Options Skew Analytics

DPZ 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 33.67%±22.20skew +1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$147.50$153.70—$185.00—————
01$122.50$128.90—$210.00—————
02$102.60$108.20—$230.00—————
—————$240.0068.90%$0.05$0.10884
03$82.70$88.30—$250.00—————
01$72.90$77.80—$260.00—————
07$62.90$68.50—$270.00—————
04$52.90$58.60—$280.00—————
026$43.00$48.70—$290.00—————
070$33.70$39.10—$300.00—————
0164$24.60$29.30—$310.0036.29%$1.05$1.751800
5293$18.00$20.70—$320.0034.70%$2.50$3.4018712
3264$11.80$13.30—$330.0034.07%$5.50$6.40642
27264$6.50$8.0033.53%$340.00—$10.10$11.2033
37229$3.30$4.1032.96%$350.00—$16.20$17.80220
1110$1.50$2.1533.58%$360.00—————

Forward $336.59. The 25-delta put carries +1.74 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 32.36%±36.81skew +2.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$152.90$161.30—$180.00—————
01$138.00$146.40—$195.00—————
01$93.50$101.80—$240.00—————
02$83.60$89.30—$250.00—————
02$73.80$79.50—$260.00—————
03$64.10$69.90—$270.00—————
120$54.70$60.30—$280.00—————
075$45.30$51.00—$290.00—————
0124$36.40$42.10—$300.0034.42%$2.60$4.102430
1146$30.80$33.10—$310.0033.98%$4.70$6.201530
1140$23.10$25.50—$320.0032.68%$7.00$9.101410
0399$16.50$19.50—$330.0032.37%$11.00$13.00790
16188$11.30$13.7032.35%$340.00—$16.30$18.00539
0423$7.30$9.9032.01%$350.00—$21.70$24.001700
0197$4.50$6.6031.36%$360.00—$28.80$31.00550
072$2.75$4.4031.36%$370.00—$35.80$42.00790
—————$380.00—$44.90$51.0040
—————$390.00—$53.50$60.0030
0154$0.85$1.3033.49%$400.00—————
—————$430.00—$90.50$98.3030

Forward $335.33. The 25-delta put carries +2.62 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.