Options Skew Analytics

EW 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 24.79%±5.67skew +2.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$13.30$15.60—$75.00—————
—————$82.5030.32%$0.45$0.652014
09$4.10$6.30—$85.0027.87%$0.85$1.0038117
0315$3.00$3.90—$87.5026.08%$1.50$1.7018118
30203$1.75$2.0024.64%$90.00—$2.50$2.8516142
521721$0.95$1.1525.22%$92.50—$3.90$5.20160
42142$0.50$0.6526.16%$95.00—$5.50$7.4050

Forward $89.20. The 25-delta put carries +2.65 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 32.13%±11.58skew +2.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$39.70$43.90—$47.50—————
01$32.30$36.50—$55.00—————
01$28.30$31.40—$60.00—————
09$18.70$21.20—$70.00—————
01$16.50$18.40—$72.50—————
09$14.20$16.50—$75.00—————
010$12.60$13.70—$77.5037.62%$0.95$1.302,9020
04$10.20$12.10—$80.0035.43%$1.30$1.60820
017$8.30$9.90—$82.5034.39%$1.85$2.15941
082$6.60$8.30—$85.0033.90%$2.60$2.951540
089$5.40$5.90—$87.5033.47%$3.60$3.90170
23,034$4.20$4.6032.15%$90.00—$4.50$5.10790
182,137$3.20$3.5032.08%$92.50—$6.00$6.5060
15688$2.25$2.6031.45%$95.00—$7.30$8.401100
12653$1.60$1.9531.52%$97.50—$9.00$10.40360
51,151$1.15$1.4531.81%$100.00—————
21815$0.60$1.0034.00%$105.00—————
31,092$0.30$0.5034.12%$110.00—————

Forward $89.60. The 25-delta put carries +2.88 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 30.36%±13.32skew +1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$42.40$46.50—$45.00—————
04$37.40$41.60—$50.00—————
01$33.50$36.00—$55.00—————
04$28.60$31.50—$60.00—————
01$19.20$21.70—$70.00—————
01$16.90$19.80—$72.50—————
03$14.70$17.20—$75.0036.52%$0.90$1.45420
07$12.50$15.00—$77.5034.93%$1.25$1.75200
05$10.70$12.80—$80.0033.30%$1.65$2.15420
0298$9.20$10.80—$82.5032.38%$2.20$2.803751
0262$7.50$9.10—$85.0032.32%$2.95$3.801290
022$5.00$6.80—$87.5030.61%$3.80$4.50380
0207$4.90$5.5030.44%$90.00—$5.00$5.703220
0110$3.80$4.4030.22%$92.50—$5.80$7.201350
0111$2.90$3.5030.16%$95.00—$7.60$9.10190
293$2.35$2.7530.67%$97.50—————
6655$1.70$2.2030.64%$100.00—$11.20$13.3060
068$0.95$1.3030.83%$105.00—————

Forward $89.85. The 25-delta put carries +1.74 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 29.49%±14.94skew +2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$33.80$36.60—$55.00—————
01$31.40$34.10—$57.50—————
037$29.00$31.30—$60.00—————
027$26.60$29.10—$62.50—————
010$24.30$27.10—$65.00—————
05$21.90$24.80—$67.50—————
072$19.60$22.10—$70.00—————
019$16.80$20.00—$72.50—————
056$15.20$17.60—$75.0034.98%$1.15$1.80930
010$13.20$15.50—$77.5033.10%$1.55$2.003840
084$11.20$13.70—$80.0032.15%$2.05$2.501,0580
020$9.40$11.70—$82.5031.59%$2.60$3.301340
0750$8.20$9.90—$85.0030.42%$3.30$4.004710
0379$7.10$7.50—$87.5030.13%$4.30$5.00270
2271$5.60$6.40—$90.0029.53%$5.40$6.102881
272$4.60$5.2029.47%$92.50—$6.50$7.502510
0331$3.60$4.1028.85%$95.00—$7.80$9.1080
050$2.85$3.3028.89%$97.50—$9.50$11.6050
4792$2.20$2.8529.46%$100.00—$11.40$13.50300
2464$1.40$1.7029.47%$105.00—$15.50$17.7010
0641$0.80$1.1029.77%$110.00—————

Forward $90.25. The 25-delta put carries +2.13 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 31.39%±18.23skew +2.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$75.0035.17%$1.70$2.404080
01$14.30$16.60—$77.50—————
02$12.40$14.80—$80.0033.46%$2.65$3.6030
—————$85.0032.02%$4.10$5.2040
—————$87.5031.35%$5.10$6.1010
02$6.20$8.70—$90.00—————
025$5.80$6.8031.39%$92.50—$7.60$8.8040
016$4.90$5.9031.68%$95.00—$8.50$10.6090
17224$3.30$4.3031.59%$100.00—————
0305$2.25$2.9531.45%$105.00—————
06$1.40$2.2531.88%$110.00—————

Forward $90.57. The 25-delta put carries +2.01 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 30.23%±19.17skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$34.20$37.30—$55.00—————
05$20.60$23.20—$70.00—————
—————$77.5032.85%$2.35$3.1070
08$12.90$15.20—$80.0032.22%$3.00$3.7070
04$11.50$13.90—$82.5031.47%$3.60$4.5010
042$10.00$12.00—$85.0031.15%$4.50$5.40120
09$8.40$9.60—$87.5030.52%$5.40$6.4090
689$7.50$8.30—$90.0030.43%$6.60$7.60100
010$6.30$7.2030.22%$92.50—————
05$5.30$6.3030.33%$95.00—$9.30$10.9010
058$3.70$4.5029.98%$100.00—$12.40$14.70100
092$2.55$3.3030.17%$105.00—————
064$1.80$2.4530.70%$110.00—————
038$1.20$1.6530.44%$115.00—————

Forward $90.82. The 25-delta put carries +2.06 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 31.10%±24.51skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$70.0036.09%$2.00$2.95130
—————$75.0034.21%$2.85$3.9080
—————$77.5033.44%$3.40$4.50400
01$15.20$17.50—$80.0032.89%$4.00$5.30740
036$13.70$15.90—$82.5032.60%$4.80$6.2070
018$12.20$14.40—$85.0032.16%$5.70$7.1040
07$9.00$11.80—$90.0031.35%$7.80$9.2060
011$8.00$10.0030.39%$92.50—————
011$7.40$9.0031.10%$95.00—————
—————$97.50—$11.80$14.4050
07$5.80$7.1031.12%$100.00—$13.50$15.9010
01$4.30$5.6030.87%$105.00—————
012$3.20$4.4030.83%$110.00—————
020$1.80$2.8531.44%$120.00—————

Forward $91.96. The 25-delta put carries +2.06 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.