Options Skew Analytics

DPZ option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 43.46%±33.24skew +2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$260.0045.71%$1.60$2.251635
010$29.40$34.30—$270.0045.29%$3.10$4.0013519
03$22.90$27.90—$280.0044.30%$5.40$6.4037466
15$15.10$19.80—$290.0043.47%$8.20$10.4035450
2027$11.70$13.2043.46%$300.00—$12.90$15.3047867
1047$7.50$8.9042.58%$310.00—$15.60$21.501260
2281$4.10$6.3042.20%$320.00—$23.00$28.70571
14171$2.60$4.2043.14%$330.00—$32.40$39.00470
1070$1.35$2.2041.41%$340.00—$41.60$47.80220
—————$350.00—$50.60$57.00230
—————$360.00—$59.10$66.1080
—————$370.00—$68.40$77.1040

Forward $298.35. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 35.15%±51.51skew +1.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$115.70$124.00—$180.00—————
01$101.00$109.80—$195.00—————
01$58.80$67.00—$240.00—————
02$50.30$58.00—$250.0038.16%$3.30$5.401070
02$42.10$48.40—$260.0038.02%$5.40$7.50622
03$35.10$40.50—$270.0035.87%$7.30$9.20951
014$28.40$33.80—$280.0035.35%$9.80$12.903650
138$23.70$27.90—$290.0034.96%$13.60$16.903310
276$19.80$21.30—$300.0035.42%$18.40$22.401930
168$14.50$17.3034.73%$310.00—$23.40$30.10950
0126$10.80$13.7034.50%$320.00—$29.70$36.701342
0107$8.60$10.6034.92%$330.00—$36.00$42.00650
0168$6.30$8.2034.83%$340.00—$44.80$52.00550
23230$5.30$6.0035.35%$350.00—$52.00$59.301360
10206$3.30$4.8034.90%$360.00—$62.30$68.30570
562$2.35$3.5034.75%$370.00—$70.60$76.60540
—————$380.00—$79.40$87.2030
—————$390.00—$90.20$96.9040
—————$400.00—$98.40$107.7011
—————$430.00—$128.40$137.7040
—————$460.00—$158.40$167.7020

Forward $300.15. The 25-delta put carries +1.04 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 34.43%±57.84skew +1.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$96.70$105.00—$200.00—————
05$87.70$93.80—$210.00—————
01$78.70$85.40—$220.00—————
01$68.80$76.30—$230.00—————
01$60.70$67.60—$240.0037.61%$3.50$5.00600
04$51.10$59.60—$250.0034.84%$4.20$6.00960
010$46.20$49.60—$260.0034.57%$6.20$8.4017920
016$36.30$42.40—$270.0034.94%$9.20$11.7012920
08$32.10$35.80—$280.0034.36%$11.80$15.706729
12$24.10$29.90—$290.0033.94%$16.70$18.901412
028$21.40$24.1034.98%$300.00—$22.20$24.806558
630$16.50$19.0033.72%$310.00—$27.00$30.304934
159$11.80$16.2033.37%$320.00—$32.50$36.50601
1947$9.20$12.5033.01%$330.00—$39.00$45.00650
181$7.60$10.4033.97%$340.00—$46.70$53.00380
16120$5.70$8.3033.92%$350.00—$53.00$61.001200
—————$360.00—$63.30$69.10520
—————$370.00—$72.10$77.20360
—————$380.00—$81.50$86.10900
—————$390.00—$89.50$97.00140
—————$400.00—$98.60$107.301090

Forward $299.24. The 25-delta put carries +1.02 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 32.69%±69.30skew +3.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$90.10$97.90—$210.00—————
01$81.60$88.00—$220.00—————
05$73.70$80.50—$230.0039.03%$4.30$7.00240
—————$240.0037.58%$5.30$8.7080
08$57.00$65.00—$250.00—————
03$49.50$55.70—$260.0036.67%$9.60$13.90160
01$43.00$50.90—$270.0036.28%$12.50$17.201423
17$37.80$43.00—$280.0035.51%$16.30$20.00393
—————$290.0035.64%$20.10$25.202020
015$28.20$33.70—$300.0035.54%$24.80$30.201501
012$21.60$26.9032.69%$310.00—$30.30$35.70340
022$18.00$23.0032.79%$320.00—$36.00$42.90520
044$14.30$19.5032.45%$330.00—$42.50$48.50210
066$11.80$16.5032.59%$340.00—$49.30$58.00160
085$9.70$13.9032.72%$350.00—$58.40$63.60220
016$7.80$11.7032.76%$360.00—$66.40$72.50230
05$6.10$9.8032.68%$370.00—$74.60$80.2040
—————$380.00—$83.40$89.4040
—————$390.00—$90.90$97.60100
—————$400.00—$101.30$107.20130
—————$410.00—$110.90$117.4010

Forward $303.52. The 25-delta put carries +3.91 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.