Options Skew Analytics

FDS option chain

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

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 51.61%±33.15skew +5.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$134.10$140.70—$190.00—————
02$124.20$130.70—$200.00—————
01$104.30$110.70—$220.00—————
02$94.40$99.80—$230.00—————
78$84.50$90.30—$240.00—————
124$74.70$79.90—$250.00—————
016$64.90$70.10—$260.00—————
019$55.20$61.80—$270.00—————
090$45.80$51.10—$280.00—————
055$36.60$42.20—$290.0058.19%$1.90$3.101242
1372$28.10$33.90—$300.0056.69%$3.50$4.80671
061$23.40$25.70—$310.0054.87%$5.80$7.201490
067$16.40$18.90—$320.0053.10%$9.00$10.6020013
5053$10.90$13.6051.55%$330.00—$13.30$15.2053830
2106$6.80$8.6049.19%$340.00—$18.90$21.00851
3152$4.10$5.6049.13%$350.00—$25.60$28.00481
1172$2.35$3.5049.15%$360.00—$33.20$38.9020

Forward $328.00. The 25-delta put carries +5.73 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 47.94%±68.62skew +1.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$125.60$133.20—$200.00—————
02$106.40$113.80—$220.00—————
70$87.60$93.20—$240.00—————
02$69.70$78.00—$260.0050.27%$3.80$6.0020
013$61.30$69.20—$270.0052.15%$6.40$8.7040
08$53.40$61.90—$280.0049.13%$6.80$11.00130
03$46.50$52.80—$290.0048.44%$9.30$13.8050
018$39.20$45.00—$300.0048.54%$13.10$17.10140
139$33.40$38.50—$310.0047.50%$17.20$20.101,52113
05$27.20$33.00—$320.0047.47%$21.20$25.4020
04$24.00$27.5048.01%$330.00—————
1102$19.60$23.4047.73%$340.00—$31.20$35.9010
010$15.80$19.7047.38%$350.00—$36.50$42.3010
01$12.60$15.9046.54%$360.00—————
—————$370.00—$51.70$57.0020
10$7.80$11.5046.88%$380.00—————
02$4.80$7.3046.20%$400.00—$73.20$81.8050
—————$490.00—$160.60$166.50—0

Forward $326.85. The 25-delta put carries +1.57 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 45.05%±139.55skew +1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$210.0050.91%$7.90$12.7030
02$111.00$120.00—$230.00—————
01$96.00$105.00—$250.0047.21%$14.00$23.0020
—————$260.0048.01%$19.10$26.0020
01$83.00$91.40—$270.0046.12%$20.00$29.0010
04$77.00$85.20—$280.0047.06%$25.70$33.0030
06$71.00$79.60—$290.0045.96%$28.00$37.0070
011$66.00$74.00—$300.0046.21%$33.60$41.00480
010$61.00$68.60—$310.00—————
01$56.00$65.00—$320.00—————
02$51.00$59.20—$330.00—————
060$47.00$55.2045.38%$340.00—$53.80$61.0010
02$43.00$51.0045.06%$350.00—————
053$40.00$47.1045.08%$360.00—$65.00$72.2010
013$36.50$43.9044.98%$370.00—————
02$33.30$41.0044.94%$380.00—————
03$30.80$38.0044.98%$390.00—————
03$27.00$35.0044.29%$400.00—————
0600$22.80$30.0044.31%$420.00—————
03$20.90$27.5044.18%$430.00—————
01$16.50$25.0044.37%$450.00—————

Forward $333.46. The 25-delta put carries +1.74 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.