Options Skew Analytics

EA option chain

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

Data as of 30 June 2025 (end of day)

2025-08-01(32 days)ATM 28.91%±13.72skew +1.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$147.0032.56%$1.20$1.7501
05$10.30$14.30—$150.00—————
03$10.10$10.90—$152.5030.20%$2.15$2.8510
01$8.40$9.10—$155.0030.00%$3.00$3.6013
5244$5.30$6.00—$160.0029.04%$4.90$5.7060
01$4.10$4.8028.72%$162.50—————
02$3.10$3.8028.51%$165.00—————
27$2.25$2.8527.89%$167.50—————
080$1.70$2.2528.28%$170.00—————
100$0.80$1.3028.11%$175.00—————

Forward $160.35. The 25-delta put carries +1.92 volatility points over the 25-delta call.

2025-08-15(46 days)ATM 26.62%±15.18skew +3.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$34.10$37.10—$125.00—————
02$29.00$32.10—$130.00—————
03$24.20$28.10—$135.00—————
043$21.30$21.90—$140.0032.94%$0.85$1.202,6631
3120$16.90$17.50—$145.0030.59%$1.35$1.70911
72,516$12.80$13.30—$150.0028.85%$2.25$2.509517
17311$9.20$9.60—$155.0027.95%$3.60$4.009210
861,358$6.20$6.60—$160.0026.89%$5.50$6.001177
6196$3.90$4.2026.01%$165.00—————
122947$2.30$2.5525.58%$170.00—————
0210$1.25$1.5025.37%$175.00—————
07$0.65$0.9025.60%$180.00—————
02$0.35$0.5025.88%$185.00—————

Forward $160.65. The 25-delta put carries +3.27 volatility points over the 25-delta call.

2025-09-19(81 days)ATM 24.36%±18.51skew +3.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$88.40$92.50—$70.00—————
01$83.40$87.40—$75.00—————
02$73.60$77.60—$85.00—————
05$68.70$72.70—$90.00—————
013$63.70$67.90—$95.00—————
09$58.80$63.00—$100.00—————
02$54.00$57.90—$105.00—————
016$49.30$52.90—$110.00—————
120$44.80$47.20—$115.00—————
048$40.90$41.70—$120.00—————
0225$36.10$36.80—$125.00—————
2174$31.40$32.10—$130.0032.63%$0.65$0.959731
061$26.80$27.50—$135.0030.82%$0.95$1.308790
0101$22.40$23.00—$140.0029.31%$1.40$1.851861
0780$18.10$18.70—$145.0027.56%$2.10$2.453501
11,019$14.20$14.80—$150.0026.16%$3.00$3.5040420
0404$10.70$11.30—$155.0025.37%$4.50$5.001300
2834$7.70$8.40—$160.0024.70%$6.50$7.00650
21,061$5.30$5.9023.99%$165.00—$9.10$9.60100
1402$3.40$4.0023.37%$170.00—$12.30$13.0020
0174$2.05$2.7023.08%$175.00—————

Forward $161.31. The 25-delta put carries +3.07 volatility points over the 25-delta call.

2025-10-17(109 days)ATM 23.89%±21.09skew +2.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
090$40.00$43.70—$120.00—————
—————$135.0029.68%$1.20$2.001880
02$22.20$25.20—$140.0028.18%$1.75$2.60500
05$18.90$21.00—$145.00—————
017$15.30$15.90—$150.0025.57%$3.80$4.30680
135$11.90$12.70—$155.0024.77%$5.20$6.00340
0165$8.80$9.70—$160.0024.53%$7.30$8.201525
6502$6.20$7.1023.51%$165.00—————
0138$4.40$5.2023.36%$170.00—————
097$2.90$3.6022.82%$175.00—————
164$1.85$2.4522.50%$180.00—————

Forward $161.52. The 25-delta put carries +2.75 volatility points over the 25-delta call.

2025-11-21(144 days)ATM 26.67%±27.06skew +2.24
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$36.20$40.10—$125.0032.37%$1.25$1.55230
05$31.80$35.30—$130.0032.07%$1.55$2.55300
05$27.20$31.20—$135.0029.72%$2.20$2.65380
—————$140.0027.92%$2.95$3.10460
018$21.10$21.60—$145.0027.17%$3.90$4.3015815
032$17.50$18.00—$150.0026.71%$5.20$5.9016415
062$13.70$14.70—$155.0027.09%$6.90$8.40100
033$11.10$12.00—$160.0027.26%$8.70$11.4010
061$8.70$9.3026.44%$165.00—————
147$6.50$7.1025.60%$170.00—————
2893$4.80$5.4025.15%$175.00—————
260$3.50$4.1024.94%$180.00—————
01$2.40$2.9024.29%$185.00—————
072$1.50$2.3024.16%$190.00—————

Forward $161.53. The 25-delta put carries +2.24 volatility points over the 25-delta call.

2025-12-19(172 days)ATM 23.99%±26.79skew +4.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$55.40$59.30—$105.00—————
—————$115.0035.27%$0.95$1.2580
01$41.20$45.40—$120.00—————
010$32.40$35.50—$130.0031.15%$1.85$2.75450
026$29.80$30.60—$135.0029.29%$2.55$3.00990
012$25.70$26.40—$140.0028.44%$3.50$3.80145
06$21.90$22.60—$145.0027.49%$4.50$4.90159
011$18.40$18.90—$150.0026.85%$5.90$6.3032
06$15.10$15.70—$155.0026.24%$7.60$8.00170
122$12.20$12.80—$160.0025.72%$9.60$10.1030
032$8.80$10.1023.99%$165.00—$12.00$12.50280
969$7.40$8.0024.45%$170.00—————
0116$5.60$6.1023.92%$175.00—————
3157$4.10$4.7023.59%$180.00—————
04$2.95$3.6023.38%$185.00—————
03$1.95$2.7022.95%$190.00—————
01$1.35$2.0522.92%$195.00—————

Forward $162.70. The 25-delta put carries +4.11 volatility points over the 25-delta call.

2026-01-16(200 days)ATM 25.16%±30.35skew +3.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$70.00$73.90—$90.00—————
05$65.50$69.20—$95.00—————
041$60.50$64.60—$100.00—————
09$55.70$59.90—$105.00—————
066$51.00$55.20—$110.0035.41%$0.80$1.208490
0397$46.40$50.50—$115.00—————
094$42.30$45.40—$120.00—————
0204$38.80$40.00—$125.0030.73%$1.70$2.101,0200
21,006$34.70$35.60—$130.0030.16%$2.25$2.904620
0221$30.40$31.40—$135.0028.66%$3.00$3.308430
2387$26.50$27.50—$140.0028.23%$3.80$4.605900
1383$22.80$23.60—$145.0027.45%$5.00$5.701951
0569$19.30$20.20—$150.0026.47%$6.40$6.907350
31,023$16.10$16.50—$155.0026.18%$8.10$8.9026224
1262$13.20$13.90—$160.0025.66%$10.10$11.0018319
01,209$10.60$11.3025.23%$165.00—$12.50$13.406824
12,909$8.40$9.1024.76%$170.00—————
0382$6.40$7.2024.16%$175.00—$18.50$19.4010
0153$4.40$6.5024.27%$180.00—————
—————$190.00—$28.70$32.8060
0332$1.50$1.8523.02%$200.00—————

Forward $162.95. The 25-delta put carries +3.18 volatility points over the 25-delta call.

2026-06-18(353 days)ATM 25.82%±41.91skew +5.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$110.0033.82%$1.90$2.70530
—————$115.0032.54%$2.25$3.201070
031$46.80$47.90—$120.00—————
849$42.80$43.80—$125.0030.68%$3.50$4.50430
325$38.80$39.80—$130.0030.29%$4.60$5.4028222
017$34.90$36.00—$135.0029.41%$5.50$6.409611
054$31.30$32.40—$140.0028.77%$6.80$7.501300
050$27.80$28.80—$145.0028.10%$8.10$8.904023
054$24.30$25.50—$150.0027.48%$9.60$10.501000
048$21.20$22.60—$155.0026.95%$11.40$12.301320
082$18.10$19.50—$160.0026.50%$13.50$14.30150
182$16.00$16.80—$165.00—————
010$13.60$14.5025.86%$170.00—$18.30$19.3010
03$11.30$12.5025.36%$175.00—————
0204$9.50$10.5024.91%$180.00—$23.80$27.0020
027$7.70$8.8024.37%$185.00—————
029$6.40$7.3024.08%$190.00—————
232$5.40$6.1024.02%$195.00—————
07$4.30$5.0023.64%$200.00—————
01$1.65$2.4523.15%$220.00—————

Forward $165.07. The 25-delta put carries +5.13 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.