Options Skew Analytics

F option chain

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

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 35.05%±0.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
8571$7.40$7.60—$5.00—————
394$6.40$6.60—$6.00—————
2132$5.40$5.60—$7.00—————
11166$4.90$5.10—$7.50—————
897$4.45$4.65—$8.00—————
1071$3.95$4.05—$8.50—————
928$3.45$3.60—$9.00—————
2013$2.93$3.05—$9.50—————
29127$2.43$2.59—$10.00—————
1855$1.86$2.16—$10.50—————
38122$1.33$1.51—$11.0052.05%$0.01$0.031,281370
7310$0.95$1.00—$11.5040.90%$0.03$0.041,428382
2731,917$0.48$0.51—$12.0036.79%$0.11$0.123,1601,136
2,4508,016$0.16$0.1734.79%$12.50—$0.32$0.341,817665
3,1214,841$0.04$0.0535.39%$13.00—$0.70$0.73373196
9762,745$0.01$0.0239.74%$13.50—$1.06$1.211391
—————$14.00—$1.46$1.811591
—————$14.50—$1.95$2.271312
—————$15.00—$2.44$3.9070
—————$16.00—$3.35$4.3510
—————$18.00—$5.45$5.8077

Forward $12.33. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(14 days)ATM 35.54%±0.86skew +4.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$6.40$7.70—$6.00—————
015$5.20$6.50—$7.00—————
413$4.45$4.60—$8.00—————
20$3.70$5.30—$8.50—————
02$3.25$4.70—$9.00—————
018$2.75$4.20—$9.50—————
2448$2.44$2.64—$10.00—————
—————$10.5045.96%$0.01$0.023,1165
45492$1.44$1.57—$11.0041.81%$0.03$0.047,49365
1832,615$0.95$1.05—$11.5038.45%$0.08$0.095,65067
74311,197$0.55$0.56—$12.0036.55%$0.20$0.2112,715991
1,9776,761$0.26$0.2735.23%$12.50—$0.42$0.441,487481
1,08912,569$0.10$0.1134.25%$13.00—$0.75$0.7911,045144
3043,566$0.04$0.0536.42%$13.50—$1.05$1.25390
67360,724$0.01$0.0236.79%$14.00—$1.58$1.713,4127
—————$15.00—$2.60$2.7478717
—————$16.00—$3.55$4.55990
—————$17.00—$4.45$5.0580
—————$17.50—$4.90$6.401100
—————$18.00—$5.40$6.1091
—————$19.00—$6.35$7.8510

Forward $12.33. The 25-delta put carries +4.20 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 33.29%±0.99skew +4.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
6194$5.25$6.00—$7.00—————
679$4.75$7.10—$7.50—————
2025$4.20$6.60—$8.00—————
1838$3.70$6.10—$8.50—————
012$2.75$4.00—$9.50—————
06$1.71$2.81—$10.5047.42%$0.02$0.071,7202
0149$1.38$1.78—$11.0039.57%$0.05$0.07952281
275$0.97$1.11—$11.5036.14%$0.11$0.1354228
70816$0.58$0.62—$12.0033.85%$0.24$0.251,173122
321,729$0.31$0.3333.12%$12.50—$0.46$0.4948954
1503,302$0.14$0.1532.02%$13.00—$0.75$0.85797
532,501$0.06$0.0732.87%$13.50—$1.09$1.34221
1,106470$0.02$0.0737.85%$14.00—$1.60$1.81722

Forward $12.34. The 25-delta put carries +4.12 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 33.85%±1.16skew +1.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
8219$5.40$5.85—$7.00—————
21257$4.80$7.10—$7.50—————
18131$4.40$5.00—$8.00—————
021$1.74$2.86—$10.5039.95%$0.03$0.052376
—————$11.0037.35%$0.07$0.09288142
40120$1.00$1.19—$11.5034.91%$0.15$0.1634894
142394$0.65$0.69—$12.0033.66%$0.29$0.31507206
525677$0.38$0.4033.88%$12.50—$0.53$0.5618433
3471,865$0.19$0.2232.95%$13.00—$0.81$0.906523
661,972$0.08$0.1031.62%$13.50—$1.08$1.49170
352,295$0.04$0.0633.67%$14.00—$1.51$1.8011
267$0.01$0.0536.03%$14.50—$2.10$3.4010

Forward $12.34. The 25-delta put carries +1.95 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 35.50%±1.36skew +3.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
14168$5.40$5.65—$7.00—————
31842$4.65$7.10—$7.50—————
16159$4.40$4.95—$8.00—————
—————$10.5040.41%$0.05$0.073962
—————$11.0037.56%$0.10$0.11382
—————$11.5035.57%$0.18$0.207858
33487$0.70$0.82—$12.0035.25%$0.34$0.361,80841
13329$0.43$0.5735.50%$12.50—$0.56$0.6267467
37420$0.24$0.2731.64%$13.00—$0.78$0.95714
19644$0.13$0.1531.96%$13.50—————
16212$0.06$0.0932.58%$14.00—$1.55$1.9510
1075$0.02$0.0734.31%$14.50—————

Forward $12.41. The 25-delta put carries +3.61 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 33.36%±1.40skew +2.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$6.15$7.25—$6.00—————
05$5.15$5.95—$7.00—————
0170$4.40$5.55—$7.6767.85%$0.01$0.0239,7340
0105$4.30$5.10—$7.85—————
025$4.30$4.65—$8.00—————
112$3.40$3.65—$9.0049.83%$0.01$0.031,22311
02,854$2.58$3.20—$9.6750.23%$0.03$0.0933,2854
11,885$2.56$2.81—$9.8541.90%$0.02$0.0513,6096
2389$2.43$2.63—$10.0041.87%$0.04$0.052,15017
15366$1.49$1.64—$11.0037.64%$0.13$0.159,656338
012,544$0.98$1.13—$11.6735.46%$0.28$0.2932,46227
1766,644$0.77$0.80—$12.0034.65%$0.39$0.407,566155
45513,839$0.30$0.3132.54%$13.00—$0.87$0.9417,00147
20812,051$0.10$0.1133.24%$14.00—$1.68$1.764,01011
1318,141$0.05$0.0634.90%$14.67—$2.19$2.631,7100
214,602$0.04$0.0535.11%$14.85—$2.31$2.911,9430
519,974$0.03$0.0535.66%$15.00—$2.56$2.724,1800
428,553$0.01$0.0440.92%$16.00—$3.40$4.052550
1117,134$0.01$0.0344.46%$16.67—$4.10$4.754801
—————$17.00—$4.30$5.005490
—————$18.00—$5.45$5.803,6401

Forward $12.39. The 25-delta put carries +2.22 volatility points over the 25-delta call.

2026-12-24(48 days)ATM 33.99%±1.53skew +2.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
484—$5.25$7.60—$7.00—————
130—$4.65$7.10—$7.50—————
84$4.05$6.60—$8.00—————
—————$11.0036.83%$0.13$0.1902
—————$11.5036.24%$0.25$0.3130
—————$12.0034.52%$0.41$0.4629
175$0.53$0.5733.99%$12.50—$0.65$0.6966
185$0.34$0.3834.00%$13.00—$0.91$0.99011
813$0.20$0.2533.99%$13.50—————
1181$0.12$0.1634.44%$14.00—$1.59$1.8101
75$0.06$0.1235.42%$14.50—————
—————$19.00—$6.20$8.80—0
—————$20.00—$7.00$9.80—0
—————$21.00—$8.00$10.80—0
—————$22.00—$9.00$11.80—0

Forward $12.38. The 25-delta put carries +2.25 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 32.90%±1.79skew +3.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0192$7.05$8.75—$5.00—————
01$6.15$7.75—$6.00—————
054$5.10$6.65—$7.00—————
0354$4.20$5.30—$7.8552.88%$0.01$0.0368,0920
012$4.25$4.90—$8.0048.73%$0.01$0.023,06551
1211$3.40$3.75—$9.0045.25%$0.03$0.067021
011,401$2.55$2.93—$9.8540.95%$0.07$0.1140,0780
1178$2.44$2.58—$10.0039.48%$0.08$0.118,616115
179494$1.60$1.76—$11.0036.03%$0.22$0.2411,69254
4417,710$1.02$1.06—$11.8534.05%$0.46$0.4744,23126
385,945$0.94$0.96—$12.0033.93%$0.52$0.533,984160
53719,737$0.46$0.4732.38%$13.00—$1.02$1.0617,09460
27420,783$0.19$0.2332.53%$14.00—$1.66$1.8212,0200
19551,540$0.09$0.1032.34%$14.85—$2.30$2.5917,9360
2298,315$0.08$0.0932.63%$15.00—$2.54$2.741,3650
385,969$0.03$0.0534.28%$16.00—$3.40$3.903960
1537,475$0.02$0.0336.49%$16.85—$4.10$4.801,4820
04,963$0.01$0.0336.02%$17.00—$4.30$5.00810
20410,827$0.01$0.0341.31%$18.00—$5.30$5.908840
—————$19.00—$6.25$6.9070
—————$19.85—$7.20$8.00710

Forward $12.43. The 25-delta put carries +3.50 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.