Options Skew Analytics

DHR 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 33.48%±10.69skew +1.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$53.50$56.30—$175.00—————
03$48.60$51.60—$180.00—————
02$43.60$46.20—$185.00—————
11$38.60$41.20—$190.00—————
40$28.60$31.30—$200.00—————
02$23.70$26.30—$205.00—————
01$18.80$21.30—$210.00—————
06$14.10$17.00—$215.00—————
01$11.80$14.60—$217.50—————
010$9.60$12.30—$220.0034.77%$0.75$1.15533
06$9.10$9.80—$222.5034.68%$1.25$1.6584
3424$7.10$7.90—$225.0034.57%$1.95$2.302511
869$5.40$6.30—$227.5034.25%$2.75$3.2053
2120$4.20$4.90—$230.0033.59%$3.80$4.20152
011$3.00$3.7033.28%$232.50—$5.00$5.6003
34109$2.05$2.6532.72%$235.00—$6.50$7.10119
21867$1.45$1.8532.90%$237.50—————
2718$0.85$1.3032.48%$240.00—————
—————$245.00—$14.20$16.4010

Forward $230.55. The 25-delta put carries +1.78 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 32.58%±14.72skew +2.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$118.60$122.50—$110.00—————
01$79.50$81.30—$150.00—————
02$59.50$61.30—$170.00—————
044$39.60$41.40—$190.0043.99%$0.05$0.104583
183$34.60$36.60—$195.00—————
5888$29.70$31.50—$200.00—————
0137$20.20$22.30—$210.00—————
02$15.80$17.40—$215.00—————
20$13.70$15.80—$217.5035.23%$1.50$1.852960
4372$11.70$13.70—$220.0035.42%$1.95$2.6033614
01$10.30$11.40—$222.5034.87%$2.70$3.1068
0268$8.20$9.70—$225.0034.00%$3.30$3.905910
2938$6.90$8.20—$227.5034.05%$4.30$4.902747
681,000$6.10$6.80—$230.0033.77%$5.40$6.001491
1306$4.30$5.4031.44%$232.50—$6.50$7.30356
1141$3.70$4.5032.94%$235.00—$8.00$8.706354
8285$2.90$3.4032.41%$237.50—$9.30$10.4020
16906$2.25$2.7532.82%$240.00—$11.30$12.10400
026$1.65$2.1532.72%$242.50—————
—————$250.00—$19.40$22.2040

Forward $230.75. The 25-delta put carries +2.70 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 31.96%±17.70skew +1.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$29.30$32.00—$200.00—————
027$20.10$23.00—$210.0033.88%$0.85$1.301410
—————$215.0033.56%$1.60$2.101310
012$13.00$14.20—$220.0033.50%$2.80$3.30481
52$9.50$10.80—$225.0032.83%$4.30$4.9070
011$7.20$7.80—$230.0032.13%$6.30$7.00173
141$4.80$5.5031.60%$235.00—$8.60$9.70348
1105$3.00$3.7031.09%$240.00—$12.20$12.9020
019$1.90$2.5531.63%$245.00—$15.60$16.8060
1109$1.00$1.5530.86%$250.00—$19.20$22.5020

Forward $230.85. The 25-delta put carries +1.87 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 31.93%±20.44skew +2.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$25.10$28.30—$205.00—————
—————$210.0034.23%$1.40$2.0050
—————$215.0033.51%$2.20$2.9540
—————$220.0033.13%$3.50$4.20282
380$11.20$12.20—$225.0032.39%$5.00$5.9038
45$8.30$9.20—$230.0032.25%$7.20$8.1010
011$5.90$6.6031.34%$235.00—————
49$4.00$4.8031.12%$240.00—————
273$2.65$3.2030.60%$245.00—————
07$1.65$2.2030.52%$250.00—$19.80$23.0010

Forward $231.10. The 25-delta put carries +2.53 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 30.42%±23.84skew +1.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$128.90$133.00—$100.00—————
017$94.10$97.00—$135.00—————
03$89.10$92.00—$140.00—————
01$84.20$87.10—$145.00—————
019$79.20$82.20—$150.00—————
02$74.20$77.30—$155.00—————
06$69.30$72.30—$160.00—————
026$64.30$67.50—$165.00—————
06$59.40$62.90—$170.00—————
053$54.40$57.70—$175.00—————
09$49.50$52.20—$180.00—————
015$44.70$47.50—$185.00—————
028$39.90$42.70—$190.00—————
11,316$35.30$38.20—$195.00—————
0682$30.50$33.10—$200.0034.98%$1.05$1.706391
01,234$22.90$24.40—$210.0033.10%$2.45$2.956146
31,265$14.80$16.90—$220.0032.04%$4.90$5.505980
3884$9.50$10.50—$230.0030.50%$8.80$9.1014067
27833$5.50$6.1030.28%$240.00—$14.20$15.203760
151,261$2.85$3.5030.48%$250.00—$21.30$23.50700
101,179$1.30$1.9530.67%$260.00—————

Forward $231.05. The 25-delta put carries +1.56 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 30.89%±31.38skew +2.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$95.00$97.20—$135.00—————
09$89.30$92.30—$140.00—————
014$84.40$87.40—$145.00—————
045$79.40$82.60—$150.00—————
02$74.50$77.50—$155.00—————
030$69.60$72.60—$160.00—————
038$64.70$67.30—$165.00—————
024$59.90$62.50—$170.00—————
046$55.00$57.70—$175.00—————
0274$50.00$53.20—$180.00—————
066$45.60$48.40—$185.00—————
0263$42.50$43.50—$190.00—————
0104$36.80$39.10—$195.00—————
01,181$33.20$35.20—$200.0034.47%$2.35$3.201,8751
501,857$24.80$26.80—$210.0032.65%$4.20$4.806905
2875$17.60$19.60—$220.0031.67%$6.90$7.801,1791
131,327$13.00$13.70—$230.0030.87%$11.20$11.606700
62,665$8.50$9.6030.92%$240.00—$16.70$17.40620
96,892$5.20$5.9029.99%$250.00—$23.20$24.8050
20896$3.10$3.7030.00%$260.00—————
34571$1.60$2.1529.43%$270.00—$39.80$42.4020

Forward $231.97. The 25-delta put carries +2.65 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 32.64%±45.82skew +3.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$90.90$93.70—$140.00—————
04$81.00$83.80—$150.00—————
01$76.30$79.00—$155.00—————
012$72.00$74.50—$160.00—————
03$67.00$69.80—$165.00—————
021$62.40$65.30—$170.00—————
05$57.90$60.70—$175.0036.00%$1.60$2.25540
0114$53.40$56.50—$180.00—————
011$49.30$51.70—$185.0036.42%$2.80$4.10780
096$45.00$47.90—$190.0035.18%$3.60$4.4049123
046$41.10$43.80—$195.0035.41%$4.80$5.50900
087$37.30$40.00—$200.0035.26%$5.80$6.901011
0192$30.00$32.50—$210.0034.96%$8.50$10.10731
2234$24.10$26.30—$220.0034.20%$12.10$13.502191
12117$18.80$20.70—$230.0033.73%$16.10$18.401616
3366$13.60$15.8032.42%$240.00—$21.50$23.901025
7253$10.60$12.3032.94%$250.00—$27.60$29.4080
2209$7.40$8.7031.78%$260.00—————
172$5.40$6.3031.68%$270.00—————
434$3.60$4.6031.37%$280.00—————
0280$2.15$3.5031.12%$290.00—————

Forward $232.54. The 25-delta put carries +3.28 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 34.28%±62.80skew +4.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$155.0038.15%$1.80$2.3580
04$74.70$77.40—$160.00—————
05$71.00$73.20—$165.0038.28%$2.55$4.20230
04$66.50$69.00—$170.0038.19%$3.30$5.001200
06$62.00$64.90—$175.0036.63%$4.00$5.00170
011$58.00$60.90—$180.0036.52%$4.90$6.0039920
017$54.40$56.90—$185.0037.12%$5.70$8.00360
014$50.30$53.10—$190.0036.30%$6.90$8.601960
014$46.70$49.50—$195.0035.89%$8.00$9.90240
012$43.10$45.70—$200.0035.70%$9.40$11.40340
038$36.20$39.40—$210.0035.25%$12.60$14.80530
0106$30.50$33.20—$220.0034.96%$16.50$18.90160
030$25.00$27.70—$230.0034.35%$21.10$23.10450
1375$21.20$23.2034.58%$240.00—$26.30$28.50590
0299$16.10$18.7033.07%$250.00—$32.10$34.10290
013$12.60$15.6032.87%$260.00—————
037$10.40$12.6032.95%$270.00—————
016$8.30$9.6032.39%$280.00—————
08$6.00$7.5031.66%$290.00—————
041$4.70$5.9031.61%$300.00—————
03$3.20$5.2031.71%$310.00—————

Forward $234.36. The 25-delta put carries +4.04 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.