Options Skew Analytics

EFX option chain

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

Data as of 6 November 2026 (end of day)

2026-12-18(42 days)ATM 41.62%±26.86skew +4.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
023$78.50$81.90—$110.00—————
03$73.50$76.50—$115.00—————
01$58.90$61.30—$130.00—————
01$54.00$56.40—$135.00—————
011$48.90$52.00—$140.00—————
012$44.20$46.70—$145.00—————
06$39.30$42.40—$150.00—————
052$34.70$37.80—$155.00—————
036$30.10$33.10—$160.00—————
016$26.10$28.40—$165.00—————
044$22.40$24.50—$170.0043.87%$3.10$3.80324
054$19.20$21.00—$175.0043.66%$4.40$5.201401
130$15.80$17.20—$180.0042.47%$4.90$7.60251
060$12.10$14.60—$185.0042.42%$7.60$9.00170
1100$9.90$12.00—$190.0042.30%$9.90$11.50241
4592$7.60$9.1040.68%$195.00—$12.10$14.10580
84151$6.40$6.9041.19%$200.00—$15.20$17.50380
5101$3.30$3.9039.64%$210.00—————
276$1.40$2.0037.97%$220.00—————
126$0.70$0.9537.87%$230.00—————

Forward $190.25. The 25-delta put carries +4.02 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 37.99%±31.83skew +2.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$88.50$92.10—$100.00—————
07$68.80$72.30—$120.00—————
05$64.20$67.00—$125.00—————
02$59.30$61.80—$130.00—————
02$54.50$57.00—$135.00—————
01$49.80$52.20—$140.00—————
012$45.20$47.50—$145.00—————
019$40.70$43.20—$150.00—————
08$36.40$38.80—$155.00—————
013$32.20$34.60—$160.00—————
04$28.20$30.60—$165.0041.55%$3.60$3.90360
627$25.80$26.40—$170.0040.78%$4.60$5.1050
017$21.30$23.20—$175.0041.87%$6.10$7.30650
132$18.90$19.90—$180.0040.01%$7.50$8.50350
430$16.30$17.10—$185.0039.16%$9.10$10.60480
020$12.40$14.70—$190.0038.97%$11.50$12.90570
05$10.00$11.9037.89%$195.00—$14.20$16.60640
1332$8.70$9.6038.34%$200.00—————
1025$5.40$6.3037.64%$210.00—$24.30$26.4010
2322$3.70$4.0038.21%$220.00—————
1029$2.15$2.4037.63%$230.00—————

Forward $191.36. The 25-delta put carries +2.57 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 40.22%±51.37skew +4.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$89.60$92.00—$100.00—————
03$70.70$73.20—$120.00—————
02$57.30$59.90—$135.00—————
010$53.10$55.60—$140.00—————
036$49.00$51.50—$145.00—————
04$45.10$47.50—$150.00—————
07$41.30$43.80—$155.0042.40%$4.60$7.50180
09$37.80$40.20—$160.0043.63%$7.00$8.8050
016$34.30$36.70—$165.0042.94%$8.40$10.1040
010$31.30$33.60—$170.0042.83%$10.10$11.9030
057$28.40$30.60—$175.0041.51%$11.00$13.8080
010$25.20$27.70—$180.0041.40%$13.10$15.9040
017$23.00$24.80—$185.0041.19%$15.30$18.2040
023$20.50$22.50—$190.0041.01%$17.80$20.6030
053$18.40$19.8040.57%$195.00—$20.40$23.2090
06$15.60$18.2040.18%$200.00—$23.30$26.00230
0180$12.50$14.0039.85%$210.00—$29.70$32.0010
059$8.60$11.3038.88%$220.00—$36.70$38.9090
047$6.50$8.0037.87%$230.00—————
036$5.20$6.0038.14%$240.00—————
142$3.60$4.5037.60%$250.00—————

Forward $192.34. The 25-delta put carries +4.80 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.