Options Skew Analytics

FAST option chain

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

Data as of 6 November 2026 (end of day)

2026-12-18(42 days)ATM 27.13%±4.90skew +2.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$32.30$36.40—$18.75—————
02$21.10$25.20—$30.00—————
016$14.40$17.70—$37.50—————
05$13.30$15.30—$38.75—————
038$12.10$14.50—$40.00—————
020$10.80$12.60—$41.25—————
046$9.60$12.10—$42.50—————
024$8.40$10.80—$43.75—————
0931$7.20$8.80—$45.0036.76%$0.20$0.304080
0149$6.10$7.50—$46.25—————
2128$6.00$6.30—$47.5031.70%$0.35$0.451,35552
242,418$4.00$4.20—$50.0028.51%$0.70$0.855007
1,7571,560$2.30$2.40—$52.5027.62%$1.50$1.7525211
742,690$1.10$1.2526.49%$55.00—$2.80$3.1011
124,052$0.45$0.6026.29%$57.50—$4.60$5.0031
1612$0.15$0.2526.02%$60.00—————
—————$62.50—$7.90$11.60—0

Forward $53.23. The 25-delta put carries +2.22 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 26.26%±6.14skew +3.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$26.10$30.30—$25.00—————
01$23.70$27.80—$27.50—————
06$18.70$22.90—$32.50—————
02$17.60$21.60—$33.75—————
03$17.20$19.80—$35.00—————
04$16.00$18.40—$36.25—————
04$14.70$17.40—$37.50—————
07$13.50$15.90—$38.75—————
0119$12.30$14.80—$40.00—————
0127$11.10$13.50—$41.25—————
046$9.90$12.40—$42.50—————
0381$8.80$11.10—$43.75—————
0919$7.60$9.50—$45.00—————
1096$6.50$8.20—$46.2532.50%$0.45$0.702760
10626$6.30$6.80—$47.5030.89%$0.60$0.853620
171,440$4.40$4.80—$50.0028.29%$1.05$1.351980
52,787$2.75$3.10—$52.5026.85%$1.90$2.202861
281,967$1.60$1.8025.76%$55.00—$3.10$4.0041
21,726$0.85$0.9525.13%$57.50—$3.90$6.4060
6949$0.40$0.5525.46%$60.00—————
—————$62.50—$8.40$11.00—0

Forward $53.38. The 25-delta put carries +3.16 volatility points over the 25-delta call.

2027-02-19(105 days)ATM 28.11%±8.10skew +6.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
077$8.00$10.50—$45.0035.78%$0.75$1.052640
055$6.00$8.20—$47.5033.58%$1.20$1.453322
01,381$4.20$6.10—$50.0032.23%$1.85$2.152861
078$3.40$4.60—$52.5030.14%$2.55$3.104110
98331$2.40$2.7027.49%$55.00—$3.80$4.801840
891,121$1.35$1.7526.17%$57.50—————
01,872$0.80$1.2526.92%$60.00—$6.30$9.0010
0—$0.45$0.7026.25%$62.50—$9.00$11.20—0

Forward $53.69. The 25-delta put carries +6.66 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 28.41%±9.20skew +4.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$23.70$27.90—$27.50—————
012$21.30$25.40—$30.00—————
02$19.50$22.60—$32.50—————
01$14.90$17.50—$37.50—————
08$12.60$15.10—$40.00—————
04$10.40$12.90—$42.5034.97%$0.55$0.802100
037$8.20$10.80—$45.0033.35%$0.85$1.20720
070$6.30$8.80—$47.5032.11%$1.30$1.80780
01,396$4.60$6.70—$50.0030.55%$1.95$2.501430
0224$3.70$4.80—$52.5029.11%$2.85$3.40690
0635$2.70$3.3028.20%$55.00—$4.10$4.7010
0176$1.70$2.3027.23%$57.50—$4.80$7.4010
032$1.10$1.6527.45%$60.00—$6.70$9.3030
0—$0.70$1.0026.78%$62.50—$8.90$11.30—0
0131$0.45$0.7027.29%$65.00—————

Forward $53.64. The 25-delta put carries +4.66 volatility points over the 25-delta call.

2027-06-17(223 days)ATM 28.00%±11.79skew +3.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$29.10$32.70—$22.50—————
01$22.30$25.00—$30.00—————
02$17.70$20.40—$35.00—————
04$13.30$15.80—$40.00—————
01$11.20$13.40—$42.5034.71%$1.10$1.551390
02$9.20$11.60—$45.0032.20%$1.45$1.901850
019$7.30$9.20—$47.5031.31%$2.05$2.607740
012$5.60$8.10—$50.0030.35%$2.75$3.50810
131,721$5.00$5.50—$52.5029.07%$3.60$4.50170
051$3.80$4.4028.04%$55.00—$4.90$5.50130
096$2.75$3.5027.73%$57.50—$5.40$8.2030
0234$2.00$2.8027.87%$60.00—————
0—$1.45$2.1527.81%$62.50—$9.30$11.80—0
0193$1.00$1.6027.49%$65.00—————
025$0.55$0.8527.59%$70.00—————
9105$0.30$0.4527.83%$75.00—————
—————$80.00—$25.40$29.10—0

Forward $53.87. The 25-delta put carries +3.83 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 29.23%±14.66skew +2.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$21.50$26.00—$30.00—————
011$11.90$14.50—$42.5033.03%$1.40$2.1010
01$9.90$12.50—$45.0031.88%$1.90$2.701630
05$8.10$10.70—$47.5030.64%$2.50$3.40340
07$6.40$9.00—$50.0029.80%$3.30$4.30110
010$5.00$7.60—$52.5029.24%$4.40$5.3030
082$4.80$5.7029.46%$55.00—————
01,455$3.70$4.7028.85%$57.50—————
0600$2.95$3.9028.93%$60.00—————
0—$2.20$3.2028.56%$62.50—$9.20$12.30—0
060$1.80$2.5028.50%$65.00—————
0150$1.00$1.6028.12%$70.00—————
—————$80.00—$24.50$29.40—0

Forward $54.00. The 25-delta put carries +2.14 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.