Options Skew Analytics

EW option chain

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

Data as of 6 November 2026 (end of day)

2027-01-15(70 days)ATM 29.06%±13.02skew +1.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
037$40.40$43.90—$60.00—————
027$37.90$41.40—$62.50—————
010$35.50$39.30—$65.00—————
05$33.00$36.90—$67.50—————
072$30.50$34.40—$70.00—————
019$28.10$30.90—$72.50—————
062$25.90$28.40—$75.00—————
010$23.80$25.90—$77.50—————
086$21.30$23.30—$80.00—————
020$18.80$21.10—$82.50—————
0753$16.50$18.50—$85.0033.28%$0.55$0.752,91730
0294$15.20$16.20—$87.5033.14%$0.80$1.15370
3270$13.40$14.10—$90.0031.30%$0.95$1.503040
077$10.70$12.20—$92.5030.71%$1.45$1.952590
13419$9.10$10.10—$95.0029.89%$2.05$2.502503
6239$6.50$8.30—$97.5028.78%$2.70$3.20160
9956$5.70$6.70—$100.0028.34%$3.60$4.20310
39524$3.90$4.2029.37%$105.00—$6.10$7.20112
337657$1.90$2.5027.94%$110.00—————
56450$1.00$1.3527.79%$115.00—————
189$0.50$0.7027.84%$120.00—————

Forward $102.32. The 25-delta put carries +1.94 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 30.28%±16.72skew +2.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$24.00$26.70—$77.50—————
02$21.70$24.60—$80.00—————
01$19.80$22.40—$82.50—————
07$17.50$20.20—$85.0034.88%$1.05$1.7050
02$15.30$18.10—$87.5033.67%$1.35$2.0510
07$13.40$15.70—$90.0033.02%$1.75$2.60120
025$11.50$13.70—$92.5032.82%$2.55$3.1060
1527$10.10$11.80—$95.0032.08%$3.10$3.9090
020$8.10$10.20—$97.50—————
3258$8.00$8.70—$100.0031.25%$5.00$5.7020
1347$5.20$6.1030.17%$105.00—$7.30$8.1010
30023$3.20$4.3029.68%$110.00—————
023$2.05$2.9529.94%$115.00—————
018$1.30$1.9530.15%$120.00—————
016$0.80$1.2530.27%$125.00—————
214$0.50$0.7030.00%$130.00—————
113$0.35$0.5031.13%$135.00—————

Forward $102.93. The 25-delta put carries +2.88 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 30.39%±18.92skew +2.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$45.90$49.50—$55.00—————
05$31.70$34.10—$70.00—————
08$22.40$25.00—$80.00—————
04$20.10$23.70—$82.50—————
044$19.00$20.30—$85.00—————
08$16.10$18.30—$87.5033.69%$1.90$2.60102
079$15.00$16.30—$90.0033.30%$2.55$3.10111
013$12.40$14.50—$92.5032.91%$3.20$3.8010
1119$11.40$12.60—$95.0031.66%$3.90$4.30130
020$9.90$11.10—$97.5030.67%$4.60$5.1060
096$7.70$9.60—$100.0030.49%$5.50$6.30240
1111$6.20$7.0030.38%$105.00—$8.10$8.8020
61161$4.10$5.0029.53%$110.00—————
047$2.60$3.6029.26%$115.00—————
09$1.75$2.7029.98%$120.00—————
110$0.75$1.2530.16%$130.00—————
—————$150.00—$46.40$50.10—0

Forward $103.12. The 25-delta put carries +2.92 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 30.99%±25.16skew +1.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$70.0038.26%$0.95$1.20151
—————$77.5035.65%$1.50$2.15403
01$24.20$27.00—$80.00—————
043$22.10$25.40—$82.50—————
020$20.20$23.40—$85.0033.31%$2.50$3.5060
08$16.40$19.50—$90.0032.09%$3.50$4.8060
012$15.00$17.00—$92.50—————
011$13.10$15.60—$95.00—————
018$11.60$14.70—$97.5030.94%$6.00$7.3050
08$10.40$12.50—$100.0030.51%$7.00$8.3010
01$8.60$10.1031.19%$105.00—————
012$6.40$8.0030.51%$110.00—————
3622$3.60$4.8030.04%$120.00—————
06$2.70$4.0030.66%$125.00—————
051$2.00$3.2030.91%$130.00—————
—————$150.00—$46.50$50.10—0
—————$155.00—$51.50$55.10—0

Forward $103.90. The 25-delta put carries +1.42 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.