Options Skew Analytics

EIX 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 33.23%±4.67skew +0.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$19.60$21.20—$35.00—————
01$16.90$18.50—$37.50—————
56$15.00$15.80—$40.00—————
012$12.30$13.80—$42.50—————
062$10.10$11.20—$45.0042.37%$0.05$0.101,8860
69$7.60$8.50—$47.5036.04%$0.10$0.1585722
2124$5.40$5.90—$50.0033.28%$0.30$0.353,69557
077$2.70$4.40—$52.5033.14%$0.85$0.951,88712
1825,950$1.70$1.8033.23%$55.00—$1.90$2.056,280209
541,230$0.80$0.8532.83%$57.50—$3.00$4.503926
1495,464$0.35$0.4534.57%$60.00—$5.30$6.003,1341
1031,218$0.15$0.2536.69%$62.50—$7.60$8.604821
51,765$0.10$0.1540.31%$65.00—$10.00$10.608,3900
9592$0.05$0.1043.01%$67.50—$12.40$13.401,6792
—————$70.00—$14.00$17.102,5230
—————$72.50—$16.70$18.508010
—————$75.00—$19.70$21.101,0685
—————$77.50—$21.30$24.60210
—————$80.00—$24.00$25.902710
—————$82.50—$26.30$29.60390
—————$85.00—$28.80$32.201120

Forward $54.77. The 25-delta put carries +0.31 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 38.39%±8.47skew +0.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$7.90$8.80—$47.5038.26%$0.60$0.851194
200$6.10$6.40—$50.0038.53%$1.30$1.4075155
012$4.30$4.90—$52.5038.07%$2.10$2.3011545
2130$3.20$3.4038.29%$55.00—$3.30$3.507579
1,41182$2.25$2.4038.73%$57.50—$4.70$5.00193
137156$1.50$1.6038.50%$60.00—$6.10$7.0041
57080$0.90$1.0537.95%$62.50—$8.00$9.1050
9142$0.55$0.7538.68%$65.00—$10.20$11.80260
—————$70.00—$14.50$16.8030

Forward $54.90. The 25-delta put carries +0.58 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 37.63%±11.55skew +1.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$24.30$27.40—$30.00—————
010$16.80$19.90—$37.50—————
021$15.20$16.20—$40.00—————
016$12.40$14.00—$42.50—————
024$10.50$11.60—$45.0039.82%$0.95$1.3550050
023$8.30$9.70—$47.5038.21%$1.55$1.75391193
01,374$6.90$7.70—$50.0038.22%$2.30$2.652,83845
16267$5.40$5.90—$52.5038.94%$3.50$3.7013,1062,869
251697$4.30$4.6038.01%$55.00—$4.60$4.902,74145
36660$3.20$3.5037.20%$57.50—$6.10$6.501,2174
193,711$2.45$2.6537.27%$60.00—$7.40$8.105823
584,173$1.80$2.0037.19%$62.50—$9.40$10.402310
565,254$1.25$1.5036.88%$65.00—$11.40$12.305,0020
4626$0.95$1.1037.20%$67.50—$13.20$14.901202
141,235$0.70$0.8037.34%$70.00—$15.70$16.701950
—————$72.50—$17.90$19.302240
411,200$0.40$0.6039.79%$75.00—$20.20$21.601640
—————$77.50—$22.40$24.00410
—————$80.00—$25.00$26.40190
—————$82.50—$27.40$28.80170
—————$85.00—$29.80$31.2010

Forward $54.70. The 25-delta put carries +1.33 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 36.55%±15.10skew +1.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$22.40$24.30—$32.50—————
03$19.90$22.30—$35.00—————
08$15.60$16.50—$40.0040.46%$0.80$1.302830
014$13.40$14.40—$42.5039.20%$1.15$1.75510
028$11.30$12.60—$45.0038.79%$1.70$2.401170
07$9.70$10.80—$47.5038.62%$2.35$3.30720
0240$8.00$9.30—$50.0038.72%$3.40$4.201,6360
—————$52.5038.56%$4.50$5.3092
0118$5.60$6.80—$55.00—$5.80$6.602270
037$4.50$5.2036.52%$57.50—$7.30$8.00983
93524$3.70$4.3036.60%$60.00—$8.20$11.20500
59883$3.00$3.5036.46%$62.50—$10.40$11.80510
1294$2.35$2.9036.35%$65.00—$12.40$13.60570
1578$1.90$2.3036.20%$67.50—$14.40$15.6040
378$1.50$2.1037.13%$70.00—$16.40$17.7030
011$1.20$1.7537.35%$72.50—$18.20$20.3060
556$0.95$1.3036.73%$75.00—$20.90$22.00100
122$0.75$1.2537.88%$77.50—$22.90$24.50120
273$0.60$0.9537.52%$80.00—————
24$0.45$0.7537.23%$82.50—————

Forward $55.00. The 25-delta put carries +1.49 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.