Options Skew Analytics

F 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 30.98%±0.67skew +1.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
415$7.90$8.25—$5.00—————
739$7.00$7.20—$6.00—————
517$6.00$6.35—$7.00—————
37$4.95$5.20—$8.00—————
36$4.45$4.70—$8.50—————
13212$4.00$4.20—$9.00—————
137$3.60$3.70—$9.50—————
4131$3.05$3.20—$10.00—————
1411$2.57$2.68—$10.50—————
1210$2.08$2.22—$11.00—————
754$1.58$1.68—$11.50—————
10773$1.09$1.18—$12.0035.82%$0.01$0.0370035
3072$0.69$0.74—$12.5032.54%$0.06$0.07980197
1,7431,228$0.33$0.36—$13.0030.88%$0.19$0.215,501717
5,5163,099$0.13$0.1431.51%$13.50—$0.47$0.513,13178
1,9003,115$0.04$0.0532.86%$14.00—$0.88$0.971,264112
2238,283$0.02$0.0339.02%$14.50—$1.37$1.46713101
3533,017$0.01$0.0244.48%$15.00—$1.85$1.922863
—————$15.50—$2.35$2.4570
—————$16.00—$2.85$2.95130
—————$22.00—$8.80$9.0502

Forward $13.15. The 25-delta put carries +1.03 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 30.50%±0.87skew +1.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
213$7.95$8.30—$5.00—————
269$7.00$7.20—$6.00—————
644$6.00$6.20—$7.00—————
02$5.00$5.20—$8.00—————
030$4.05$4.20—$9.00—————
023$3.55$3.70—$9.50—————
2154$3.05$3.20—$10.00—————
811$2.59$2.69—$10.50—————
1030$2.09$2.19—$11.00—————
212$1.60$1.70—$11.5037.69%$0.01$0.036925
238$1.13$1.23—$12.0033.94%$0.04$0.0517792
1385$0.71$0.80—$12.5032.51%$0.11$0.13837153
370599$0.42$0.45—$13.0030.80%$0.26$0.281,362765
4661,408$0.19$0.2230.27%$13.50—$0.54$0.571,344243
4701,729$0.08$0.0930.62%$14.00—$0.91$1.014308
1341,015$0.03$0.0431.99%$14.50—$1.36$1.472410
551,461$0.02$0.0337.31%$15.00—$1.85$1.961101
—————$15.50—$2.35$2.45150
—————$16.50—$3.35$3.4510
—————$23.00—$9.70$10.1023
—————$25.00—$11.80$12.0504

Forward $13.17. The 25-delta put carries +1.89 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 31.27%±1.06skew +0.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
423$9.55$10.45—$3.00—————
811$7.55$10.45—$4.00—————
3849$7.15$9.40—$5.00—————
1623$6.15$8.35—$6.00—————
218$5.75$6.25—$7.00—————
026$5.00$5.40—$8.00—————
05$4.05$4.25—$9.00—————
0170$3.05$3.25—$10.00—————
20454$2.16$2.20—$11.0040.21%$0.01$0.031,64161
08$1.63$1.77—$11.5034.71%$0.02$0.04510
207474$1.18$1.27—$12.0034.10%$0.07$0.0910,758401
54204$0.78$0.85—$12.5032.42%$0.16$0.18360200
3662,812$0.50$0.53—$13.0031.59%$0.33$0.3510,2832,677
1,0391,461$0.27$0.2931.04%$13.50—$0.60$0.642431
1,51913,750$0.14$0.1531.68%$14.00—$0.96$1.0519,8786,233
208572$0.06$0.0832.31%$14.50—$1.39$1.49362
1,10210,384$0.03$0.0433.61%$15.00—$1.87$1.961,69386
1320$0.01$0.0335.76%$15.50—————
1898,435$0.01$0.0239.30%$16.00—$2.80$2.951790
—————$17.00—$3.80$3.9520
—————$18.00—$4.80$4.9520

Forward $13.18. The 25-delta put carries +0.74 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 32.23%±1.24skew +1.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0718$4.05$4.30—$9.00—————
0254$3.60$3.80—$9.50—————
1401$3.10$3.30—$10.00—————
062$2.61$2.73—$10.50—————
1771$2.12$2.28—$11.0039.41%$0.01$0.0651
135$1.65$1.77—$11.5035.95%$0.05$0.0741513
2010$1.22$1.32—$12.0033.20%$0.10$0.1226490
636$0.84$0.92—$12.5033.40%$0.21$0.2655361
76372$0.55$0.61—$13.0032.73%$0.39$0.4529073
3321,195$0.32$0.3631.78%$13.50—$0.65$0.7153446
132938$0.18$0.2132.26%$14.00—$1.00$1.101,03726
50883$0.10$0.1132.62%$14.50—$1.41$1.521611
521,174$0.05$0.0633.18%$15.00—$1.86$1.9891
2279$0.03$0.0536.38%$15.50—$2.32$2.4610
30199$0.01$0.0336.50%$16.00—$2.80$2.9520
0161$0.01$0.0341.09%$16.50—————

Forward $13.16. The 25-delta put carries +1.14 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 37.29%±1.58skew -0.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$4.60$4.75—$8.50—————
014$4.10$4.25—$9.00—————
017$3.60$3.75—$9.5050.27%$0.01$0.023501
036$3.10$3.25—$10.0048.92%$0.01$0.05400
017$2.63$2.80—$10.5042.87%$0.01$0.06195
02$2.16$2.27—$11.0040.29%$0.05$0.072038
01$1.71$1.82—$11.5038.74%$0.10$0.121,38810
13328$1.30$1.40—$12.0037.08%$0.18$0.20119105
18$0.95$1.04—$12.5037.24%$0.32$0.3637592
52313$0.67$0.73—$13.0036.97%$0.52$0.57844115
3941,051$0.47$0.5037.60%$13.50—$0.78$0.8215154
4351,030$0.30$0.3337.43%$14.00—$1.10$1.1923916
87943$0.19$0.2037.23%$14.50—$1.48$1.59480
152816$0.12$0.1338.03%$15.00—$1.90$2.0352
5964$0.07$0.1140.15%$15.50—————
24201$0.05$0.0640.41%$16.00—$2.85$2.9740
—————$16.50—$3.25$3.5010
143$0.02$0.0444.08%$17.00—————
025$0.01$0.0548.02%$17.50—————
103$0.01$0.0551.78%$18.00—————
01$0.01$0.0555.39%$18.50—————

Forward $13.16. The 25-delta put carries -0.15 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 37.18%±1.96skew +1.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
718$10.65$13.60—$1.00—————
418$10.70$12.60—$2.00—————
48$9.10$11.35—$3.00—————
529$8.70$10.35—$4.00—————
122$7.65$9.35—$5.00—————
05$6.65$7.45—$6.00—————
34$6.00$6.35—$7.00—————
327$5.00$5.35—$8.00—————
01$3.70$4.50—$9.00—————
024$3.00$3.30—$10.0042.99%$0.04$0.0663318
4125$2.16$2.46—$11.0039.48%$0.12$0.141,208156
1081,449$1.37$1.48—$12.0037.98%$0.33$0.342,458203
761,830$0.81$0.84—$13.0037.39%$0.72$0.7411,144337
1,8735,100$0.41$0.4336.60%$14.00—$1.31$1.373,0121,141
3616,417$0.19$0.2036.46%$15.00—$2.08$2.278224
6617,885$0.09$0.1138.26%$16.00—$2.96$3.201030
1222,089$0.04$0.0538.79%$17.00—$3.90$4.1580
3501,076$0.03$0.0544.29%$18.00—$4.65$5.2080
20422$0.01$0.0344.81%$19.00—$5.65$6.1510
—————$20.00—$6.40$7.354370
—————$22.00—$8.35$9.3510

Forward $13.10. The 25-delta put carries +1.52 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 35.49%±2.27skew +1.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
24$5.95$6.25—$7.00—————
0175$5.35$5.75—$7.6753.96%$0.01$0.0339,7590
0113$4.85$6.05—$7.8551.89%$0.01$0.0316,346195
01$4.70$6.40—$8.00—————
24$3.85$4.60—$9.0045.70%$0.02$0.071,2300
202,911$3.40$3.60—$9.6739.96%$0.05$0.0633,2572
01,894$3.25$3.70—$9.8539.42%$0.06$0.0715,6422
0136$3.10$3.55—$10.0039.65%$0.07$0.096034
1105$2.20$2.36—$11.0037.86%$0.19$0.214,61818
1312,359$1.71$1.82—$11.6736.74%$0.32$0.3634,92925
18809$1.49$1.57—$12.0036.61%$0.42$0.467,1281,392
2065,990$0.94$0.97—$13.0035.63%$0.83$0.8521,172161
3314,096$0.54$0.5635.33%$14.00—$1.42$1.464,01556
3818,103$0.36$0.3835.43%$14.67—$1.91$2.011,8442
14615,620$0.31$0.3435.15%$14.85—$2.05$2.151,9680
4676,798$0.29$0.3135.40%$15.00—$2.16$2.284,3161
28210,048$0.15$0.1735.84%$16.00—$3.00$3.103090
10015,564$0.11$0.1237.15%$16.67—$3.60$3.855610
423,184$0.09$0.1037.46%$17.00—$3.90$4.105531
266,321$0.05$0.0638.61%$18.00—$4.90$5.103,6421
201,680$0.01$0.0539.21%$19.00—$5.85$6.10170

Forward $13.12. The 25-delta put carries +1.34 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 34.92%±2.58skew +1.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
024$5.55$7.40—$7.00—————
0369$4.90$5.50—$7.8549.81%$0.02$0.0568,1241
010$4.75$6.45—$8.00—————
016$4.00$4.50—$9.0042.51%$0.03$0.09432
011,728$3.25$3.50—$9.8539.89%$0.10$0.1337,5481
3590$3.15$3.35—$10.0038.73%$0.10$0.142,5761
037$2.33$2.46—$11.0036.57%$0.24$0.274,1680
4816,881$1.70$1.80—$11.8536.21%$0.46$0.5044,40217
18627$1.60$1.70—$12.0036.13%$0.52$0.542,83956
1616,354$1.08$1.11—$13.0035.00%$0.92$0.9416,87265
1675,482$0.66$0.7134.88%$14.00—$1.51$1.5512,0362
18255,665$0.44$0.4635.11%$14.85—$2.11$2.2221,73420
6006,808$0.40$0.4234.88%$15.00—$2.23$2.351,395100
1705,937$0.23$0.2535.13%$16.00—$3.05$3.253970
536,427$0.16$0.1836.68%$16.85—$3.80$4.001,4790
562,509$0.14$0.1535.94%$17.00—$3.95$4.20970
43510,767$0.09$0.1037.36%$18.00—$4.90$5.108841
26676$0.06$0.0839.45%$19.00—$5.65$6.1570
1853,745$0.04$0.0640.38%$19.85—$6.70$6.95710
711,694$0.04$0.0540.21%$20.00—$6.85$7.10350
01,689$0.01$0.0439.97%$21.00—$7.40$8.5510

Forward $13.17. The 25-delta put carries +1.32 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.