Options Skew Analytics

EOSE option chain

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

Data as of 25 September 2026 (end of day)

2026-11-20(56 days)ATM 108.24%±1.36skew -14.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
046$2.54$3.00—$0.50—————
0120$2.04$2.53—$1.00—————
023$1.57$2.03—$1.50—————
0289$1.15$1.49—$2.00100.52%$0.05$0.0682551
116$0.85$0.93—$2.50103.21%$0.18$0.192,97032
11476$0.59$0.64—$3.00105.78%$0.40$0.426,106155
1771,085$0.40$0.45108.20%$3.50—$0.70$0.724,193119
2143,745$0.28$0.31110.31%$4.00—$1.07$1.113,16461
4471,742$0.20$0.22112.95%$4.50—$1.47$1.54437101
2,59914,576$0.15$0.17117.45%$5.00—$1.81$2.042,0710
1,0198,323$0.11$0.13119.98%$5.50—$2.21$2.53940
4735,790$0.09$0.10123.50%$6.00—$2.75$2.952,3220
3713,572$0.06$0.07130.65%$7.00—$3.60$3.954,7291
61,664$0.04$0.06138.32%$8.00—$4.70$4.909810
—————$9.00—$5.50$6.007140
46,526$0.03$0.06158.94%$10.00—$6.70$6.907140
30526$0.01$0.05157.57%$11.00—$7.45$8.0020
—————$12.00—$8.50$9.00570
—————$16.00—$12.50$13.1010

Forward $3.21. The 25-delta put carries -14.23 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 106.26%±1.64skew -10.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$2.41$2.95—$0.50—————
028$1.92$2.53—$1.00—————
02$1.65$2.05—$1.50—————
017$1.24$1.50—$2.00100.07%$0.08$0.121010
14$0.93$1.09—$2.50103.05%$0.25$0.281,02110
263443$0.70$0.78—$3.00107.00%$0.50$0.5452946
316809$0.52$0.56106.14%$3.50—$0.80$0.834243
115583$0.38$0.42106.85%$4.00—$1.16$1.218160
100785$0.29$0.32108.76%$4.50—$1.54$1.642750
4232,129$0.24$0.26113.23%$5.00—$1.94$2.063720
1603$0.17$0.21113.25%$5.50—$2.35$2.52540
49548$0.14$0.16114.44%$6.00—$2.70$3.051070
135924$0.08$0.12117.63%$7.00—$3.70$3.95471

Forward $3.22. The 25-delta put carries -10.20 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 105.41%±1.91skew -9.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0475$2.45$2.99—$0.50—————
5324$2.20$2.40—$1.00—————
0165$1.68$2.05—$1.50—————
13812,503$1.32$1.51—$2.00105.11%$0.15$0.1728,98011
143,553$1.05$1.08—$2.50105.21%$0.32$0.367,17010
836,575$0.79$0.92—$3.00106.63%$0.57$0.622,86522
711,784$0.62$0.66103.24%$3.50—$0.88$0.931,9700
3,42465,549$0.50$0.53106.44%$4.00—$1.25$1.298,41310
4714,626$0.39$0.47110.51%$4.50—$1.61$1.696,1650
27260,899$0.32$0.36110.30%$5.00—$2.00$2.1332,9110
5223,153$0.25$0.32112.56%$5.50—$2.42$2.5889,8710
13517,973$0.21$0.28115.16%$6.00—$2.83$3.053370
1,0933,371$0.13$0.19114.25%$7.00—$3.80$4.003460
1932,088$0.13$0.18119.46%$7.50—$4.20$4.455,3600
2689$0.11$0.17121.81%$8.00—$4.70$4.95200
—————$9.00—$5.55$5.952530
2,41863,523$0.07$0.09123.93%$10.00—$6.75$6.902,3195
13,430$0.04$0.09125.93%$11.00—$7.50$7.95352
—————$12.50—$9.00$9.409,0660
4535,459$0.03$0.07141.51%$15.00—$11.50$12.003450
2202$0.02$0.08145.84%$16.00—————

Forward $3.26. The 25-delta put carries -9.95 volatility points over the 25-delta call.

2027-02-19(147 days)ATM 109.52%±2.27skew -8.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$2.43$3.05—$0.50—————
132$2.13$2.36—$1.00—————
018$1.39$1.69—$2.00107.62%$0.18$0.285550
22$1.01$1.22—$2.50105.92%$0.40$0.451,6780
1,000138$0.89$0.98—$3.00104.41%$0.62$0.733350
8123$0.71$0.84107.23%$3.50—$0.96$1.051281
1561$0.59$0.71109.64%$4.00—$1.30$1.411980
1189$0.48$0.58109.04%$4.50—$1.71$1.80270
155,223$0.40$0.47108.70%$5.00—$2.08$2.211390
61,908$0.36$0.44113.90%$5.50—$2.47$2.6610
5013,060$0.28$0.35110.73%$6.00—$2.95$3.101,6540
5291$0.21$0.28114.01%$7.00—$3.90$4.053990
03,254$0.14$0.23114.86%$8.00—$4.80$5.0060
4328$0.12$0.18117.16%$9.00—$5.70$5.95440
—————$10.00—$6.55$6.95540
—————$11.00—$7.55$7.9502
—————$12.00—$8.50$8.95910
461$0.04$0.09129.23%$15.00—————
011,190$0.04$0.07132.89%$17.00—————

Forward $3.27. The 25-delta put carries -8.09 volatility points over the 25-delta call.

2027-03-19(175 days)ATM 112.40%±2.54skew -22.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$2.48$3.00—$0.50—————
02$2.14$2.54—$1.00—————
011$1.75$2.12—$1.50—————
020$1.43$1.77—$2.00108.37%$0.25$0.31650
027$1.17$1.41—$2.5097.09%$0.32$0.53810
11142$0.99$1.09—$3.00109.69%$0.76$0.813015
30233$0.85$1.05119.62%$3.50—$1.08$1.14450
8928$0.70$0.82113.59%$4.00—$1.44$1.501590
0244$0.59$0.68112.36%$4.50—$1.78$1.89130
51,276$0.53$0.57113.38%$5.00—$2.18$2.301,5140
22,418$0.44$0.52114.31%$5.50—$2.65$2.7420
04,436$0.38$0.47115.55%$6.00—$2.98$3.201,0230
02,069$0.29$0.38117.11%$7.00—$3.90$4.101,0260
0217$0.23$0.32119.23%$8.00—$4.80$5.05280
0609$0.19$0.24118.73%$9.00—$5.65$6.0010
0702$0.16$0.21120.97%$10.00—$6.60$7.001290
—————$12.00—$8.55$8.95580
—————$15.00—$11.70$12.10377396
—————$17.00—$13.45$14.1010

Forward $3.26. The 25-delta put carries -22.14 volatility points over the 25-delta call.

2027-04-16(203 days)ATM 110.48%±2.72skew -8.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
063$2.15$2.65—$1.00—————
043$1.63$2.17—$1.50—————
027$1.50$1.83—$2.00109.68%$0.28$0.372800
04$1.15$1.48—$2.50108.65%$0.52$0.5821630
078$1.03$1.29—$3.00106.99%$0.75$0.881280
14508$0.91$0.97107.94%$3.50—$1.07$1.21310
45415$0.81$0.87112.21%$4.00—$1.46$1.5724910
0246$0.66$0.75110.11%$4.50—$1.82$1.9510
01,360$0.57$0.69112.29%$5.00—$2.22$2.38590
0569$0.49$0.58110.76%$5.50—$2.65$2.956061
0916$0.35$0.44114.74%$7.00—$3.95$4.151820
01,747$0.18$0.27117.56%$10.00—$6.75$7.001240
2581$0.16$0.25125.75%$12.00—$8.55$9.0020
—————$15.00—$11.65$11.9511
—————$17.00—$13.50$14.10710

Forward $3.30. The 25-delta put carries -8.91 volatility points over the 25-delta call.

2027-05-21(238 days)ATM 109.94%±3.01skew -4.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
042$2.45$3.15—$0.50—————
061$2.04$2.58—$1.00—————
021$1.70$2.20—$1.50—————
0106$1.52$1.92—$2.00113.64%$0.35$0.42682
1042$1.34$1.52—$2.50111.77%$0.55$0.68410
0216$1.16$1.41—$3.00111.82%$0.83$0.971140
1173$1.00$1.27113.60%$3.50—$1.16$1.31340
2736$0.88$1.02109.11%$4.00—$1.51$1.803530
0227$0.74$1.02113.72%$4.50—$1.92$2.05270
22,281$0.68$0.80109.92%$5.00—$2.29$2.452950
1301$0.60$0.73110.88%$5.50—$2.73$2.8851
0102$0.50$0.65109.26%$6.00—————
162,242$0.44$0.54112.45%$7.00—$4.00$4.202360
212,159$0.26$0.35116.04%$10.00—$6.80$7.05875
0420$0.18$0.28117.18%$12.00—$8.60$9.0010
—————$15.00—$11.70$11.951345
6711,162$0.12$0.17122.48%$17.00—$13.50$13.9560

Forward $3.40. The 25-delta put carries -4.22 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.