Options Skew Analytics

EIX 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 41.97%±4.92skew +0.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$20.90$24.20—$37.50—————
05$18.40$21.70—$40.00—————
04$13.50$16.80—$45.00—————
023$12.00$13.70—$47.50—————
0282$8.60$10.50—$50.0055.75%$0.10$0.152,5835
05,172$7.10$7.90—$52.50—————
32,162$5.00$5.50—$55.0045.58%$0.40$0.552,4596
13,021$3.10$3.50—$57.5043.11%$0.90$1.158214
1413,481$1.70$2.0541.97%$60.00—$1.90$2.201,36253
3083,216$0.80$1.1042.13%$62.50—$3.40$3.801551
122,912$0.40$0.5543.86%$65.00—————

Forward $59.82. The 25-delta put carries +0.98 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 36.78%±9.63skew +4.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$29.10$31.30—$30.00—————
01$21.80$23.80—$37.50—————
05$19.30$20.90—$40.00—————
034$16.90$19.00—$42.50—————
023$14.70$16.20—$45.00—————
023$12.60$14.00—$47.50—————
21,681$10.30$11.40—$50.00—————
0412$7.70$9.90—$52.5039.11%$1.10$1.359,60551
31,863$6.30$7.10—$55.0038.72%$1.80$2.053,1715
01,254$4.70$6.00—$57.5037.75%$2.65$2.951,6084
75,084$3.50$4.0037.11%$60.00—$3.70$4.208685
144,615$2.20$2.9035.31%$62.50—$5.20$5.802495
35,467$1.55$1.8534.50%$65.00—$6.30$7.904,5230
1539$1.00$1.3034.64%$67.50—$8.20$10.004110
01,032$0.60$0.9534.99%$70.00—$10.30$12.202020
—————$72.50—$12.30$14.402090
—————$75.00—$14.60$16.701480
—————$77.50—$17.00$19.10410
—————$80.00—$19.40$21.50190
—————$82.50—$21.80$23.90170

Forward $59.80. The 25-delta put carries +4.09 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 36.26%±14.34skew +2.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$26.40$28.80—$32.50—————
03$23.60$27.00—$35.00—————
08$19.70$21.20—$40.00—————
050$17.40$18.90—$42.50—————
028$14.90$16.80—$45.0040.22%$0.80$1.251,6046
07$13.10$14.40—$47.5039.04%$1.15$1.701720
0249$11.20$12.50—$50.0038.91%$1.90$2.209511
016$9.10$10.70—$52.5037.53%$2.35$3.00789
0129$7.60$8.70—$55.0036.99%$3.20$3.902995
0135$6.00$7.60—$57.5036.18%$4.10$5.001641
3752$5.00$5.7035.92%$60.00—$5.40$6.208791
31,309$3.90$5.0036.55%$62.50—$6.70$7.801730
0951$3.00$4.1036.18%$65.00—$8.00$9.501470
0463$2.40$3.0035.15%$67.50—$9.70$11.40270
5131$2.00$2.4535.87%$70.00—$11.60$13.30150
449$1.40$1.9034.99%$72.50—$13.60$15.30220
0243$1.05$1.4534.69%$75.00—$15.70$17.40440
0716$0.75$1.0534.01%$77.50—$17.80$19.60120

Forward $59.54. The 25-delta put carries +2.54 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.