Options Skew Analytics

DOCN option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 81.75%±15.86skew +3.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$12.20$15.40—$128.0082.66%$1.55$2.2073
235$11.00$14.00—$130.0081.29%$2.00$2.60198
010$10.40$13.20—$131.0081.57%$2.30$2.901213
03$9.70$12.40—$132.00—————
01$9.00$11.60—$133.0081.75%$2.90$3.6003
050$8.50$10.40—$134.0078.80%$3.20$3.60843
235$7.90$10.50—$135.00—————
2021$7.50$10.00—$136.0077.78%$3.20$5.0020
01$6.70$9.50—$137.0076.77%$3.60$5.3002
10$6.30$9.00—$138.00—————
127$5.80$7.90—$139.0082.27%$5.30$6.3002
2064$5.30$6.40—$140.0075.05%$4.80$6.7058
11$4.90$6.9081.75%$141.00—————
106$4.50$5.5075.82%$142.00—$6.70$7.9013
—————$143.00—$6.30$9.001200
21$3.70$5.1078.51%$144.00—$7.00$9.30160
4540$3.60$4.2076.73%$145.00—$8.60$9.6012
34$3.30$3.9077.29%$146.00—$7.80$10.7010
08$2.60$3.3076.79%$148.00—$9.20$12.3020
5104$2.10$2.7576.82%$150.00—$11.40$13.90210
27149$1.65$2.2578.08%$152.50—————

Forward $140.10. The 25-delta put carries +3.49 volatility points over the 25-delta call.

2026-10-09(14 days)ATM 85.51%±23.40skew -1.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$24.70$27.50—$115.00—————
11$23.50$26.70—$116.00—————
10$22.80$25.80—$117.00—————
02$20.20$23.30—$120.00—————
37$16.40$19.50—$125.0078.44%$2.35$3.201,5171,520
—————$126.0078.54%$2.60$3.5010
03$13.30$15.80—$130.00—————
—————$131.0080.08%$3.70$5.9020
011$11.00$12.90—$134.0079.68%$4.60$7.3020
453$10.50$12.30—$135.0082.71%$5.80$7.605,0070
201$8.90$10.70—$137.00—————
—————$139.0077.79%$6.70$9.5010
0522$7.90$10.5085.76%$140.00—————
262$5.90$8.1084.82%$145.00—$11.10$12.8021
10$5.60$8.2087.34%$146.00—————
02$5.00$7.5084.60%$147.00—————
132$4.00$6.5084.37%$150.00—$13.10$15.9020
311$3.70$4.5079.93%$152.50—————
43$3.20$3.8080.06%$155.00—————
122$2.25$2.8080.36%$160.00—————
010$1.50$2.0079.96%$165.00—————

Forward $139.71. The 25-delta put carries -1.52 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 83.80%±28.08skew -6.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
031$25.60$28.60—$115.00—————
—————$116.0077.34%$1.55$2.3530
23,234$21.60$24.70—$120.0079.85%$2.50$3.503161
02$19.50$22.40—$123.00—————
—————$124.0078.10%$3.50$4.3010
0109$18.20$20.70—$125.0077.15%$3.40$4.8011915
3177$14.90$17.90—$130.0077.84%$5.50$6.301713
—————$131.0077.91%$5.90$6.7010
02$13.10$15.50—$134.00—————
4115$12.30$15.00—$135.0078.09%$7.60$8.50296664
12$11.70$12.90—$136.0077.92%$8.00$9.0020
01$10.70$13.50—$138.0074.97%$7.70$10.50100
1262$9.70$10.9078.38%$140.00—$10.00$11.201362
334$9.20$10.6078.75%$141.00—————
013$8.80$11.6084.26%$142.00—————
1501$7.80$8.8079.14%$145.00—$12.90$14.10551
4652$6.10$8.0083.06%$150.00—$16.10$17.401,2200
01$5.40$7.9086.00%$152.50—————
33,305$4.70$5.5079.12%$155.00—$18.40$21.001100
215$4.20$4.8079.25%$157.50—————
2893$3.60$5.2083.31%$160.00—$22.80$24.902280

Forward $139.70. The 25-delta put carries -6.16 volatility points over the 25-delta call.

2026-10-23(28 days)ATM 79.83%±30.90skew -0.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$26.50$29.40—$115.0079.65%$2.45$3.3080
06$22.80$25.70—$120.0078.12%$3.60$4.3017389
02$19.50$22.50—$125.0078.22%$5.00$6.00100
08$16.20$18.60—$130.0076.24%$6.70$7.5051
06$14.20$15.30—$135.0078.58%$9.00$10.30110
27$11.60$12.7079.83%$140.00—$11.50$13.3020
06$9.50$10.6079.83%$145.00—$14.30$15.8020
24$7.70$8.7079.51%$150.00—————
04$6.10$7.1079.01%$155.00—————
410$4.90$5.7078.84%$160.00—————
017$3.80$4.7078.90%$165.00—————
049$3.10$5.0084.67%$170.00—————
01$2.45$3.1079.90%$175.00—$36.00$38.904630
713$1.95$2.5080.27%$180.00—$40.40$43.703400

Forward $139.75. The 25-delta put carries -0.68 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 90.81%±50.05skew -0.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$48.90$51.80—$92.50—————
08$46.60$49.80—$95.00—————
040$42.70$46.00—$100.0089.23%$3.20$3.903655
013$39.10$42.00—$105.0087.27%$3.50$5.40620
045$35.10$38.40—$110.0087.03%$4.70$6.80860
037$32.20$34.50—$115.0090.02%$7.40$8.20673
0169$29.10$32.00—$120.0088.72%$8.50$10.30654
4169$26.30$29.00—$125.0089.81%$11.20$12.104400
0126$23.60$26.00—$130.0089.92%$13.50$14.401592
0212$21.10$24.00—$135.0089.23%$15.20$17.40450
0257$18.90$20.10—$140.0088.30%$17.60$20.003970
170$16.80$18.0088.17%$145.00—$21.60$22.70150
2133$14.70$17.5090.83%$150.00—$23.30$26.0090
5378$13.30$15.7091.32%$155.00—$27.90$29.1010
224$11.80$12.8088.26%$160.00—$31.30$32.70210
013$10.30$12.4090.31%$165.00—$34.90$36.20180
05$9.30$10.1088.35%$170.00—$38.30$40.00780
141,311$8.20$9.0088.40%$175.00—$42.00$43.9070
322,648$7.20$8.0088.35%$180.00—$45.10$48.00160
014$6.40$7.2088.81%$185.00—$50.20$52.20110
124$5.70$6.4089.03%$190.00—$53.60$56.5050

Forward $140.70. The 25-delta put carries -0.31 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 82.98%±56.27skew +3.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
045$52.20$55.50—$90.0084.65%$2.50$3.50531
01$48.40$51.60—$95.0083.97%$3.00$4.80491
053$44.90$48.00—$100.0083.53%$4.00$6.00480
040$41.20$44.40—$105.0083.50%$5.30$7.40121
016$37.80$40.80—$110.0086.07%$8.10$8.701261
025$34.60$37.70—$115.0085.81%$9.80$10.50390
039$31.80$34.90—$120.0085.81%$11.40$12.90241
0140$29.00$31.40—$125.0082.01%$12.00$14.90110
087$26.40$29.50—$130.0085.07%$16.10$17.00140
015$24.20$25.70—$135.0082.66%$17.00$20.0010
041$22.00$24.90—$140.0085.99%$21.40$22.80120
018$19.90$21.2082.73%$145.00—$24.30$25.4020
037$18.10$19.3082.85%$150.00—$27.40$28.7080
054$16.50$17.6083.13%$155.00—$30.60$32.00100
0236$14.50$17.3084.75%$160.00—$34.00$35.0050
011$13.00$14.6082.28%$165.00—$37.60$38.5010
245$11.60$14.4084.26%$170.00—$40.70$42.5010
045$10.70$13.5085.47%$175.00—————
013$9.60$12.5085.70%$180.00—$48.10$50.4010
0436$8.80$9.8082.63%$185.00—————
6122$7.70$9.1082.62%$190.00—$56.00$58.50500

Forward $141.36. The 25-delta put carries +3.20 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 80.87%±63.31skew -1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0280$50.40$53.30—$95.0080.61%$4.20$6.10420
03$48.30$51.50—$97.5079.49%$4.70$6.5040
0254$46.70$49.50—$100.0082.51%$6.50$7.201360
057$43.10$46.20—$105.0079.78%$6.70$9.00170
0125$40.10$43.00—$110.0079.10%$8.10$10.70130
043$37.10$40.00—$115.0078.76%$9.80$12.60290
0129$34.40$36.90—$120.0079.27%$12.00$14.805120
0144$31.80$33.90—$125.0078.69%$14.00$17.00590
1537$29.20$32.00—$130.0078.93%$16.50$19.502920
058$27.00$28.20—$135.0081.47%$20.70$22.00190
242$24.70$26.00—$140.0081.17%$23.50$24.60480
070$22.60$25.5083.45%$145.00—$26.50$27.80690
0244$21.00$22.0081.14%$150.00—$29.60$30.905490
0137$19.00$20.4080.85%$155.00—$32.80$34.001960
080$17.70$18.7081.12%$160.00—$36.10$37.40490
138$15.70$18.5082.30%$165.00—$39.60$40.90470
086$14.40$15.9080.33%$170.00—$43.30$44.6090
50295$13.20$16.0082.64%$175.00—$45.50$48.30340
1282$12.30$13.5080.78%$180.00—$50.70$52.10100
075$11.10$14.0083.22%$185.00—$54.30$56.20140
035$10.20$11.4080.50%$190.00—$58.30$60.40110

Forward $141.32. The 25-delta put carries -1.74 volatility points over the 25-delta call.

2027-02-19(147 days)ATM 81.05%±73.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$85.0082.56%$4.00$5.5010
02$56.30$59.00—$90.0081.54%$4.60$7.00680
05$52.40$55.50—$95.0080.62%$6.00$8.00101
01$49.00$52.00—$100.0083.51%$8.30$10.1040
—————$105.0083.21%$9.90$11.9070
05$43.10$46.00—$110.0082.14%$11.70$13.4030
03$39.90$43.00—$115.0082.20%$13.70$15.6030
04$37.40$40.00—$120.00—————
09$34.90$37.50—$125.0082.21%$18.30$20.30110
010$32.50$35.00—$130.0082.05%$20.70$22.90450
05$30.30$33.00—$135.00—————
010$28.30$30.50—$140.0081.09%$26.00$28.0050
02$26.20$28.5080.82%$145.00—$29.10$31.2020
06$24.40$27.0081.34%$150.00—$32.10$34.3060
06$22.70$25.0080.94%$155.00—$35.50$37.50100
27$19.60$22.0081.07%$165.00—————
06$18.00$20.5080.63%$170.00—————
03$17.10$19.0080.91%$175.00—————
01$14.60$17.0081.18%$185.00—————
02$13.70$16.0081.48%$190.00—————
02$12.80$15.0081.59%$195.00—————

Forward $142.44. 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.

DOCN option chain | Options Skew Analytics