Options Skew Analytics

DJX option chain

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

Data as of 24 September 2026 (end of day)

2026-11-20(57 days)ATM 13.76%±28.09skew +2.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$475.0018.72%$1.83$2.8210
—————$485.0017.37%$2.75$3.8510
—————$500.0015.47%$5.20$6.35250
03$18.00$19.20—$505.0014.94%$6.45$7.6510
—————$510.0014.39%$7.95$9.2020
08$8.80$10.0513.57%$520.00—$12.15$13.4030
018$6.55$7.8013.28%$525.00—$14.90$16.1060
037$4.80$6.0013.13%$530.00—$18.05$19.2510
017$3.40$4.5513.02%$535.00—$21.60$22.8021
09$2.35$3.4512.99%$540.00—————
—————$550.00—$34.10$35.3070

Forward $516.63. The 25-delta put carries +2.45 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 14.03%±35.04skew +3.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0400$138.35$154.35—$370.00—————
01$128.55$144.55—$380.00—————
01$118.75$134.75—$390.00—————
0733$109.00$125.00—$400.00—————
02,258$92.60$102.55—$420.00—————
0201$82.95$92.90—$430.00—————
050$73.35$83.30—$440.00—————
0183$63.85$73.80—$450.0020.70%$1.53$1.991341
014$58.60$59.95—$460.0019.60%$2.04$2.653550
0203$49.60$50.85—$470.0018.97%$2.77$4.003900
0175$40.55$42.05—$480.0017.73%$3.80$5.052863
0250$32.35$33.65—$490.0016.68%$5.35$6.6043
0814$24.50$25.90—$500.0015.63%$7.40$8.751150
0213$17.55$19.00—$510.0014.69%$10.30$11.752640
0104$11.80$13.2513.94%$520.00—$14.40$15.85531
0152$7.40$8.8013.46%$530.00—$19.95$21.35370
03,253$4.35$5.7013.24%$540.00—$26.75$28.107960
111$2.41$3.6513.21%$550.00—$34.65$35.9510
—————$560.00—$43.35$44.7520
—————$580.00—$57.55$67.551200
—————$600.00—$76.95$86.951220

Forward $517.37. The 25-delta put carries +3.44 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 14.34%±52.03skew +3.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$430.0022.04%$2.60$4.25120
01$70.20$72.10—$455.0019.60%$4.30$6.201000
—————$460.0019.14%$4.80$6.702580
—————$470.0018.26%$5.95$7.953500
—————$475.0017.82%$6.65$8.65780
—————$480.0017.43%$7.45$9.50980
—————$485.0017.03%$8.35$10.40420
01$41.05$43.10—$490.0016.64%$9.35$11.40460
01$37.30$39.35—$495.0016.26%$10.45$12.553624
—————$500.0015.88%$11.70$13.801740
—————$505.0015.53%$13.05$15.251170
02$26.80$29.00—$510.0015.19%$14.60$16.851660
01$20.70$23.00—$520.0014.59%$18.30$20.603520
012$18.00$20.3014.34%$525.00—$20.50$22.80220
01$15.55$17.8514.14%$530.00—$22.95$25.2010
0203$8.05$10.2013.58%$550.00—————
0250$3.65$5.6013.35%$570.00—————

Forward $522.45. The 25-delta put carries +3.45 volatility points over the 25-delta call.

2027-06-17(266 days)ATM 14.79%±66.65skew +3.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$105.40$121.40—$415.00—————
01$103.05$105.50—$425.0021.73%$3.85$6.301550
—————$440.0020.47%$4.95$7.551120
—————$445.0020.07%$5.40$8.0520
01$81.00$83.70—$450.0019.69%$5.90$8.60550
01$76.75$79.45—$455.0019.33%$6.50$9.20890
01$72.55$75.30—$460.0018.96%$7.10$9.851380
021$64.35$67.15—$470.0018.27%$8.55$11.3510
03$60.35$63.20—$475.0017.93%$9.35$12.20850
024$56.45$59.30—$480.0017.61%$10.25$13.15770
027$48.85$51.80—$490.0016.99%$12.35$15.304290
0366$41.70$44.70—$500.0016.39%$14.80$17.85540
016$35.00$38.10—$510.0015.85%$17.75$20.90500
01$28.80$32.00—$520.0015.32%$21.20$24.451210
0350$23.30$26.5514.87%$530.00—$25.35$28.601500
0501$18.50$21.7014.51%$540.00—$30.20$33.408750
04$14.40$17.5514.21%$550.00—————
0360$8.25$11.2013.82%$570.00—————
03$6.00$8.8513.67%$580.00—————
—————$600.00—$72.50$75.20710
—————$630.00—$95.35$105.3510

Forward $527.88. The 25-delta put carries +3.93 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.