Options Skew Analytics

EMR 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 37.70%±8.46skew +4.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$30.90$33.70—$130.00—————
01$12.30$15.10—$149.00—————
—————$152.5044.72%$0.65$1.00449
011$7.70$9.40—$155.0041.52%$0.90$1.3580
01$6.20$6.90—$157.5040.24%$1.50$1.9042
139$4.40$5.00—$160.0039.01%$2.30$2.7091
468$2.90$3.5037.63%$162.50—$3.30$3.80411
1723$1.80$2.3536.61%$165.00—$4.70$5.20519
029$1.05$1.5036.03%$167.50—$6.40$6.9010
0140$0.60$0.8535.41%$170.00—$8.20$9.8010
23$0.40$0.5036.48%$172.50—$10.30$12.00190
—————$175.00—$12.30$14.20110
—————$180.00—$17.00$19.2070

Forward $162.15. The 25-delta put carries +4.21 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 35.53%±11.28skew +4.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$16.50$18.70—$145.00—————
—————$149.0043.52%$0.85$1.40200
067$12.50$14.20—$150.0042.16%$0.95$1.458530
04$10.40$12.10—$152.5040.74%$1.40$1.8020
0403$8.90$9.60—$155.0039.39%$1.90$2.3531421
057$7.00$7.70—$157.5038.52%$2.60$3.10271
0860$5.30$6.10—$160.0037.21%$3.50$3.90806
05$3.90$4.7035.53%$162.50—$4.40$5.00310
1148$2.75$3.4034.27%$165.00—$5.50$6.40190
014$2.00$2.4534.28%$167.50—$7.40$8.0040
441760$1.50$1.7534.87%$170.00—$9.20$9.80210
1566$0.90$1.2534.31%$172.50—$10.90$12.6010
0490$0.60$1.0035.50%$175.00—————
—————$180.00—$17.30$19.90110

Forward $162.10. The 25-delta put carries +4.53 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 33.12%±12.88skew +4.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$50.50$54.60—$110.00—————
01$17.20$19.50—$145.0041.22%$0.75$1.2080
03$12.60$15.30—$150.0038.77%$1.35$1.90100
02$9.50$10.50—$155.0036.14%$2.25$3.0080
01$6.00$6.90—$160.0034.51%$3.90$4.7040
055$3.40$4.1032.30%$165.00—————
09$1.80$2.4032.08%$170.00—$9.50$10.4030
0228$0.90$1.3532.37%$175.00—$13.00$15.6010
—————$200.00—$36.40$39.9020

Forward $162.15. The 25-delta put carries +4.07 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 32.07%±14.43skew +5.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$145.0039.83%$1.00$1.6510
—————$150.0036.89%$1.65$2.3010
02$6.80$7.70—$160.0033.48%$4.40$5.20142
04$4.20$4.8031.49%$165.00—$6.80$7.60270
13$2.40$3.0031.07%$170.00—————
152$1.30$1.8531.27%$175.00—————

Forward $162.46. The 25-delta put carries +5.62 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 31.46%±17.35skew +5.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$65.40$69.20—$95.00—————
012$60.50$64.50—$100.00—————
06$55.50$59.50—$105.00—————
01$50.60$54.60—$110.00—————
01$45.70$48.80—$115.00—————
04$40.80$43.90—$120.00—————
05$35.90$39.10—$125.00—————
017$31.30$34.30—$130.00—————
017$27.00$29.50—$135.00—————
0160$22.80$24.50—$140.0039.44%$1.10$1.551,7442
0114$18.50$20.40—$145.0038.07%$1.75$2.302,30313
0206$15.00$15.90—$150.0037.07%$2.65$3.501,05224
0342$11.20$12.10—$155.0035.28%$3.90$4.802393
182,227$8.00$8.90—$160.0032.57%$5.60$6.1039111
51,980$5.40$6.1031.16%$165.00—$8.00$9.102050
44,116$3.50$4.1030.64%$170.00—$10.90$12.10280
41,758$2.20$2.9031.12%$175.00—————
3511,841$1.30$1.9031.07%$180.00—$18.30$20.2020
662,196$0.75$1.2031.11%$185.00—————
—————$195.00—$32.40$34.7010
—————$200.00—$37.10$40.0001

Forward $162.61. The 25-delta put carries +5.95 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 31.17%±22.28skew +5.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
080$66.00$70.10—$95.00—————
0138$61.10$64.00—$100.00—————
087$56.40$59.40—$105.00—————
069$51.70$54.40—$110.00—————
044$46.80$49.50—$115.00—————
019$42.10$44.70—$120.00—————
065$37.50$39.80—$125.00—————
088$32.90$35.40—$130.00—————
0165$28.50$30.50—$135.0038.95%$1.30$2.052580
0210$24.30$26.40—$140.0036.97%$1.80$2.652511
0309$20.20$22.00—$145.0035.03%$2.60$3.3036033
01,354$16.40$18.30—$150.0034.22%$3.90$4.4061725
0510$12.90$14.90—$155.0033.06%$5.40$5.80220180
14588$9.80$11.20—$160.0032.03%$7.20$7.702190
42,776$7.50$8.5031.13%$165.00—$9.40$10.109310
8677$5.30$6.1029.96%$170.00—$12.20$12.9090
5645$3.70$4.2029.19%$175.00—$15.30$17.2090
8896$2.65$2.9029.18%$180.00—$19.20$20.90180
11,051$1.55$2.0028.47%$185.00—$23.40$25.1030
171,028$1.10$1.3528.80%$190.00—————
0191$0.65$0.9028.58%$195.00—————

Forward $163.24. The 25-delta put carries +5.03 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 32.89%±32.52skew +6.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$67.10$69.70—$95.00—————
0100$62.10$65.00—$100.00—————
011$57.30$60.20—$105.00—————
05$52.30$55.50—$110.00—————
08$48.20$50.50—$115.00—————
013$43.50$46.40—$120.00—————
04$39.10$41.80—$125.00—————
016$35.00$37.40—$130.00—————
—————$135.0038.08%$3.00$4.50850
119$27.20$29.20—$140.0037.63%$4.20$5.601762
029$23.50$25.40—$145.0036.93%$5.50$6.901271
0324$20.10$21.90—$150.0034.50%$6.90$7.4025465
098$16.90$18.80—$155.0034.37%$8.60$9.6018918
1118$14.00$15.70—$160.0033.99%$10.60$11.902471
0155$11.50$13.4033.50%$165.00—$12.90$14.40980
1428$9.40$10.3032.08%$170.00—$15.10$17.20690
1509$7.40$8.7031.98%$175.00—$18.50$20.2070
1857$5.70$6.6030.86%$180.00—————
72210$4.40$5.5030.96%$185.00—————
045$3.50$4.1030.53%$190.00—————
0102$2.55$3.5030.69%$195.00—————

Forward $163.78. The 25-delta put carries +6.40 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 33.72%±43.48skew +5.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$63.30$66.20—$100.00—————
01$54.30$57.30—$110.00—————
02$49.90$53.00—$115.0040.16%$2.00$3.20720
02$45.70$48.70—$120.00—————
01$41.80$44.60—$125.0039.07%$3.30$5.101090
022$38.10$40.70—$130.0038.63%$4.50$6.001640
011$34.40$36.80—$135.0037.57%$5.20$7.30160
02$30.90$32.90—$140.0036.80%$6.80$8.201488
06$27.60$29.60—$145.0035.63%$8.20$9.30975
067$24.30$26.50—$150.0035.10%$9.70$11.20560
07$21.30$23.50—$155.0035.00%$11.60$13.501180
029$18.60$20.80—$160.0034.64%$13.70$15.801160
055$15.90$18.2034.16%$165.00—$16.00$18.20160
023$13.70$15.9033.79%$170.00—$18.60$20.80780
0190$11.60$13.8033.31%$175.00—————
0140$9.90$12.0033.13%$180.00—————
085$8.10$10.3032.54%$185.00—————
0118$6.70$9.0032.40%$190.00—————
71160$5.80$6.9031.53%$195.00—————
01,092$4.60$5.6030.81%$200.00—————
0181$3.00$5.0031.95%$210.00—————

Forward $164.95. The 25-delta put carries +5.99 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.