Options Skew Analytics

EQIX 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 26.99%±73.92skew +4.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$156.20$161.60—$910.00—————
—————$970.0031.43%$3.50$5.802191
—————$980.0030.52%$4.80$6.202140
01$81.80$86.80—$990.00—————
07$74.20$79.00—$1,000.0030.68%$7.50$10.801822
03$64.60$70.70—$1,010.00—————
01$57.80$63.40—$1,020.0030.32%$10.70$17.00910
1921$50.10$54.80—$1,030.0029.78%$12.90$20.00811
042$43.20$47.60—$1,040.0029.69%$16.90$22.90289
1922$36.60$41.30—$1,050.0027.73%$20.00$23.7070
061$30.50$35.10—$1,060.0028.56%$23.90$30.50117
09$26.20$30.8027.06%$1,070.00—$28.80$32.3082
027$20.00$25.2025.74%$1,080.00—$33.30$40.1060
08$16.00$20.8025.47%$1,090.00—$38.00$45.8050
0106$12.00$17.4025.15%$1,100.00—$44.60$52.0020
023$9.00$14.0024.79%$1,110.00—$52.90$58.0050
4181$8.40$10.8025.36%$1,120.00—$60.10$64.10510
—————$1,130.00—$67.00$73.4020
—————$1,140.00—$76.20$81.7050
—————$1,150.00—$85.00$91.1020
—————$1,160.00—$93.80$99.4010

Forward $1,067.94. The 25-delta put carries +4.95 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 33.39%±143.20skew +3.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$119.10$124.00—$970.0035.54%$20.20$23.50950
—————$980.0034.68%$20.70$26.4080
02$102.40$110.40—$990.0034.71%$23.50$29.80180
01$95.00$103.00—$1,000.0034.76%$28.20$31.904,7560
02$88.00$97.00—$1,010.0034.51%$29.50$37.00580
074$82.50$88.20—$1,020.0034.71%$33.80$41.00130
025$76.00$82.20—$1,030.0033.83%$35.30$44.90630
014$69.70$75.60—$1,040.0033.94%$41.30$48.0040
016$63.90$68.70—$1,050.0034.04%$46.20$52.707111
1675$58.00$63.50—$1,060.0033.58%$50.20$57.0021
018$52.60$57.7033.38%$1,070.00—$55.50$61.4020
020$47.00$54.4033.39%$1,080.00—————
02$42.80$49.5033.19%$1,090.00—————
096$38.10$43.6032.38%$1,100.00—————
01$34.00$40.5032.41%$1,110.00—————
013$31.00$36.7032.42%$1,120.00—————
02$27.00$32.3031.76%$1,130.00—————
039$24.00$28.9031.56%$1,140.00—————
4036$21.00$26.1031.39%$1,150.00—————
028$18.00$23.4031.09%$1,160.00—————
093$16.00$21.2031.16%$1,170.00—————

Forward $1,066.68. The 25-delta put carries +3.52 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 31.97%±166.83skew +3.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$125.00$130.60—$970.0033.59%$24.40$32.001080
013$117.20$125.00—$980.0033.23%$26.40$35.00670
06$109.90$118.00—$990.0033.04%$29.40$38.00980
033$103.00$110.20—$1,000.0033.73%$36.10$40.902050
05$96.20$104.00—$1,010.0032.36%$35.50$44.00270
082$89.80$98.00—$1,020.0032.35%$39.40$48.00150
07$83.60$92.00—$1,030.0031.85%$42.90$51.00120
027$78.10$85.00—$1,040.0031.66%$46.80$55.201000
016$72.70$77.80—$1,050.0032.04%$52.90$60.00150
1410$67.20$72.50—$1,060.0031.68%$57.30$64.0050
023$62.10$66.8031.53%$1,070.00—$62.00$69.0030
032$56.80$65.0031.99%$1,080.00—$65.20$74.70220
017$51.30$60.7031.69%$1,090.00—$71.10$80.0080
047$47.20$55.8031.46%$1,100.00—$76.00$85.7010
013$42.50$51.9031.22%$1,110.00—$82.00$91.0020
043$39.00$47.4031.01%$1,120.00—$88.00$97.5050
024$35.00$44.4030.95%$1,130.00—$95.00$103.6020
0197$32.00$38.5030.27%$1,140.00—————
011$29.00$35.7030.29%$1,150.00—————
071$26.00$31.5029.81%$1,160.00—————
03$23.00$32.1030.54%$1,170.00—————

Forward $1,068.94. The 25-delta put carries +3.05 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 30.61%±230.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$143.30$151.00—$980.0031.98%$45.50$54.00430
08$137.10$144.20—$990.0031.89%$48.60$58.0030
0206$130.10$138.00—$1,000.0031.61%$52.00$61.0050
011$124.40$131.40—$1,010.0031.50%$55.60$65.0010
010$117.60$125.20—$1,020.0031.40%$59.60$69.0030
014$112.70$118.00—$1,030.0031.30%$63.90$73.00140
023$106.00$113.70—$1,040.0031.14%$68.00$77.2050
011$100.30$109.90—$1,050.0030.99%$72.00$81.9020
019$95.10$103.80—$1,060.0030.91%$77.10$86.20270
024$90.00$98.80—$1,070.0030.86%$82.00$91.2060
021$85.10$93.4030.78%$1,080.00—$87.00$96.30170
018$80.20$87.0030.34%$1,090.00—$92.00$101.60140
026$76.00$84.5030.62%$1,100.00—$97.40$106.90220
012$71.10$80.8030.53%$1,110.00—$103.00$112.5030
023$67.00$76.4030.40%$1,120.00—————
017$63.00$72.2030.27%$1,130.00—$115.00$124.0030
08$59.00$68.4030.15%$1,140.00—$121.00$130.1020
03$56.00$64.7030.16%$1,150.00—$127.00$136.4020
013$52.00$61.0029.95%$1,160.00—————
017$49.00$58.0029.99%$1,170.00—$140.00$149.5010
06$46.00$54.5029.89%$1,180.00—————

Forward $1,077.55. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(268 days)ATM 30.57%±284.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$158.00$166.00—$990.0031.64%$63.90$73.0010
010$152.30$161.00—$1,000.0031.61%$68.00$77.0020
015$145.90$154.20—$1,010.0031.48%$71.70$81.0020
07$140.30$148.80—$1,020.0031.41%$76.00$85.0030
015$134.60$143.00—$1,030.0031.19%$79.60$89.0010
014$129.10$138.10—$1,040.00—————
063$124.00$132.00—$1,050.0031.45%$91.80$97.60640
31$119.10$125.00—$1,060.0031.34%$96.00$102.6030
—————$1,070.0031.12%$101.40$105.80110
—————$1,080.0030.83%$103.20$112.4080
—————$1,090.00—$108.00$116.4060
05$99.60$108.4030.79%$1,100.00—$114.00$123.0070
02$95.00$104.5030.74%$1,110.00—$119.60$128.4070
052$91.00$99.7030.61%$1,120.00—$125.00$134.10100
07$86.50$95.7030.49%$1,130.00—————
09$82.80$91.9030.48%$1,140.00—————
030$79.00$87.5030.33%$1,150.00—————
02$75.00$83.8030.21%$1,160.00—————
04$72.00$78.9030.04%$1,170.00—————
28$68.00$75.5029.90%$1,180.00—————
0102$65.00$72.5029.92%$1,190.00—$170.70$176.601000

Forward $1,085.04. Not enough surviving quotes on both wings to measure the skew here.

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.