Options Skew Analytics

DJX option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 18.60%±18.73skew +5.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
30$30.20$40.15—$480.0027.45%$0.99$1.561940
—————$485.0026.03%$1.30$1.9030
105$25.80$26.60—$490.0024.66%$1.72$2.36172
04$21.35$22.20—$495.0023.31%$2.30$2.95253
111$17.15$18.00—$500.0022.03%$3.05$3.80571
06$13.25$14.10—$505.0020.78%$4.15$4.8540547
09$9.70$10.55—$510.0019.59%$5.60$6.3023612
022$6.60$7.3518.48%$515.00—$7.50$8.25211
017$4.10$4.8517.43%$520.00—$9.85$10.70231
274,073$2.28$3.0516.68%$525.00—$13.00$13.80285
10133$1.06$1.7015.78%$530.00—$16.75$17.55176
—————$535.00—$15.10$25.00140
—————$545.00—$27.65$37.6530
—————$550.00—$27.65$37.6080
—————$575.00—$55.30$65.3010

Forward $514.10. The 25-delta put carries +5.36 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 17.20%±30.04skew +5.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$128.35$138.35—$380.00—————
01$118.00$128.00—$390.00—————
0733$109.30$119.30—$400.00—————
02,258$88.65$98.65—$420.00—————
0201$79.65$89.65—$430.00—————
050$69.90$79.90—$440.00—————
0183$60.30$70.30—$450.0028.04%$1.25$1.991343
015$54.20$64.20—$460.0026.33%$1.75$2.543589
0203$47.00$48.10—$470.0024.76%$2.48$3.353656
0175$38.05$39.15—$480.0023.00%$3.45$4.352920
0250$29.45$30.40—$490.0021.23%$4.80$5.75650
1816$21.50$22.60—$500.0019.51%$6.75$7.7512416
0362$14.45$15.45—$510.0018.01%$9.70$10.70445122
1231$8.65$9.6516.60%$520.00—$13.85$14.801436
13206$4.35$5.3015.27%$530.00—$19.35$20.452220
453,259$1.76$2.6314.34%$540.00—$26.65$27.758010
—————$550.00—$31.55$41.5510
—————$560.00—$41.80$51.8040
—————$570.00—$51.90$61.9010
—————$580.00—$61.75$71.751200
—————$600.00—$81.60$91.601220

Forward $514.77. The 25-delta put carries +5.96 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 16.52%±37.39skew +6.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$450.0025.49%$2.32$3.20100
—————$455.0024.81%$2.66$3.55100
—————$480.0021.30%$5.10$6.1510
—————$500.0018.66%$8.90$10.00510
—————$505.0018.02%$10.25$11.3520
—————$510.0017.44%$11.85$12.95310
—————$515.0016.86%$13.65$14.8030
—————$520.00—$15.75$16.9010
—————$525.00—$18.15$19.2510
17$7.70$8.8015.26%$530.00—$20.85$21.9530
011$5.75$6.8014.74%$535.00—————
02$4.15$5.2014.31%$540.00—$27.05$28.2511
13$2.90$3.9013.95%$545.00—————
16$1.95$2.8913.64%$550.00—————

Forward $516.75. The 25-delta put carries +6.98 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 16.32%±51.15skew +5.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$415.0026.92%$2.33$3.3510
—————$420.0026.34%$2.57$3.60120
—————$425.0025.82%$2.85$3.90140
—————$430.0025.26%$3.10$4.25130
01$68.40$69.80—$455.0022.62%$5.15$6.401000
—————$460.0022.09%$5.70$6.952580
—————$465.0021.61%$6.35$7.60200
—————$470.0021.09%$7.00$8.304500
—————$475.0020.57%$7.75$9.05760
—————$480.0020.07%$8.60$9.90980
—————$485.0019.58%$9.55$10.85420
01$39.40$40.70—$490.0019.07%$10.55$11.90520
01$35.65$36.95—$495.0018.63%$11.75$13.10360
—————$500.0018.16%$13.05$14.401761
—————$505.0017.72%$14.50$15.901200
29$25.25$26.65—$510.0017.27%$16.10$17.501660
01$19.25$20.6516.46%$520.00—$19.90$21.353520
012$16.50$17.9516.07%$525.00—$22.15$23.55220
01$14.05$15.4515.73%$530.00—$24.60$26.0010
0205$6.35$7.6514.42%$550.00—————
0251$2.20$3.4013.57%$570.00—————

Forward $519.31. The 25-delta put carries +5.65 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 16.13%±66.08skew +5.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$420.0024.34%$4.50$6.003050
01$101.05$102.75—$425.0023.91%$4.90$6.401550
—————$440.0022.58%$6.20$7.80920
—————$445.0022.17%$6.75$8.35320
01$79.20$81.10—$450.0021.74%$7.30$8.95850
01$74.95$76.60—$455.0021.34%$7.95$9.601380
01$70.80$72.45—$460.0020.90%$8.60$10.251780
021$62.60$64.30—$470.0020.11%$10.15$11.8520
03$58.65$60.30—$475.0019.73%$11.05$12.751130
024$54.75$56.45—$480.0019.34%$12.00$13.70780
027$47.20$48.95—$490.0018.61%$14.20$15.954300
0317$40.10$41.90—$500.0017.89%$16.75$18.60540
016$33.45$35.30—$510.0017.24%$19.85$21.752000
01$27.40$29.25—$520.0016.62%$23.50$25.401210
0350$21.90$23.7516.03%$530.00—$27.70$29.601500
0499$17.05$18.9015.48%$540.00—$32.60$34.458750
04$12.90$14.7514.99%$550.00—————
01$9.45$11.2014.51%$560.00—$44.45$46.2001
0350$6.70$8.4014.13%$570.00—————
03$4.65$6.3013.88%$580.00—————
—————$600.00—$75.75$77.40710

Forward $523.98. The 25-delta put carries +5.20 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.