Options Skew Analytics

EXE option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 34.23%±5.66skew +0.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$79.0034.62%$0.40$0.552522
027$4.90$6.40—$80.0034.17%$0.55$0.7526,75219
—————$81.0034.22%$0.80$1.00941
—————$82.0034.06%$1.05$1.3543227
—————$82.5034.00%$1.25$1.502212
—————$83.0034.06%$1.45$1.70367
—————$84.0034.13%$1.90$2.152874
01,126$1.80$2.2034.27%$85.00—$2.40$2.704,84410
651$1.40$1.7033.69%$86.00—$2.95$3.30930
0100$1.05$1.5034.86%$87.00—$3.70$4.004040
141$0.95$1.1533.60%$87.50—$3.90$4.402330
0158$0.80$1.2035.12%$88.00—$4.40$4.701140
1313$0.65$0.7533.86%$89.00—$4.40$5.60530
161,094$0.45$0.5533.42%$90.00—$5.60$6.405216
016$0.35$0.5035.14%$91.00—$5.80$7.5030
—————$92.00—$6.60$8.20270
—————$92.50—$7.10$8.704189
—————$93.00—$7.50$9.20180
—————$94.00—$8.50$10.20860
—————$95.00—$9.50$11.103741
—————$96.00—$10.50$12.2030

Forward $84.45. The 25-delta put carries +0.36 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 31.91%±6.47skew -0.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$79.0031.81%$0.55$0.75150
—————$80.0031.83%$0.75$1.00026
—————$82.0031.71%$1.35$1.6022
—————$83.0032.46%$1.75$2.1010
—————$84.0032.08%$2.20$2.50100
045$2.15$2.5031.89%$85.00—$2.70$3.00163
81$1.75$2.2533.10%$86.00—$3.20$3.60221
02$1.40$2.0033.98%$87.00—$3.90$4.30630
017$1.15$1.6033.88%$88.00—$4.60$5.0080
—————$89.00—$5.30$5.8022
09$0.70$0.9032.56%$90.00—$5.10$6.70400
—————$91.00—$5.90$7.7030
—————$93.00—$7.70$9.5040
—————$95.00—$9.50$11.3030
—————$96.00—$10.50$12.4040
—————$97.00—$11.30$13.3040
—————$98.00—$12.30$14.3090
—————$99.00—$13.30$15.4010
—————$100.00—$14.30$16.2010
—————$101.00—$15.30$17.4010

Forward $84.47. The 25-delta put carries -0.73 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 31.93%±9.17skew -0.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$75.0032.14%$0.50$0.6522358
1025$6.20$6.50—$80.0031.86%$1.55$1.8014,443122
110$4.60$5.00—$82.5031.66%$2.50$2.65330
2435$3.30$3.7031.93%$85.00—$3.70$3.9032118
520$2.30$2.6031.72%$87.50—$5.20$5.401004
014$1.55$1.8031.77%$90.00—$7.00$7.30295
12180$1.05$1.2532.29%$92.50—$8.90$9.40350
055$0.70$0.9033.10%$95.00—$10.60$11.501011
6482$0.35$0.5035.54%$100.00—————

Forward $84.70. The 25-delta put carries -0.43 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 31.47%±11.72skew -1.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$28.80$31.30—$55.00—————
01$23.70$26.90—$60.00—————
08$19.50$22.00—$65.00—————
01$17.40$19.60—$67.50—————
5461$14.70$17.30—$70.0032.93%$0.35$0.5517810
02$12.70$15.00—$72.5031.04%$0.55$0.704950
060$10.60$11.60—$75.0030.69%$0.90$1.101,1650
03$8.80$10.80—$77.5030.54%$1.45$1.656240
10359$7.10$7.80—$80.0030.86%$2.25$2.4516,0943
0156$5.50$7.10—$82.5031.03%$3.20$3.502906
50444$4.50$4.80—$85.0031.41%$4.40$4.803,95119
75239$3.50$3.7031.56%$87.50—$5.80$6.602390
7661$2.70$2.8031.75%$90.00—$7.70$7.901,1025
1101$2.05$2.1532.15%$92.50—$9.60$9.80843
13573$1.50$1.6032.19%$95.00—$11.60$11.903629
116$1.00$1.3032.46%$97.50—$12.50$14.40160
444,209$0.75$0.9032.47%$100.00—$16.00$16.5031813
196,501$0.40$0.6034.10%$105.00—$19.40$21.305670
—————$110.00—$24.30$26.401780
—————$115.00—$29.30$31.401130
—————$120.00—$34.30$36.401000

Forward $85.05. The 25-delta put carries -1.65 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 30.66%±14.10skew +0.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$20.10$22.20—$65.00—————
02$15.70$17.50—$70.0031.48%$0.60$0.85400
—————$75.0031.63%$1.55$1.7525212
02$8.30$9.90—$80.0032.17%$3.10$3.401072
—————$82.5032.36%$4.10$4.50332
07$5.60$6.90—$85.0032.70%$5.30$5.801570
098$4.50$4.9030.29%$87.50—$6.50$7.50270
022$3.50$4.0030.28%$90.00—$7.40$8.90420
2215$2.80$3.2030.53%$92.50—$9.00$10.70280
1935$2.25$2.5030.72%$95.00—$10.80$12.70110
031$1.75$2.0030.95%$97.50—————
647$1.40$1.6031.40%$100.00—$15.00$16.70130
025$0.85$1.3033.39%$105.00—$19.50$21.4060
—————$110.00—$24.30$26.3030

Forward $85.71. The 25-delta put carries +0.67 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 33.26%±17.16skew -0.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$70.0032.25%$1.05$1.30160
01$12.00$14.30—$75.0032.75%$2.30$2.45669
021$8.70$10.90—$80.0033.66%$4.00$4.50755
—————$82.5033.73%$4.70$6.0010
097$6.00$8.00—$85.0033.56%$5.90$7.202200
02$5.20$6.5033.25%$87.50—————
50108$4.30$5.5033.26%$90.00—$9.10$10.301280
017$3.50$4.7033.39%$92.50—$10.00$12.00290
027$2.80$4.0033.43%$95.00—$12.60$14.00830
012$2.30$3.2033.17%$97.50—$13.40$16.4090
041$1.90$2.6533.36%$100.00—$15.30$17.90270
1105$1.25$1.8033.59%$105.00—$19.50$22.3010
046$0.80$1.3034.19%$110.00—$24.10$27.0020
—————$115.00—$28.80$32.1060

Forward $85.46. The 25-delta put carries -0.61 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 33.06%±18.79skew -0.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$65.0033.54%$0.65$1.0510
01$15.70$18.50—$70.0033.05%$1.35$1.9090
01,004$12.60$14.70—$75.0033.47%$2.55$3.40280
01$9.40$11.40—$80.0032.55%$4.20$5.00331
01$6.60$8.70—$85.0033.30%$6.40$7.80670
074$4.80$6.2032.82%$90.00—$8.90$10.90400
—————$92.50—$10.90$13.00100
031$3.20$4.6032.70%$95.00—$12.70$14.80450
02$2.80$3.8032.87%$97.50—$14.60$16.50160
021$2.45$3.3033.51%$100.00—$16.80$17.70120
5176$1.70$2.3033.53%$105.00—$19.70$22.7050
010$1.15$1.8034.31%$110.00—$24.20$27.2010

Forward $85.56. The 25-delta put carries -0.04 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 33.50%±22.30skew -1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$34.00$37.10—$50.00—————
—————$60.0035.00%$0.70$1.10110
04$20.40$23.40—$65.0034.39%$1.35$1.85130
—————$70.0033.48%$2.25$2.90410
—————$75.0032.51%$3.60$4.20214
056$10.60$12.90—$80.0032.64%$5.40$6.401322
—————$82.5032.79%$6.30$7.9090
34$7.90$9.10—$85.0032.67%$7.60$9.10670
092$6.00$7.7033.98%$90.00—$10.40$11.80190
05$5.20$6.9034.16%$92.50—$11.60$13.80360
01,101$4.40$6.0033.79%$95.00—$13.20$15.70420
02,054$3.80$5.3033.88%$97.50—————
03,131$3.50$4.5034.08%$100.00—$16.60$19.3020
06,124$2.55$3.5034.17%$105.00—————
0247$1.85$2.6534.13%$110.00—$24.60$27.80200
01$1.35$2.1534.66%$115.00—$29.10$32.40490
02,060$1.25$1.7035.93%$120.00—$33.80$37.1020

Forward $85.15. The 25-delta put carries -1.66 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.