Options Skew Analytics

ETSY option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 60.91%±5.61skew +3.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$9.35$11.50—$78.00—————
55$8.80$10.55—$79.00—————
06$7.45$10.25—$80.00—————
05$6.85$8.70—$81.00—————
07$6.05$7.80—$82.0065.63%$0.40$0.54253
05$5.20$6.95—$83.00—————
013$4.50$6.85—$84.0063.27%$0.71$0.947510
13$3.85$4.30—$85.0062.32%$0.97$1.1917312
045$3.20$3.65—$86.0062.02%$1.29$1.5416533
034$2.57$3.10—$87.0062.78%$1.65$2.06292
37$2.07$2.3561.07%$88.00—$2.14$2.41431
41$1.61$1.8359.90%$89.00—$2.69$3.101414
857$1.23$1.4359.53%$90.00—$3.30$3.65391
203$0.93$1.1460.04%$91.00—$4.00$4.35247
824$0.69$0.8559.64%$92.00—$4.40$5.1070
79$0.51$0.6359.65%$93.00—$4.65$5.90667
05$0.36$0.5461.28%$94.00—$5.45$7.1580
—————$95.00—$6.20$8.0033
—————$96.00—$6.95$8.5582
—————$97.00—$7.90$9.651724
—————$98.00—$9.05$10.60334

Forward $87.93. The 25-delta put carries +3.63 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 51.52%±10.08skew +2.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$8.90$11.55—$79.00—————
02$8.10$11.35—$80.00—————
03$7.40$9.85—$82.0051.47%$1.24$1.8720
02$6.55$7.85—$83.0053.42%$1.63$2.34110
01$5.95$7.80—$84.0052.40%$1.91$2.6120
08$5.40$5.85—$85.00—————
03$4.65$5.30—$86.0052.34%$2.66$3.453100
039$4.10$4.95—$87.0053.47%$3.40$3.80251
03$3.85$4.35—$88.0051.88%$3.80$4.1554
07$3.25$3.9551.38%$89.00—————
—————$90.00—$4.90$5.4060
01$2.31$3.1050.24%$91.00—————
020$2.12$2.5449.85%$92.00—$6.10$6.5510
01$1.76$2.2349.51%$93.00—$6.15$7.3580
011$1.47$1.8648.71%$94.00—$7.30$8.1090
012$1.21$1.6849.05%$95.00—$7.35$9.0040
06$1.00$1.4448.86%$96.00—$7.75$9.9010
316$0.95$1.1549.15%$97.00—————
1251$0.79$0.9749.02%$98.00—$9.15$11.9030
—————$99.00—$9.95$12.0030
—————$100.00—$11.20$13.70110

Forward $88.13. The 25-delta put carries +2.42 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 50.02%±11.55skew +9.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$31.25$35.15—$55.00—————
—————$78.0054.76%$0.99$1.5620
—————$79.0053.78%$1.15$1.7330
—————$80.0057.16%$1.72$2.131420
—————$83.0052.73%$2.15$2.92110
14$6.20$6.55—$85.0053.24%$3.05$3.65155161
—————$86.0053.11%$3.50$4.0540
—————$87.0052.63%$3.85$4.5510
50$4.35$5.45—$88.0052.07%$4.40$4.9020
55101$3.95$4.5550.04%$89.00—$4.85$5.30120
70$3.45$3.9048.46%$90.00—$5.45$5.9010
11$3.10$3.5048.68%$91.00—————
0103$2.58$3.4049.28%$92.00—$6.60$7.0540
011$2.37$3.1050.18%$93.00—————
05$1.97$2.8249.78%$94.00—————
15$1.70$2.1247.19%$95.00—$8.50$9.50590
—————$96.00—$8.30$9.90650
102$1.37$1.6748.11%$97.00—————
01$1.08$1.5748.12%$98.00—————
10$0.90$1.3647.80%$99.00—————
10$0.79$1.1147.34%$100.00—$10.90$14.0040

Forward $88.25. The 25-delta put carries +9.05 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 47.53%±12.42skew +5.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$11.00$13.10—$79.00—————
—————$80.0053.64%$1.64$2.7112
—————$81.0050.31%$1.66$2.7410
—————$84.0048.84%$2.58$3.6510
—————$85.0050.12%$3.20$4.1024
02$6.10$7.40—$86.00—————
—————$88.0048.94%$4.50$5.4001
13$3.80$5.3547.40%$89.00—$4.85$5.8010
40$4.15$4.9551.32%$90.00—$5.65$6.4520
123$3.70$5.1554.01%$91.00—$6.25$7.1020
33$3.25$4.2050.86%$92.00—————
02$2.95$4.1552.58%$93.00—————
13$2.55$3.5550.81%$94.00—————
20$2.25$3.1550.25%$95.00—————
01$1.55$2.5648.84%$97.00—————
10$1.24$1.9748.52%$99.00—————

Forward $88.25. The 25-delta put carries +5.12 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 48.81%±14.07skew +3.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$29.75$32.85—$57.50—————
1313$27.95$29.90—$60.00—————
016$25.55$27.35—$62.50—————
0598$22.75$25.10—$65.00—————
025$20.90$22.65—$67.50—————
2132$18.70$19.65—$70.0054.03%$0.49$0.753982
011$16.30$17.40—$72.5054.75%$0.82$1.16177
0708$14.30$15.25—$75.0052.81%$1.11$1.512347
02$12.35$14.65—$77.5052.16%$1.73$1.91540
016,122$10.40$12.60—$80.0051.92%$2.42$2.58314219
02$8.70$11.15—$82.5051.31%$3.15$3.452102
1347$7.30$7.60—$85.0050.84%$4.05$4.503320
114$5.80$6.20—$87.5049.77%$5.15$5.5514333
62,496$4.55$4.9548.66%$90.00—$6.40$6.803160
333$3.75$3.9048.93%$92.50—$7.80$8.35150
15,08130,785$2.93$3.0548.59%$95.00—$9.30$10.20520
654$2.24$2.3648.25%$97.50—$11.20$12.20390
172590$1.70$1.8348.19%$100.00—$12.15$14.1540
191,140$0.95$1.0848.23%$105.00—$16.00$18.5520
0299$0.52$0.6648.85%$110.00—$21.10$22.901210
526$0.30$0.4850.94%$115.00—$25.75$27.65010

Forward $88.15. The 25-delta put carries +3.73 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 48.46%±18.37skew +4.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$30.65$32.65—$57.50—————
02,254$28.30$30.25—$60.00—————
0143$25.65$27.95—$62.50—————
0281$23.85$25.70—$65.00—————
020$21.60$23.45—$67.50—————
02,098$19.20$21.75—$70.0051.40%$1.13$1.402952
019$17.15$19.70—$72.5050.78%$1.33$2.04131
02,570$15.30$17.75—$75.0051.17%$2.18$2.431,0591
018$13.50$15.90—$77.5050.97%$2.83$3.157713
0425$11.90$14.20—$80.0049.80%$3.55$3.8090211
016$10.35$12.50—$82.5048.84%$4.40$4.60280
34,052$9.00$9.25—$85.0048.24%$5.40$5.604490
15228$7.45$7.90—$87.5048.27%$6.60$6.851610
30988$6.40$6.7548.42%$90.00—$7.95$8.302,0680
237241$5.45$5.8048.70%$92.50—$9.40$9.601889
153,673$4.55$4.7547.99%$95.00—$10.95$11.257513
8143$3.70$4.1048.02%$97.50—$12.70$13.15341
0278$2.90$3.4547.45%$100.00—$14.05$15.20200
17257$1.89$2.2846.81%$105.00—$17.15$19.30100
4377$1.29$1.4646.78%$110.00—————
2312$0.85$1.2648.95%$115.00—$25.75$28.2520

Forward $88.46. The 25-delta put carries +4.16 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 51.78%±27.73skew +2.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0982$29.55$31.90—$60.0056.28%$1.08$1.631760
076$27.35$30.20—$62.5056.69%$1.53$2.081470
024$25.35$28.10—$65.0055.22%$1.77$2.501961
017$23.60$25.70—$67.5054.09%$2.21$2.89440
0345$21.45$24.20—$70.0054.64%$3.10$3.401223
215$20.20$21.80—$72.5054.15%$3.70$4.101790
032$18.35$20.75—$75.0053.64%$4.45$4.801660
054$16.65$18.65—$77.5053.81%$5.25$5.851060
0752$15.35$17.10—$80.0053.57%$6.20$6.803450
055$13.80$15.15—$82.5052.62%$7.20$7.602730
0165$12.60$13.75—$85.0052.77%$8.35$8.854170
0135$11.35$12.70—$87.5052.70%$9.60$10.101981
5472$10.25$11.4052.21%$90.00—$10.85$11.352030
012$9.20$10.4052.22%$92.50—$12.45$12.80981
0157$8.25$9.2051.60%$95.00—$14.00$14.45140
022$7.35$8.5051.91%$97.50—————
0996$6.55$7.6051.63%$100.00—$17.10$17.70260
0238$5.20$6.0551.25%$105.00—$19.95$21.7530
0103$4.10$4.9551.40%$110.00—$24.20$25.45210
0167$3.20$3.8550.92%$115.00—————
042$2.56$3.2051.52%$120.00—————

Forward $89.72. The 25-delta put carries +2.72 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 51.93%±36.66skew +0.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$35.55$38.45—$55.0056.57%$1.58$2.161400
042$31.80$34.45—$60.0055.89%$2.40$3.151070
021$29.55$32.50—$62.50—————
036$27.85$30.70—$65.0054.47%$3.40$4.20791
079$25.90$28.95—$67.5053.67%$3.80$4.951140
014$24.65$26.75—$70.0054.01%$4.70$5.754331
—————$72.5053.09%$5.35$6.4510
022$21.45$23.55—$75.0052.73%$6.00$7.502010
—————$77.5052.18%$6.90$8.3510
057$18.80$20.70—$80.0054.59%$8.15$10.40520
02$17.15$19.35—$82.5051.11%$8.60$10.55100
066$16.05$18.10—$85.0051.27%$9.75$11.90260
01$15.00$17.05—$87.5053.43%$11.60$13.75290
0107$13.80$15.25—$90.00—————
0330$11.80$13.8552.82%$95.00—$15.75$17.4020
091$9.95$11.6051.64%$100.00—$19.05$20.7510
078$8.45$9.8051.11%$105.00—————
0742$7.10$9.1052.17%$110.00—————
065$5.25$8.0050.85%$115.00—$30.15$32.1530
054$5.05$7.0052.36%$120.00—————
042$4.30$5.9552.15%$125.00—————

Forward $90.94. The 25-delta put carries +0.57 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.