$320.0090.27%$34.20$37.85312
216$45.15$48.65—$325.0090.13%$36.60$40.5560
38$42.80$46.15—$330.0089.80%$39.20$43.05822
20$40.50$43.6089.81%$335.00—$42.35$45.5033
32$38.40$41.4089.67%$340.00—$44.60$48.35412
32$36.10$39.2089.15%$345.00—$47.50$51.0530
46$34.00$37.1088.76%$350.00—$50.50$54.25033
01$32.05$35.1088.46%$355.00—————
112$30.15$33.2088.15%$360.00—$56.70$60.30416
100$26.50$29.8587.65%$370.00—————
12$24.75$28.0087.04%$375.00—$66.40$70.0513
05$23.20$26.4586.80%$380.00—————
—————$385.00—$73.30$76.9510
40$20.40$23.5586.41%$390.00—$76.85$80.5530

Forward $333.11. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(70 days)ATM 82.49%±120.54skew +8.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0283$111.50$115.60—$230.0091.13%$10.00$10.5032457
01,363$104.80$108.00—$240.0090.20%$12.10$12.7076348
2978$96.80$99.65—$250.0089.34%$14.35$15.354,826110
21688$90.10$92.25—$260.0087.95%$17.00$17.751,51744
1103$82.70$85.80—$270.0087.50%$20.00$21.1551784
0741$76.70$79.20—$280.0087.04%$23.55$24.655078
0284$70.10$73.05—$290.0085.76%$27.25$27.8536825
81,310$64.25$67.15—$300.0085.31%$31.00$32.451,53354
0420$58.65$61.55—$310.0083.96%$34.85$36.6531432
13300$53.80$56.40—$320.0083.89%$40.00$41.5565926
35398$48.90$50.60—$330.0083.75%$45.25$46.95559231
14319$44.30$45.9082.96%$340.00—$50.35$52.4553915
722,261$39.85$42.3582.77%$350.00—$55.55$57.901,99115
17123$36.05$38.3582.25%$360.00—$62.25$64.0085723
34267$32.15$34.6581.40%$370.00—$67.75$70.506831
41388$29.45$30.7580.95%$380.00—$74.35$77.1581610
55663$26.30$27.9580.61%$390.00—$81.40$84.4082022
56627$23.05$24.8579.45%$400.00—$88.60$91.003,80344
16206$20.55$22.5079.23%$410.00—$96.10$98.5019617
20271$18.50$19.5078.39%$420.00—$103.90$106.907104
17401$16.70$17.4078.27%$430.00—$111.75$114.8071614

Forward $333.68. The 25-delta put carries +8.77 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.