Options Skew Analytics

DIA 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 20.40%±14.51skew +4.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
7130$11.50$11.85—$505.0022.88%$2.88$3.15343105
1118$10.75$11.20—$506.0022.58%$3.10$3.406444
4154$10.00$10.35—$507.0022.26%$3.35$3.6514640
011$9.65$10.00—$507.5022.17%$3.50$3.8040716
49100$9.30$9.60—$508.0022.06%$3.65$3.9510377
3729$8.60$8.90—$509.0021.77%$3.95$4.2542084
16276$7.95$8.30—$510.0021.32%$4.25$4.50591699
30118$7.30$7.55—$511.0021.24%$4.60$4.9519742
509$6.65$6.95—$512.0020.97%$4.95$5.35139144
2312$6.35$6.60—$512.5020.85%$5.15$5.5545732
80155$6.05$6.35—$513.0020.71%$5.35$5.75129608
27436$5.50$5.7020.35%$514.00—$5.75$6.15259129
1,217157$4.95$5.1520.07%$515.00—$6.25$6.653,640367
5266$4.45$4.6519.87%$516.00—$6.70$7.1077539
383150$3.95$4.1519.56%$517.00—$7.20$7.653,55738
3244$3.70$3.9519.46%$517.50—$7.50$7.909113
22897$3.50$3.7519.42%$518.00—$7.75$8.2048537
157155$3.05$3.3019.07%$519.00—$8.35$8.751692
228307$2.76$2.9019.01%$520.00—$8.95$9.401,106146
32195$2.32$2.5718.67%$521.00—$9.55$10.0510620
173461$2.04$2.1918.43%$522.00—$10.25$10.753928

Forward $513.65. The 25-delta put carries +4.45 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 19.33%±19.44skew +4.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$14.10$14.60—$504.0021.66%$4.45$4.8033461
473$13.35$13.75—$505.0021.41%$4.70$5.0568584
235$12.65$13.00—$506.0021.18%$4.95$5.351,30345
206$11.90$12.30—$507.0020.92%$5.25$5.6012836
3427$11.20$11.55—$508.0020.68%$5.55$5.9013551
2520$10.50$10.95—$509.0020.46%$5.85$6.2513666
106400$9.85$10.20—$510.0020.20%$6.15$6.6045484
269261$9.20$9.65—$511.0019.96%$6.50$6.9516545
28455$8.55$9.00—$512.0019.74%$6.90$7.30449188
18851$7.95$8.40—$513.0019.53%$7.30$7.7011449
15133$7.50$7.6519.33%$514.00—$7.70$8.1572281
812492$6.80$7.1018.96%$515.00—$8.15$8.551,122100
2386$6.25$6.6018.78%$516.00—$8.60$9.0514119
2643$5.70$6.0518.48%$517.00—$9.10$9.5062433
27125$5.20$5.5518.25%$518.00—$9.60$10.0054414
14108$4.75$5.0518.03%$519.00—$10.10$10.5514112
1961,062$4.30$4.7017.94%$520.00—$10.65$11.10734100
16247$3.90$4.1517.59%$521.00—$11.25$11.7049555
41357$3.50$3.8517.52%$522.00—$11.85$12.3524818
12122$3.10$3.4017.17%$523.00—$12.50$12.951393
42229$2.80$3.1017.11%$524.00—$13.15$13.6530415

Forward $513.65. The 25-delta put carries +4.55 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 17.85%±22.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$506.0019.47%$5.90$6.302532
014$13.00$13.45—$507.0019.34%$6.20$6.652114
01$12.65$13.05—$507.5019.23%$6.35$6.8019910
65$12.30$12.70—$508.0019.06%$6.45$6.9517615
631$11.60$12.10—$509.0018.87%$6.80$7.253737
2216$10.95$11.35—$510.0018.64%$7.10$7.6011513
1581$10.30$10.80—$511.0018.54%$7.50$8.00263
2743$9.70$10.15—$512.0018.29%$7.85$8.35609
933$9.40$9.75—$512.5018.21%$8.05$8.55570
14119$9.10$9.55—$513.0018.12%$8.25$8.757853
317$8.50$8.8517.91%$514.00—$8.65$9.15122
523$7.90$8.2517.66%$515.00—$9.10$9.6031433
4832$7.35$7.7017.47%$516.00—$9.55$10.0512710
314$6.85$7.2017.35%$517.00—$10.05$10.50253
35$6.55$6.9517.23%$517.50—$10.30$10.75154
1991$6.30$6.6517.09%$518.00—$10.50$11.001800
1226$5.85$6.1516.94%$519.00—$11.05$11.551965
34119$5.35$5.7516.80%$520.00—$11.60$12.05455
649$4.90$5.3016.61%$521.00—$12.15$12.65592
747$4.50$4.8516.44%$522.00—$12.70$13.20873
1145$4.30$4.6516.36%$522.50—$13.00$13.50700

Forward $513.77. Not enough surviving quotes on both wings to measure the skew here.

2026-12-04(28 days)ATM 17.69%±25.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$15.10$15.60—$506.0019.13%$6.95$7.4543
—————$507.0018.95%$7.25$7.7530
—————$507.5018.81%$7.35$7.90152
10$13.75$14.25—$508.0018.75%$7.55$8.0535336
—————$509.0018.61%$7.90$8.40266
24$12.40$12.90—$510.0018.40%$8.20$8.75708
30$11.75$12.20—$511.0018.22%$8.55$9.10170
900$11.15$11.55—$512.0018.10%$8.95$9.5021
12$10.80$11.35—$512.5017.98%$9.10$9.7023
9312$10.50$11.05—$513.0017.90%$9.30$9.90402
149$9.90$10.30—$514.0017.77%$9.75$10.30182
1011$9.35$9.7517.65%$515.00—$10.15$10.704717
019$8.80$9.2017.50%$516.00—$10.60$11.15300
059$8.25$8.6517.33%$517.00—$11.10$11.65860
17138$7.95$8.4017.23%$517.50—$11.30$11.85951
038$7.70$8.1517.17%$518.00—$11.55$12.1019211
157$7.20$7.6016.97%$519.00—$12.05$12.60961
3497$6.70$7.1516.84%$520.00—$12.60$13.1555938
0128$6.25$6.6516.68%$521.00—$13.15$13.70754
398$5.80$6.1516.48%$522.00—$13.70$14.25171
571$5.55$6.0016.44%$522.50—$13.95$14.55500

Forward $514.08. Not enough surviving quotes on both wings to measure the skew here.

2026-12-11(35 days)ATM 17.63%±28.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
768$16.50$17.00—$506.0019.03%$7.95$8.4520
20$15.80$16.30—$507.0018.86%$8.25$8.7502
30$15.45$15.95—$507.50—————
60$15.10$15.65—$508.00—————
10$14.45$14.90—$509.0018.54%$8.90$9.4080
20$13.80$14.30—$510.0018.39%$9.25$9.753916
09$13.15$13.65—$511.0018.26%$9.60$10.1593
—————$512.0018.11%$10.00$10.50338
—————$512.5017.97%$10.10$10.7020
110$11.90$12.40—$513.0017.91%$10.30$10.9002
415$11.30$11.75—$514.0017.75%$10.70$11.30127
1432$10.70$11.1517.66%$515.00—$11.15$11.75280
1852$10.15$10.6017.54%$516.00—$11.60$12.151913
111$9.55$10.0517.35%$517.00—$12.05$12.60250
126$9.30$9.7517.27%$517.50—$12.30$12.85231
96$9.05$9.6017.30%$518.00—$12.50$13.10282
2814$8.50$8.9517.03%$519.00—$13.00$13.6060
7039$8.00$8.4516.90%$520.00—$13.50$14.10230
126$7.50$7.9016.70%$521.00—$14.05$14.6031
1616$7.05$7.5016.63%$522.00—$14.55$15.1510
012$6.80$7.2516.53%$522.50—$14.85$15.4520

Forward $514.47. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(42 days)ATM 17.53%±30.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$18.90$19.45—$504.0019.23%$8.40$8.85470
0146$18.20$18.75—$505.0019.09%$8.70$9.1522830
01$17.50$18.05—$506.0018.93%$9.00$9.45410
027$16.80$17.35—$507.0018.80%$9.30$9.80354
013$16.15$16.70—$508.0018.61%$9.60$10.10210
040$15.45$15.95—$509.0018.49%$9.95$10.45353
91,167$14.80$15.30—$510.0018.34%$10.30$10.805,365176
036$14.15$14.60—$511.0018.18%$10.65$11.15921
1010$13.55$14.10—$512.0018.08%$11.05$11.55592
23$12.90$13.35—$513.0017.95%$11.45$11.95706
10749$12.30$12.75—$514.0017.74%$11.75$12.35677
18625$11.70$12.1517.57%$515.00—$12.20$12.751,51691
724$11.15$11.6017.46%$516.00—$12.65$13.20534
1153$10.55$10.9517.22%$517.00—$13.05$13.65345
958$10.00$10.5017.15%$518.00—$13.55$14.10206161
714$9.50$9.8516.94%$519.00—$14.00$14.55339
1231,394$8.95$9.3516.79%$520.00—$14.50$15.0587237
1388$8.45$8.9516.72%$521.00—$15.00$15.555117
13111$7.95$8.4516.56%$522.00—$15.55$16.107012
1178$7.50$7.9016.38%$523.00—$16.05$16.658711
11111$7.05$7.5016.29%$524.00—$16.60$17.201330

Forward $514.48. Not enough surviving quotes on both wings to measure the skew here.

2026-12-24(48 days)ATM 17.21%±32.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$18.20$22.25—$503.0018.96%$8.65$9.15—0
0—$17.50$21.50—$504.0018.76%$8.90$9.40—0
2—$17.95$20.75—$505.0018.62%$9.20$9.70—0
0—$16.15$20.10—$506.0018.54%$9.55$10.05—0
0—$15.40$19.40—$507.0018.37%$9.85$10.35—0
0—$16.65$17.15—$508.0018.23%$10.15$10.70—0
0—$16.00$16.55—$509.0018.11%$10.50$11.05—0
0—$15.35$15.90—$510.0017.97%$10.85$11.40—3
0—$14.70$15.20—$511.0017.85%$11.25$11.75—0
0—$14.10$14.65—$512.0017.68%$11.10$12.60—0
0—$13.45$13.95—$513.0017.29%$11.00$13.10—3
0—$12.85$13.35—$514.0017.19%$11.40$13.55—0
0—$12.25$12.8517.28%$515.00—$12.75$13.35—0
0—$11.70$12.2017.11%$516.00—$11.35$15.45—0
0—$11.15$11.6016.95%$517.00—$11.85$15.90—0
02$10.60$11.0516.81%$518.00—$12.30$16.2010
11$10.05$10.5516.69%$519.00—————
12$9.55$10.0016.55%$520.00—————
10$9.00$9.5016.39%$521.00—————
10$8.55$9.1016.35%$522.00—————
010$6.70$7.3015.83%$526.00—————

Forward $514.50. Not enough surviving quotes on both wings to measure the skew here.

2026-12-31(55 days)ATM 16.95%±33.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1055$17.60$21.65—$505.0018.37%$9.80$10.3521423
043$16.95$20.95—$506.0018.23%$10.10$10.6590
054$16.25$20.25—$507.0018.13%$10.45$11.00380
035$17.55$18.10—$508.0017.93%$10.70$11.307010
048$16.90$17.45—$509.0017.82%$11.05$11.65471
183$16.25$16.70—$510.0017.72%$11.45$12.004713
018$15.60$16.15—$511.0017.57%$11.75$12.40101
72$15.00$15.55—$512.0017.48%$12.15$12.80111
424$14.35$14.95—$513.0017.37%$12.55$13.20320
3136$13.75$14.25—$514.0017.25%$12.95$13.601448
20176$13.20$13.7017.12%$515.00—$13.35$14.008917
067$12.60$13.0516.93%$516.00—$12.05$15.80360
18$12.05$12.5016.82%$517.00—$12.50$16.50120
112$11.50$11.9516.70%$518.00—$12.90$17.05130
058$10.95$11.4516.59%$519.00—$13.40$16.85150
18119$10.45$10.9016.46%$520.00—$14.10$17.209111
035$9.90$10.4016.33%$521.00—$14.35$18.4520
058$9.40$9.9016.20%$522.00—$14.90$19.05131
0215$8.95$9.4016.09%$523.00—$15.40$18.901392
030$8.45$8.9515.97%$524.00—$15.95$19.2091
3237$8.00$8.4515.83%$525.00—$16.50$20.6526820

Forward $514.77. Not enough surviving quotes on both wings to measure the skew here.

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.