Options Skew Analytics

DG 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 39.99%±7.44skew +3.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
146$9.20$11.45—$124.00—————
4015$8.35$10.45—$125.00—————
619$7.50$9.45—$126.00—————
08$6.55$8.45—$127.00—————
010$5.90$7.85—$128.0041.54%$0.65$1.03416
315$5.50$6.95—$129.0043.15%$0.94$1.38208
138$5.05$6.30—$130.0040.51%$1.03$1.5270
181$4.70$5.50—$131.0041.09%$1.38$1.873510
418$4.00$4.55—$132.0040.83%$1.79$2.15154
69$3.25$4.00—$133.0039.47%$2.01$2.5651
953$2.86$3.45—$134.0040.16%$2.55$3.054840
0363$2.37$2.9239.76%$135.00—$3.05$3.55921
10126$1.94$2.4039.11%$136.00—$3.50$4.1060
113$1.45$2.0238.25%$137.00—$4.15$4.70140
126$1.28$1.7539.78%$138.00—$4.80$5.40100
115$1.03$1.4339.72%$139.00—$4.80$7.20150
2478$0.82$1.1639.69%$140.00—$5.40$8.00720
—————$141.00—$6.25$9.1020
—————$142.00—$7.70$9.3540
—————$143.00—$8.70$10.3510
—————$144.00—$8.95$11.8020

Forward $134.36. The 25-delta put carries +3.46 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 40.51%±10.67skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0514$9.30$11.20—$125.0043.12%$0.93$1.3951317
019$8.40$11.10—$126.0043.42%$1.16$1.64431
066$7.65$9.65—$127.0043.38%$1.31$1.98571
048$7.55$8.95—$128.0041.13%$1.37$2.091563
052$7.20$7.95—$129.0044.35%$1.82$2.82924
1768$6.00$7.35—$130.0040.91%$1.96$2.721071
05$5.80$6.60—$131.0041.66%$2.46$3.10180
438$5.15$6.85—$132.0042.10%$2.96$3.50363
728$4.60$5.30—$133.0041.64%$3.35$3.90300
636$4.05$4.90—$134.0040.17%$3.65$4.25524
16605$3.65$4.4040.52%$135.00—$4.10$4.903200
0208$3.10$4.0040.25%$136.00—$4.70$5.30271
321$2.56$3.3538.46%$137.00—$4.45$5.8524711
013$2.35$2.9739.21%$138.00—$5.85$6.6560
30$1.90$2.5938.42%$139.00—$6.65$8.10210
141,424$1.78$2.3439.66%$140.00—$7.35$8.0070
0415$1.37$1.9538.25%$141.00—$7.65$8.75100
—————$142.00—$7.85$10.60100
053$1.10$1.4939.30%$143.00—————
—————$144.00—$9.45$12.05100
12628$0.76$1.1239.32%$145.00—$10.30$13.0060

Forward $134.52. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 37.67%±12.15skew +1.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$9.75$12.55—$125.0042.09%$1.55$2.023617
05$8.95$11.80—$126.0041.17%$1.64$2.2720
010$8.30$10.10—$127.0040.19%$1.77$2.5050
02$8.10$9.60—$128.0042.40%$2.27$3.1020
—————$129.0039.79%$2.53$2.9330
06$6.85$8.20—$130.0038.75%$2.64$3.3010
—————$131.0041.14%$3.10$4.2010
02$5.30$7.15—$132.0039.51%$3.60$4.1540
01$5.10$6.10—$133.00—————
02$4.80$5.80—$134.0039.38%$4.35$5.2510
018$4.10$5.1037.67%$135.00—$4.85$5.5030
03$3.80$4.6038.05%$136.00—————
29$3.25$4.4538.58%$137.00—————
104$3.00$3.8038.07%$138.00—$6.70$7.35110
342$2.75$3.4038.33%$139.00—$7.20$8.0540
1195$2.27$3.0537.60%$140.00—$7.55$9.751060
05$2.08$2.7638.10%$141.00—$8.60$10.10180
—————$142.00—$9.10$10.1040
013$1.44$2.2237.46%$143.00—$9.10$11.7530
014$1.41$2.1239.01%$144.00—————
032$1.22$1.7538.26%$145.00—————

Forward $134.50. The 25-delta put carries +1.18 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 50.51%±18.84skew +6.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$12.60$16.05—$123.0053.92%$2.69$3.7011
—————$124.0053.70%$2.90$4.0510
—————$125.0053.31%$3.15$4.3540
01$10.90$13.30—$126.0053.56%$3.60$4.6530
01$10.35$13.35—$127.0052.52%$3.55$5.1520
02$9.85$11.75—$128.00—————
01$9.80$11.05—$129.0053.74%$4.50$6.1020
03$9.45$11.60—$130.0052.51%$5.05$6.0540
03$8.25$10.40—$131.0051.69%$5.10$6.6510
02$7.90$9.45—$132.0048.51%$4.60$7.1520
04$7.55$9.25—$133.0053.27%$6.25$7.8510
09$7.25$9.15—$134.0053.24%$6.95$8.1520
210$6.35$7.8549.00%$135.00—$6.85$8.6530
03$5.85$7.5052.11%$137.00—————
04$5.40$6.3549.48%$138.00—————
026$4.25$5.9549.39%$140.00—————
02$4.25$6.1552.53%$141.00—————
01$3.90$5.0049.63%$142.00—————
03$3.30$4.7048.65%$143.00—————
01$2.71$4.3547.34%$144.00—$11.70$14.4510
02$3.00$4.8052.17%$145.00—————

Forward $134.65. The 25-delta put carries +6.58 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 47.78%±19.87skew +3.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$15.80$19.00—$120.0052.46%$2.22$3.70100
—————$121.0052.21%$2.46$3.9520
05$12.95$14.70—$125.0050.04%$3.45$4.9010
011$9.90$11.40—$130.0048.57%$5.25$6.60100
01$8.65$10.90—$131.00—————
02$8.00$9.70—$133.0048.48%$6.70$7.9501
01$7.75$9.80—$134.0049.32%$7.35$8.6020
01$6.75$8.4047.76%$135.00—$7.35$9.1520
—————$136.00—$7.10$9.6530
—————$137.00—$7.70$10.30120
—————$138.00—$9.30$10.75150
—————$139.00—$9.60$11.3510
1399$5.10$6.2048.44%$140.00—————
02$4.55$6.4549.71%$141.00—————
03$4.40$6.4551.36%$142.00—————
09$3.60$5.0548.33%$144.00—————
019$3.25$4.9048.57%$145.00—————
01$3.25$5.1051.07%$146.00—————
01$2.55$4.0048.35%$148.00—————
12$2.30$3.8048.37%$149.00—————
310$1.68$2.5649.90%$155.00—————

Forward $134.32. The 25-delta put carries +3.84 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 45.91%±20.99skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$72.65$76.00—$60.00—————
02$67.70$71.35—$65.00—————
02$62.90$66.15—$70.00—————
04$57.75$61.35—$75.00—————
08$52.95$56.10—$80.00—————
020$47.75$51.20—$85.00—————
010$43.05$46.35—$90.00—————
044$38.20$41.15—$95.00—————
040$33.30$36.35—$100.00—————
0102$28.80$31.65—$105.00—————
01,348$24.40$27.20—$110.0050.30%$0.94$1.4279510
0128$19.90$22.90—$115.0048.95%$1.61$2.1162112
2115$17.20$18.40—$120.0048.60%$2.66$3.2569811
0260$13.55$14.55—$125.0047.18%$3.95$4.603032
0313$10.35$11.40—$130.0047.67%$5.85$6.801330
3446$7.75$8.7546.07%$135.00—$8.00$8.9512829
181,043$5.60$6.6045.70%$140.00—$11.05$11.95828
0777$3.95$5.2046.44%$145.00—$14.40$15.6590
11,428$2.71$3.9046.53%$150.00—$17.90$19.30150
16458$1.86$2.7146.14%$155.00—$21.15$24.0020
—————$180.00—$44.55$47.7510

Forward $134.77. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 41.63%±24.51skew +2.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
069$62.90$66.25—$70.00—————
0195$57.95$61.40—$75.00—————
0403$53.05$56.35—$80.00—————
0261$48.10$51.35—$85.00—————
0224$43.25$46.50—$90.00—————
079$38.55$41.50—$95.00—————
0697$33.85$36.85—$100.00—————
0229$29.50$32.25—$105.00—————
12230$25.25$27.85—$110.0044.43%$1.61$2.073680
0148$20.95$23.80—$115.0043.12%$2.23$3.101,1711
0251$17.55$19.10—$120.0042.31%$3.55$4.151,0650
0875$14.65$16.60—$125.0043.42%$5.05$6.505290
102,832$11.55$13.80—$130.0041.88%$7.00$8.102780
2312$8.90$10.0541.86%$135.00—$9.45$10.65800
1905$6.75$7.7041.03%$140.00—$12.35$13.551323
0138$5.05$7.0043.22%$145.00—$15.45$16.85180
1780$4.10$4.4041.33%$150.00—$19.05$20.50340
1315$2.73$3.2540.28%$155.00—$22.00$24.4560
1180$2.15$2.4641.05%$160.00—$26.10$28.9530
048$1.38$1.7640.24%$165.00—$30.55$33.20150
1296$1.12$1.2941.02%$170.00—————

Forward $134.42. The 25-delta put carries +2.03 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 38.29%±27.80skew +2.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$58.05$61.10—$75.00—————
02$48.50$51.65—$85.00—————
07$34.50$37.45—$100.00—————
015$30.15$32.95—$105.00—————
—————$110.0042.24%$2.37$2.94890
—————$115.0040.50%$3.20$3.801070
060$19.20$21.35—$120.0039.73%$4.40$5.15350
098$16.15$17.50—$125.0039.64%$6.20$6.85720
036$13.15$14.25—$130.0039.27%$8.20$8.90120
141$11.00$11.70—$135.0039.17%$10.70$11.3060
058$8.40$9.3537.92%$140.00—$13.35$14.05906
021$6.60$7.5037.78%$145.00—$16.40$17.15750
0118$5.10$6.0037.72%$150.00—————
09$3.85$4.6537.35%$155.00—————
055$2.87$3.6037.14%$160.00—————
012$2.19$2.8137.30%$165.00—$31.10$33.8010
11$1.65$2.3737.97%$170.00—————

Forward $135.35. The 25-delta put carries +2.59 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.