Options Skew Analytics

FAST option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 28.21%±5.68skew +0.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$9.60$11.00—$40.0039.49%$0.20$0.303025
01$7.20$8.30—$42.5035.99%$0.35$0.502760
022$5.30$6.30—$45.0032.65%$0.65$0.8052812
0351$3.30$4.00—$47.5030.06%$1.20$1.35369244
1513,395$2.20$2.40—$50.0028.39%$2.15$2.3076057
224,049$1.15$1.3527.58%$52.50—$3.50$4.30160
591,886$0.60$0.9029.42%$55.00—$5.40$6.30250
01,484$0.30$0.4529.38%$57.50—$7.30$8.8010

Forward $50.08. The 25-delta put carries +0.63 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 28.02%±6.86skew +4.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$29.70$32.70—$18.75—————
03$21.00$24.00—$27.50—————
0278$18.90$21.30—$30.00—————
02$17.70$20.10—$31.25—————
03$15.20$17.60—$33.75—————
04$14.00$16.30—$35.00—————
025$11.60$14.00—$37.50—————
05$11.00$12.50—$38.75—————
138$9.70$11.20—$40.00—————
020$8.60$10.10—$41.25—————
046$7.50$9.00—$42.5035.27%$0.55$0.851220
024$6.40$7.90—$43.7533.09%$0.70$0.95480
01,285$5.60$6.80—$45.0030.53%$0.85$1.0524982
0141$4.70$5.40—$46.2531.10%$1.10$1.60296
2137$3.90$4.50—$47.5030.36%$1.45$2.001,32615
102,460$2.65$3.00—$50.0028.35%$2.40$2.9026214
01,398$1.55$1.8527.25%$52.50—$3.60$4.8090
102,496$0.85$1.0026.24%$55.00—$5.50$6.7010
3,158780$0.50$0.6027.05%$57.50—$7.40$8.9020
0180$0.25$0.3527.27%$60.00—$9.60$11.101000

Forward $50.18. The 25-delta put carries +4.85 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 28.09%±7.92skew +3.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$26.00$29.00—$22.50—————
011$23.60$26.60—$25.00—————
01$21.10$24.10—$27.50—————
06$16.60$19.00—$32.50—————
02$15.40$17.80—$33.75—————
03$14.20$16.60—$35.00—————
020$13.00$15.40—$36.25—————
07$11.80$14.20—$37.50—————
08$10.70$13.10—$38.75—————
0119$10.00$11.50—$40.0034.93%$0.45$0.601440
0127$8.90$10.40—$41.2534.92%$0.55$0.901940
036$7.80$9.30—$42.5033.10%$0.70$1.0039180
0456$6.80$8.30—$43.7531.64%$0.85$1.20390
0917$6.00$7.00—$45.0030.65%$1.10$1.457882
196$5.20$6.20—$46.2528.60%$1.35$1.602460
0614$3.90$5.10—$47.5028.12%$1.75$2.001060
11,201$3.00$3.50—$50.0028.35%$2.65$3.401670
22,573$1.90$2.3027.28%$52.50—$4.00$5.001120
2571$1.25$1.4026.99%$55.00—$5.00$7.5010
1348$0.75$0.9027.09%$57.50—$7.50$9.0060
1714$0.40$0.5526.82%$60.00—————

Forward $50.23. The 25-delta put carries +3.56 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 27.25%±8.79skew +2.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$40.0034.43%$0.65$0.85337200
—————$42.5032.31%$1.00$1.202150
05$6.10$7.60—$45.0029.86%$1.45$1.65356
055$4.50$5.60—$47.5028.37%$2.20$2.35820
01,273$3.40$3.80—$50.0027.39%$3.20$3.401130
24$2.40$2.6527.11%$52.50—$4.40$4.70250
0223$1.60$1.8026.79%$55.00—————
0449$1.05$1.2526.98%$57.50—————
0101$0.65$0.9027.30%$60.00—$9.90$11.4010
080$0.30$0.4028.06%$65.00—————

Forward $50.31. The 25-delta put carries +2.88 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 27.48%±9.67skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$20.80$23.80—$27.50—————
012$19.10$21.50—$30.00—————
02$16.70$19.10—$32.5040.82%$0.25$0.35190
—————$35.0038.66%$0.40$0.50140
01$12.20$14.60—$37.5035.97%$0.55$0.70450
—————$40.0034.20%$0.85$1.0010
04$8.40$9.90—$42.5031.80%$1.20$1.354100
033$6.50$8.00—$45.0029.95%$1.70$1.90710
073$4.90$6.40—$47.5028.74%$2.45$2.70770
31,397$3.80$4.20—$50.0027.75%$3.40$3.801024
0212$2.70$3.1027.37%$52.50—$3.70$5.40260
0597$1.85$2.4027.70%$55.00—$6.00$7.5010
042$1.25$1.8027.89%$57.50—$7.90$9.4010
023$0.85$1.3028.02%$60.00—$10.10$11.6030
012$0.40$0.6028.04%$65.00—————

Forward $50.41. The 25-delta put carries +2.06 volatility points over the 25-delta call.

2027-09-17(360 days)ATM 28.52%±14.46skew +4.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$42.5032.72%$2.20$2.9510
—————$45.0031.65%$2.90$3.70100
01$5.90$9.00—$47.5030.55%$3.70$4.60190
02$4.80$7.70—$50.0030.03%$4.80$5.7020
010$4.50$5.4028.70%$52.50—————
082$3.50$4.4028.15%$55.00—————
01,444$2.75$3.6028.02%$57.50—————
048$2.15$2.9528.00%$60.00—————
055$1.35$2.0028.37%$65.00—————

Forward $51.04. The 25-delta put carries +4.36 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.