Options Skew Analytics

FAS 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 70.98%±16.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1017$12.10$14.20—$160.00—————
03$10.70$13.10—$162.00—————
231$10.30$12.90—$162.50—————
100$10.00$12.70—$163.00—————
22$9.20$11.60—$164.00—————
0749$8.60$11.30—$165.0068.88%$3.60$4.903228
20$8.00$10.20—$166.00—————
128$7.30$10.10—$167.00—————
24$7.00$9.20—$167.5064.78%$4.10$5.8001
03$6.70$9.20—$168.00—————
03$6.00$8.30—$169.00—————
1059$5.40$6.6065.05%$170.00—$5.10$7.3041
2977$5.10$7.6073.73%$171.00—————
028$4.40$5.5063.46%$172.00—$6.30$7.60052
038$4.30$6.8072.15%$172.50—$6.10$8.0002
2529$4.10$6.3070.60%$173.00—————
031$3.60$5.7068.89%$174.00—————
—————$175.00—$7.20$9.40150
738$2.90$3.8062.27%$176.00—————
229$2.35$3.8064.44%$177.50—————
540$2.05$3.2064.03%$179.00—————

Forward $169.80. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(14 days)ATM 64.08%±21.46skew +13.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
129$13.50$15.60—$161.0071.49%$4.10$6.1020
1217$12.70$15.40—$162.0069.68%$4.60$5.9010
05$12.50$15.30—$162.5070.20%$4.50$6.5022545
036$12.20$14.60—$163.0070.26%$4.70$6.70351
10$12.00$14.00—$164.00—————
080$11.20$13.10—$165.0068.57%$5.20$7.40425
06$10.20$12.90—$166.00—————
033$9.60$12.30—$167.0066.83%$5.70$8.20318
04$8.90$11.60—$168.0065.97%$6.10$8.5020
—————$169.0065.36%$6.40$9.0020
2762$7.80$10.40—$170.0064.63%$7.00$9.20510
211$7.30$9.90—$171.00—————
06$6.80$9.4064.24%$172.00—————
010$6.20$8.9063.47%$173.00—————
581$5.80$7.2058.79%$174.00—————
0180$5.10$7.7061.11%$175.00—$9.20$11.2070
54$4.90$7.3061.80%$176.00—————
076$4.60$7.0062.36%$177.00—$10.30$12.5010
01$3.80$6.3059.30%$178.00—————
04$3.90$6.0061.15%$179.00—————
13105$3.40$5.2058.50%$180.00—$11.90$14.3040

Forward $171.00. The 25-delta put carries +13.00 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 52.50%±60.11skew +11.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$120.0065.05%$5.40$8.102170
—————$125.0065.10%$6.60$9.7010
07$49.30$52.00—$130.0064.46%$8.30$10.7030
—————$135.0062.36%$8.80$12.2010
05$42.30$44.80—$140.0060.62%$9.90$13.5010
030$38.80$41.00—$145.0060.41%$12.20$14.9050
014$35.40$38.20—$150.0058.63%$13.20$16.70100
09$32.30$35.10—$155.0057.21%$15.50$17.7040
06$29.40$32.30—$160.00—————
08$26.70$29.50—$165.00—————
01$25.00$27.60—$168.00—————
04$24.00$26.80—$170.00—————
02$21.70$24.2053.83%$175.00—————
07$20.00$23.0053.25%$178.00—————
—————$184.00—$29.00$31.5033
—————$185.00—$29.60$32.0020
05$11.60$14.7050.56%$200.00—————
01$10.10$13.1049.90%$205.00—————
01$6.60$9.4048.69%$220.00—————
01$4.10$6.8047.85%$235.00—————
—————$275.00—$104.30$106.40—0

Forward $172.42. The 25-delta put carries +11.72 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 52.41%±71.09skew +10.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$55.60$58.70—$125.0062.81%$8.70$12.20100
04$52.30$55.20—$130.0060.49%$10.40$12.20100
12$49.00$51.90—$135.0060.62%$11.60$14.7010
013$45.70$48.50—$140.0059.90%$13.50$16.1010
37$42.50$44.80—$145.0058.81%$15.10$17.7020
09$39.40$42.30—$150.0058.04%$16.90$19.60120
0101$36.40$39.40—$155.00—————
010$33.50$36.60—$160.0056.22%$20.50$23.80856
09$30.90$34.00—$165.0055.77%$22.70$26.3020
019$28.60$31.80—$170.0054.78%$25.30$28.1010
10$26.40$28.7053.77%$175.00—$27.60$30.4020
013$24.10$27.1053.73%$180.00—$30.50$33.0010
014$21.80$24.9052.89%$185.00—$33.10$36.6010
048$19.70$22.9052.21%$190.00—————
026$17.90$20.1050.83%$195.00—————
033$16.20$19.5051.43%$200.00—————
067$15.20$18.0051.64%$205.00—————
1052$13.70$16.2050.88%$210.00—————
043$11.90$15.3050.51%$215.00—————
034$10.70$14.0050.15%$220.00—————
048$9.40$12.9049.71%$225.00—————

Forward $173.51. The 25-delta put carries +10.19 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.