Options Skew Analytics

DG option chain

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

Data as of 22 September 2026 (end of day)

2026-10-02(10 days)ATM 33.89%±6.96skew +0.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$10.30$13.10—$113.00—————
03$9.15$12.15—$114.00—————
01$8.75$11.10—$115.00—————
01$8.00$9.65—$116.0034.68%$0.33$0.5062
01$7.10$8.80—$117.0035.31%$0.45$0.7385
04$6.25$7.95—$118.0034.12%$0.58$0.8482
06$5.40$7.10—$119.0033.98%$0.77$1.07811
138$4.60$5.90—$120.0033.77%$1.00$1.34206
20$4.05$5.70—$121.0034.28%$1.38$1.6680
01$3.15$4.90—$122.0034.28%$1.74$2.04140
310$2.90$4.50—$123.0034.41%$2.18$2.47100
820$2.55$3.00—$124.0033.84%$2.65$2.8754
1527$2.12$2.5834.28%$125.00—$3.20$3.65200
749$1.72$2.1734.28%$126.00—$2.97$4.35130
25$1.38$1.8234.38%$127.00—————
722$1.01$1.5133.86%$128.00—$4.25$5.90234
627$0.86$1.1233.61%$129.00—$4.95$6.60880
—————$130.00—$5.40$7.1090
03$0.48$0.7133.38%$131.00—$6.55$8.6510
220$0.39$0.6334.54%$132.00—————
—————$135.00—$9.80$11.9510

Forward $124.02. The 25-delta put carries +0.16 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 34.05%±9.08skew +1.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$113.0034.94%$0.39$0.6360
—————$115.0035.22%$0.72$0.94200
—————$116.0034.16%$0.81$1.095171
01$7.05$9.70—$117.0034.39%$1.10$1.2810
—————$118.0034.28%$1.31$1.57240
—————$119.0033.99%$1.60$1.825170
—————$120.0034.30%$1.94$2.21322
07$4.60$6.25—$121.0033.96%$2.30$2.5420
—————$122.0033.80%$2.71$2.9460
08$3.60$5.30—$123.0034.61%$3.15$3.60220
02$3.15$3.7034.05%$124.00—$3.65$4.0010
029$2.75$3.2534.24%$125.00—$4.15$4.8040
15$2.34$2.8033.98%$126.00—$4.55$5.10133
15$1.98$2.4834.19%$127.00—$5.45$5.9504
—————$128.00—$5.00$6.9080
22$1.28$1.8433.53%$129.00—$5.70$7.40360
329$1.15$1.4133.15%$130.00—$6.35$8.30140
11$0.95$1.1933.18%$131.00—————
09$0.78$1.0033.23%$132.00—————
08$0.64$0.8533.42%$133.00—————
—————$135.00—$10.75$12.5040

Forward $123.60. The 25-delta put carries +1.14 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 33.82%±10.72skew -0.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
031$13.65$15.95—$110.0034.06%$0.33$0.5241011
05$9.50$10.85—$115.0033.08%$1.00$1.202823
—————$117.0032.81%$1.33$1.7711
250$5.80$7.40—$120.0032.78%$2.23$2.7926510
010$3.70$5.35—$123.00—————
16$3.75$4.4533.84%$124.00—————
41,819$3.30$3.8533.24%$125.00—$4.70$5.151960
01$2.50$3.2033.78%$127.00—————
32$2.21$2.8133.82%$128.00—————
12292$1.61$1.9432.52%$130.00—$7.25$8.554510
01$1.40$1.9133.73%$131.00—————
71$1.19$1.6833.78%$132.00—————
9534$0.73$0.9633.01%$135.00—$10.85$12.95250
—————$140.00—$15.00$17.30110
—————$150.00—$24.40$28.2530

Forward $123.65. The 25-delta put carries -0.97 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 32.72%±11.83skew +0.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$22.75$25.80—$100.00—————
—————$116.0033.80%$1.49$1.9611
—————$117.0033.40%$1.72$2.1960
—————$118.0033.38%$2.00$2.5122
—————$119.0033.35%$2.31$2.8601
04$6.05$8.10—$120.0033.87%$2.64$3.4051
204$4.20$6.10—$123.0033.20%$3.85$4.6040
203$4.20$5.10—$124.00—————
06$3.90$4.6532.66%$125.00—$4.75$5.6050
039$3.45$4.2032.54%$126.00—————
03$3.05$3.7532.36%$127.00—$5.65$7.8510
—————$128.00—$5.45$8.7590
—————$129.00—$6.75$8.6010
36$2.10$2.7132.50%$130.00—$7.35$9.30150
10$1.85$2.4732.78%$131.00—$8.00$10.00110
2674$1.61$2.1632.62%$132.00—————
060$1.42$2.0233.19%$133.00—————
068$1.21$1.7132.73%$134.00—————
—————$135.00—$11.15$13.3010
073$0.87$1.3832.90%$136.00—————
02$0.75$1.2533.17%$137.00—————

Forward $124.10. The 25-delta put carries +0.21 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 33.80%±13.50skew +1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$115.0033.25%$1.60$2.1302
—————$118.0033.03%$2.49$3.0010
—————$119.0032.17%$2.71$3.2510
04$6.50$8.35—$120.00—————
04$5.90$7.80—$121.00—————
01$5.25$7.25—$122.00—————
010$4.10$6.80—$123.0031.96%$4.30$5.0510
—————$124.00—$4.80$5.5510
010$4.40$5.3034.11%$125.00—————
07$3.90$4.8033.65%$126.00—————
03$3.60$4.5534.43%$127.00—————
01$2.46$3.3533.54%$130.00—————
10$2.25$2.9633.49%$131.00—————
01$1.92$2.6132.97%$132.00—————
011$1.79$2.4333.64%$133.00—————
03$1.44$1.9732.20%$134.00—————
03$1.37$1.9833.60%$135.00—————
11$1.19$1.8333.79%$136.00—————
21$1.00$1.5132.99%$137.00—————
13$0.91$1.4333.63%$138.00—————

Forward $123.78. The 25-delta put carries +1.06 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 33.40%±16.67skew +1.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$57.25$61.10—$65.00—————
01$52.00$56.00—$70.00—————
06$37.20$41.15—$85.00—————
04$32.25$36.25—$90.00—————
02$27.65$31.05—$95.00—————
279$23.65$26.15—$100.00—————
0153$19.35$21.65—$105.0035.56%$0.90$1.0334810
1121$15.30$17.20—$110.0034.90%$1.66$1.852686
066$11.45$13.20—$115.0034.16%$2.85$3.056613
0336$8.60$9.00—$120.0033.94%$4.60$4.903725
1446$6.00$6.4033.42%$125.00—$6.95$7.2029058
1606$4.00$4.3533.09%$130.00—$9.95$10.25482
19274$2.58$2.8432.93%$135.00—$12.50$14.202560
9331$1.59$1.8032.83%$140.00—$16.10$18.2030
6422$0.86$1.2533.06%$145.00—$20.50$22.6060
—————$150.00—$25.30$27.95160
—————$160.00—$34.40$38.3570

Forward $124.12. The 25-delta put carries +1.23 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 38.36%±23.33skew +1.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$57.35$61.25—$65.00—————
02$52.45$56.30—$70.00—————
04$47.40$51.20—$75.00—————
08$42.70$46.45—$80.00—————
020$39.00$41.30—$85.00—————
012$33.90$36.80—$90.00—————
044$29.15$32.05—$95.0041.04%$0.70$1.0520110
042$25.45$27.40—$100.0040.87%$1.19$1.824140
0101$21.20$23.15—$105.0040.08%$2.22$2.443921
01,349$17.35$19.20—$110.0039.40%$3.35$3.604182
2209$13.85$15.85—$115.0038.95%$4.90$5.1546418
1104$10.80$12.60—$120.0038.69%$6.90$7.1557714
6200$8.80$9.2538.43%$125.00—$8.75$10.152280
4178$6.70$7.1538.22%$130.00—$11.25$13.051060
1318$5.00$5.4037.96%$135.00—$14.40$16.201630
4574$3.65$4.0537.80%$140.00—$17.95$19.85570
9255$2.67$2.9737.76%$145.00—$22.15$23.8080
0120$1.89$2.1637.64%$150.00—$25.95$28.1070
2340$1.20$1.7137.71%$155.00—$30.45$32.6020
5147$0.82$1.3638.28%$160.00—————
—————$180.00—$54.30$57.8510

Forward $124.57. The 25-delta put carries +1.65 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 37.09%±25.93skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
087$52.55$56.50—$70.00—————
0230$47.70$51.05—$75.00—————
0405$43.65$45.95—$80.00—————
0297$39.25$41.45—$85.00—————
0224$34.00$37.05—$90.00—————
180$29.95$32.50—$95.0041.00%$1.18$1.726520
0698$25.95$28.05—$100.0039.64%$1.73$2.457820
1230$21.90$24.35—$105.0039.05%$2.96$3.204130
0272$18.15$20.20—$110.0038.37%$4.20$4.503577
0147$14.75$16.70—$115.0037.89%$5.85$6.151,0960
1252$11.75$13.45—$120.0036.50%$7.25$8.30979234
22844$9.80$10.2037.19%$125.00—$10.30$10.6553510
182,907$7.65$8.1036.89%$130.00—$12.40$14.001520
0229$5.90$6.3536.69%$135.00—$15.55$17.10290
5857$4.50$4.9036.51%$140.00—$18.75$20.601230
1128$3.40$3.7036.30%$145.00—$22.55$24.45180
1694$2.52$2.8236.24%$150.00—$26.75$28.55340
3276$1.64$2.6837.17%$155.00—$30.80$32.9560
—————$160.00—$35.30$37.6030
—————$165.00—$39.75$43.25150
—————$170.00—$44.70$47.5510

Forward $124.52. The 25-delta put carries +2.06 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.