Options Skew Analytics

EXE option chain

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

Data as of 22 September 2026 (end of day)

2026-10-02(10 days)ATM 31.83%±4.62skew -1.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$82.0031.07%$0.15$0.2510
—————$84.0030.94%$0.45$0.55602
011$2.80$4.20—$85.0031.04%$0.70$0.801381
01$2.40$3.10—$86.0031.53%$1.00$1.20483
36$1.95$2.45—$87.0031.79%$1.40$1.65112
372$1.60$1.7531.85%$88.00—$1.90$2.15240
230$1.20$1.4032.59%$89.00—$2.10$3.20340
087$0.90$1.0532.87%$90.00—$2.75$4.10920
—————$91.00—$3.20$5.20350
—————$92.00—$3.70$5.5010
10$0.35$0.5035.24%$93.00—$4.50$6.6070
—————$94.00—$5.60$7.70130
0306$0.20$0.3037.15%$95.00—$7.20$8.40490
—————$98.00—$9.20$12.40370
—————$99.00—$10.60$12.6010

Forward $87.65. The 25-delta put carries -1.83 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 31.73%±6.01skew -1.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$82.0030.01%$0.35$0.5011
—————$84.0030.18%$0.75$0.95492
01$3.30$4.90—$85.0030.26%$1.05$1.25170
085$2.55$4.10—$86.0031.16%$1.45$1.70430
—————$87.0031.41%$1.90$2.15111
01$2.15$2.3531.76%$88.00—$2.45$2.65330
—————$89.00—$2.60$3.50200
22$1.40$1.5532.15%$90.00—$3.10$4.40160
—————$91.00—$3.80$5.1010
10$0.80$1.0032.09%$92.00—$4.00$6.1050
50$0.60$0.8532.74%$93.00—$4.90$7.10170
—————$94.00—$5.70$8.20540
—————$95.00—$6.50$8.7020
—————$99.00—$10.70$12.4001

Forward $87.70. The 25-delta put carries -1.91 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 30.66%±6.90skew -2.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$25.90$29.60—$60.00—————
092$16.20$19.60—$70.00—————
011$11.80$14.30—$75.00—————
014$7.00$9.50—$80.0029.78%$0.30$0.405372
—————$82.0029.97%$0.60$0.75350
—————$83.0029.64%$0.80$0.95110
015$4.40$5.70—$84.0029.39%$1.05$1.20089
2870$3.90$4.80—$85.0030.06%$1.40$1.6021,17120,003
—————$86.0031.44%$1.75$2.2521
01$2.45$3.70—$87.00—————
12$2.50$2.7530.66%$88.00—$2.80$2.9506
9671$1.75$2.1532.40%$90.00—$3.70$4.302,84911
34$1.45$1.8032.57%$91.00—————
016$1.15$1.3531.51%$92.00—————
07$0.95$1.1532.12%$93.00—————
671,071$0.60$0.8032.65%$95.00—$7.30$8.701,4402
10$0.50$0.6533.05%$96.00—————
143,745$0.20$0.3034.35%$100.00—$12.10$13.001,7602
—————$105.00—$16.10$19.40190

Forward $87.75. The 25-delta put carries -2.73 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 31.28%±8.02skew -2.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$80.0030.26%$0.45$0.605,4123
—————$81.0029.99%$0.60$0.7540
—————$82.0029.97%$0.75$1.00281
—————$83.0030.37%$1.05$1.25434
—————$84.0030.48%$1.35$1.555460
035$4.20$5.20—$85.0031.41%$1.70$2.0510,3436
—————$86.0031.74%$2.10$2.506,6220
01$3.00$4.10—$87.0031.31%$2.55$2.8531
01$2.90$3.40—$88.00—$3.00$3.30275
02$2.10$2.5531.27%$90.00—$3.90$4.90120
—————$91.00—$4.40$5.5060
01$1.25$1.7032.46%$93.00—$5.60$7.3040
—————$94.00—$6.00$8.60190
032$0.85$1.2032.54%$95.00—$6.80$9.4080
—————$96.00—$7.70$10.2060
01$0.60$0.9033.47%$97.00—$8.80$11.3020
—————$98.00—$9.40$12.1040
—————$99.00—$10.30$13.1040
—————$105.00—$16.20$18.6040

Forward $88.00. The 25-delta put carries -2.16 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 33.38%±11.76skew -1.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$26.40$29.00—$60.00—————
—————$75.0032.81%$0.55$0.70110
25$8.70$10.30—$80.0032.56%$1.50$1.6519519,583
14276$5.90$6.20—$85.0032.88%$3.20$3.503919
16158$3.50$3.8033.63%$90.00—$5.90$6.209430
1,4805$2.05$2.2034.16%$95.00—$8.70$10.10215
2571$1.10$1.3034.86%$100.00—$12.30$15.0020
018$0.55$0.9036.47%$105.00—————

Forward $87.58. The 25-delta put carries -1.60 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 33.08%±16.33skew -1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$35.90$39.80—$50.00—————
03$31.00$34.80—$55.00—————
01$26.30$29.50—$60.00—————
06$22.30$24.40—$65.00—————
01$19.50$22.60—$67.50—————
1474$17.80$19.80—$70.00—————
02$15.10$17.70—$72.5033.09%$0.90$1.352190
060$13.90$15.30—$75.0032.60%$1.45$1.655772
03$11.10$13.70—$77.5032.56%$2.05$2.252220
4264$10.20$11.70—$80.0032.41%$2.80$2.958352
138$8.80$10.00—$82.5032.26%$3.60$3.903972
155113$7.50$8.10—$85.0032.22%$4.70$4.903,7419
12209$6.20$6.80—$87.5032.40%$5.90$6.201964
38551$5.40$5.7033.15%$90.00—$7.30$7.601,1370
12555$3.40$3.9032.45%$95.00—$9.90$11.104032
24,761$2.50$2.6033.47%$100.00—$13.80$15.003142
2346,237$1.70$1.7534.03%$105.00—$18.10$19.305617
2099,108$1.05$1.2034.25%$110.00—$21.80$24.401780
102,061$0.60$0.9034.77%$115.00—$26.80$29.201130
—————$120.00—$30.90$34.101000
—————$125.00—$35.80$39.30940

Forward $87.96. The 25-delta put carries -1.06 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 33.48%±19.05skew -0.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
80$22.30$24.50—$65.00—————
—————$75.0033.82%$1.70$2.6530
02$10.40$13.60—$80.0033.20%$3.00$4.10170
12$8.00$9.80—$85.0033.44%$5.00$6.20840
32$6.60$7.2033.49%$90.00—$7.60$8.70400
—————$95.00—$9.80$12.0020
223$3.30$3.7033.08%$100.00—$13.10$16.9050
01$2.10$3.1034.01%$105.00—$17.20$21.1060
0299$1.45$2.0033.48%$110.00—$21.60$25.4030

Forward $88.73. The 25-delta put carries -0.80 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 33.46%±20.67skew -1.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$70.0034.50%$1.25$2.00120
—————$75.0033.76%$2.45$2.90430
08$11.50$13.70—$80.0033.35%$3.70$4.70351
035$8.80$10.80—$85.0033.38%$5.80$6.802071
083$6.80$8.0033.45%$90.00—$8.30$9.50890
015$4.90$6.2033.49%$95.00—$10.80$13.20480
328$3.90$4.4033.75%$100.00—$13.70$17.5070
0106$2.95$3.4034.49%$105.00—$17.70$21.6010
042$2.00$2.7034.72%$110.00—$22.70$25.4020
430$1.45$1.9534.75%$115.00—$27.20$29.8060
034$1.00$1.5035.01%$120.00—————

Forward $88.47. The 25-delta put carries -1.15 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.