Options Skew Analytics

EL option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 39.96%±6.11skew +4.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.30$15.70—$96.00—————
01$12.30$14.90—$97.00—————
01$11.40$13.50—$98.00—————
13$10.60$11.80—$99.00—————
010$9.50$11.80—$100.00—————
25$8.80$10.70—$101.00—————
25$7.60$9.90—$102.00—————
41$6.70$9.00—$103.00—————
27$6.40$7.60—$104.00—————
012$5.50$7.10—$105.0044.56%$0.60$0.95164
11111$4.70$6.20—$106.00—————
013$4.40$4.80—$107.00—————
117$3.30$4.20—$108.0041.51%$1.30$1.652111
5238$3.00$3.40—$109.0041.25%$1.70$2.0033398
635$2.50$2.85—$110.0040.38%$2.10$2.401215
232$2.00$2.3039.70%$111.00—$2.50$3.00170
34$1.55$1.8539.18%$112.00—$3.10$3.60240
018$1.20$1.4538.84%$113.00—————
2713$0.75$1.2037.78%$114.00—$4.20$5.0050
1134$0.70$0.9539.63%$115.00—$4.90$6.50250
—————$123.00—$11.70$14.1030

Forward $110.43. The 25-delta put carries +4.93 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 39.85%±8.62skew +3.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$10.90$13.20—$99.00—————
01,712$10.00$12.20—$100.00—————
023$9.10$10.90—$101.0043.93%$0.60$0.801080
06$8.20$10.60—$102.0042.54%$0.65$0.95320
010$7.30$9.10—$103.0041.75%$0.80$1.101651
15$7.20$8.00—$104.0041.75%$1.05$1.305600
2348$6.30$7.50—$105.0041.21%$1.20$1.601,0320
015$6.00$6.40—$106.0041.91%$1.50$2.00411
0172$4.90$6.00—$107.0040.72%$1.80$2.204236
075$4.60$5.00—$108.0041.25%$2.15$2.70701
358$3.90$4.50—$109.0040.33%$2.45$3.101290
111,024$3.50$3.80—$110.0039.79%$2.90$3.501641
1296$2.95$3.4039.86%$111.00—$3.40$4.00240
1452$2.25$2.8537.64%$112.00—$4.00$4.70260
3852$2.10$2.5039.29%$113.00—————
011$1.60$2.1538.31%$114.00—————
165710$1.45$1.9539.97%$115.00—$5.90$6.6040
—————$116.00—$6.30$7.7010
5260$0.95$1.2038.19%$117.00—————
07$0.70$1.0538.08%$118.00—————
20601$0.55$0.7039.11%$120.00—$9.30$11.3020

Forward $110.45. The 25-delta put carries +3.02 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 37.25%±13.96skew +3.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$63.60$67.10—$45.00—————
035$58.90$62.10—$50.00—————
01$54.10$57.10—$55.00—————
05$48.50$52.20—$60.00—————
012$43.90$47.20—$65.00—————
031$38.90$42.20—$70.00—————
0136$34.20$37.30—$75.00—————
082$29.40$32.30—$80.00—————
0125$24.60$26.70—$85.00—————
0193$19.90$21.70—$90.0042.99%$0.40$0.652549
2191$15.50$17.10—$95.0042.24%$0.90$1.305878
64485$12.10$12.70—$100.0039.85%$1.75$2.0573337
4604$8.40$9.10—$105.0038.26%$3.10$3.409441
81,838$5.50$6.10—$110.0037.55%$5.10$5.603392
2872$3.30$3.8036.39%$115.00—$7.80$8.401502
381,953$1.90$2.2536.04%$120.00—$11.40$12.60130
4429$1.00$1.3035.91%$125.00—$14.70$16.90840
4994$0.55$0.7036.15%$130.00—$19.20$21.40890
635$0.25$0.4036.33%$135.00—————
—————$140.00—$28.70$31.1030
—————$145.00—$33.40$35.9005

Forward $110.45. The 25-delta put carries +3.81 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 36.19%±17.55skew +3.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
071$63.40$66.90—$45.00—————
0125$59.10$62.20—$50.00—————
0160$53.90$57.20—$55.00—————
0610$49.00$52.20—$60.00—————
0236$44.30$47.30—$65.00—————
0385$39.40$42.00—$70.00—————
01,353$34.70$37.40—$75.00—————
2493$30.30$31.90—$80.00—————
0334$25.70$27.10—$85.0041.25%$0.45$0.6593186
11,928$20.70$22.50—$90.0039.68%$0.85$1.102,3831
9745$17.00$18.00—$95.0038.82%$1.60$1.851,5291
192,548$13.10$14.20—$100.0037.44%$2.65$2.901,3131
1762$9.80$10.80—$105.0037.42%$4.30$4.701,0089
643,261$7.10$7.60—$110.0036.46%$6.40$6.801,577120
138716$4.90$5.3035.84%$115.00—$9.00$9.5065240
461,181$3.20$3.5035.06%$120.00—$11.90$13.00443210
162,592$1.95$2.2034.24%$125.00—$15.70$17.60240
163,323$1.20$1.4534.44%$130.00—$19.80$21.90400
51,005$0.70$1.0034.89%$135.00—————
0178$0.45$0.7035.82%$140.00—————
—————$150.00—$38.00$41.107500

Forward $110.76. The 25-delta put carries +3.20 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 38.92%±26.22skew +4.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$59.10$62.40—$50.00—————
018$54.50$57.50—$55.00—————
920$49.60$52.60—$60.00—————
08$44.90$47.50—$65.00—————
026$40.10$42.70—$70.00—————
0235$35.50$38.00—$75.00—————
014,315$31.20$33.10—$80.00—————
038$26.90$28.80—$85.0043.37%$1.70$2.152782
0132$22.60$25.00—$90.0042.95%$2.50$3.303722
250$19.70$20.90—$95.0042.15%$3.80$4.4027217
6284$16.30$17.20—$100.0041.31%$5.30$5.9017716
5428,733$13.40$14.40—$105.0041.36%$7.30$8.002900
57,378$10.90$11.70—$110.0039.97%$9.40$10.001833
103,020$8.60$9.1038.89%$115.00—$11.90$13.101687
7329$6.70$7.2038.57%$120.00—$14.80$16.10402
01,520$5.00$5.6037.94%$125.00—$18.30$19.70605
014,251$4.00$4.3038.16%$130.00—$21.90$23.8020
4595$2.75$3.3037.36%$135.00—————
526$2.20$2.5037.72%$140.00—————
04$1.55$1.9037.44%$145.00—————
013$1.15$1.8038.86%$150.00—————

Forward $111.62. The 25-delta put carries +4.79 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 40.14%±29.75skew +1.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$36.20$38.60—$75.00—————
035$31.70$34.00—$80.0043.52%$1.30$2.001800
0261$27.60$29.60—$85.0042.71%$2.00$2.85630
049$24.00$25.50—$90.0041.59%$2.95$3.8027,11811
—————$95.0040.60%$4.10$5.10730
018$16.70$18.60—$100.0040.18%$5.70$6.80170
021$13.70$15.70—$105.0039.83%$7.70$8.8012,5170
21210$11.60$12.80—$110.0039.70%$10.20$11.10167
28,555$9.80$10.6040.17%$115.00—$12.60$14.00280
038$7.50$8.8039.40%$120.00—$15.50$17.00110
0136$5.90$7.3039.35%$125.00—$18.10$20.80230
011$4.40$5.8038.51%$130.00—————
119,117$3.70$4.8039.31%$135.00—————
034$2.70$4.0039.15%$140.00—————

Forward $111.58. The 25-delta put carries +1.45 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 41.15%±36.12skew +1.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$59.70$62.90—$50.00—————
04$54.90$58.20—$55.00—————
02$50.40$53.10—$60.00—————
—————$70.0045.27%$1.10$1.451,2770
05$37.30$39.70—$75.0045.75%$1.70$2.401700
05$33.10$35.60—$80.0045.87%$2.35$3.706410
010$29.30$31.80—$85.0044.78%$3.30$4.701,6870
072$25.70$28.10—$90.0043.40%$4.80$5.401,7350
0181$22.80$24.50—$95.0042.39%$6.30$6.701150
8335$19.90$21.10—$100.0041.77%$8.00$8.505370
0255$16.70$18.30—$105.0041.12%$9.90$10.603450
0319$14.50$15.70—$110.0041.47%$12.30$13.40800
048$12.50$13.5041.51%$115.00—$14.90$16.507510
033$10.40$11.5040.95%$120.00—$17.90$19.70310
251$8.70$9.8040.72%$125.00—$21.10$22.9060
230$7.40$8.2040.59%$130.00—————
1114$6.10$6.9040.31%$135.00—————
111$5.10$6.2040.93%$140.00—————
07$4.20$5.1040.54%$145.00—————
08$3.40$4.4040.54%$150.00—————
03$2.00$2.9539.36%$160.00—————

Forward $112.31. The 25-delta put carries +1.86 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.