Options Skew Analytics

DUK option chain

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

Data as of 6 November 2026 (end of day)

2027-03-19(133 days)ATM 17.60%±13.63skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$36.50$40.50—$90.00—————
039$32.00$34.80—$95.00—————
023$27.20$30.30—$100.00—————
114$22.90$25.40—$105.0024.18%$0.50$0.803599
2100$18.30$20.30—$110.0022.18%$0.75$1.203431
077$13.40$16.70—$115.0020.84%$1.30$1.905300
0307$9.20$12.30—$120.0019.16%$2.15$2.8039816
6609$6.70$8.10—$125.0018.19%$3.60$4.401382
17602$4.20$4.9017.50%$130.00—$5.90$6.602910
22,825$2.40$2.9517.14%$135.00—$8.60$11.2050
0130$1.20$1.8017.08%$140.00—$12.30$15.10100
0116$0.60$1.0017.12%$145.00—————

Forward $128.27. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 17.60%±15.04skew +2.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$27.00$31.00—$100.00—————
03$22.30$26.30—$105.00—————
03$18.60$21.30—$110.0021.77%$1.00$1.40231
013$14.00$16.80—$115.0020.27%$1.55$2.104612
11,059$10.80$12.60—$120.0019.04%$2.55$3.10340
0621$6.70$9.10—$125.0018.07%$4.00$4.7080
3528$5.00$5.5017.56%$130.00—————
2156$3.00$3.6017.26%$135.00—————
0255$1.60$2.2516.92%$140.00—$12.30$15.1020
093$0.90$1.4017.16%$145.00—————

Forward $128.62. The 25-delta put carries +2.12 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 18.01%±18.14skew +3.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$41.70$45.50—$85.00—————
02$37.40$39.70—$90.00—————
01$32.10$35.90—$95.00—————
041$27.90$30.30—$100.00—————
06$23.60$25.80—$105.0023.06%$1.05$1.55951
053$19.00$21.40—$110.0021.68%$1.55$2.152740
035$14.60$17.80—$115.0020.37%$2.30$2.953300
0174$11.10$13.80—$120.0019.40%$3.40$4.201570
0243$8.60$9.80—$125.0018.89%$5.20$5.901461
22,143$6.20$6.9018.03%$130.00—$7.20$8.10140
1571$4.10$4.8017.57%$135.00—$10.20$12.2020
0714$2.45$3.3017.16%$140.00—$13.60$15.2020
1106$1.60$2.2017.30%$145.00—$16.90$20.0010
0220$0.95$1.4517.30%$150.00—————

Forward $128.87. The 25-delta put carries +3.07 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 18.78%±22.57skew +3.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$37.00$41.30—$90.00—————
—————$95.0025.72%$1.00$1.355,5960
05$27.90$32.10—$100.00—————
01$23.60$27.80—$105.0022.48%$1.55$2.351810
054$20.10$23.20—$110.0022.17%$2.60$3.201820
011$16.70$18.60—$115.0020.90%$3.60$4.00844
088$12.70$15.10—$120.0019.65%$4.50$5.4020713
0164$9.60$12.40—$125.0019.84%$6.90$7.2020769
2394$8.10$8.8018.90%$130.00—$8.40$9.70050
5487$6.20$6.4018.54%$135.00—————
83624$4.40$4.8018.29%$140.00—————
042$2.55$3.6017.55%$145.00—————
013$1.75$2.6517.65%$150.00—————
—————$190.00—$60.60$64.70—0

Forward $129.38. The 25-delta put carries +3.35 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.