Options Skew Analytics

FDS option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 54.61%±39.13skew -0.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
40$91.50$98.50—$185.00—————
02$75.90$84.00—$200.00—————
01$66.40$74.30—$210.00—————
02$58.60$63.40—$220.00—————
01$49.40$54.00—$230.0060.00%$1.70$2.101119
—————$240.0059.23%$2.60$3.902480
025$32.80$37.00—$250.0056.53%$4.40$5.301,01817
016$25.60$29.70—$260.0055.80%$7.10$8.001,69153
16$19.10$23.30—$270.0055.01%$10.10$12.202070
0419$14.10$16.5054.61%$280.00—$14.70$17.00321
045$10.50$11.8054.64%$290.00—$21.30$22.20121
1138$7.10$8.9054.98%$300.00—$26.00$30.201,3210
425$5.10$6.4055.83%$310.00—$33.90$37.901040
651$3.20$4.0054.12%$320.00—$42.30$46.6030
—————$330.00—$50.60$55.5030
—————$340.00—$60.70$64.30101
—————$350.00—$68.40$74.0020
—————$360.00—$77.70$85.5010

Forward $279.45. The 25-delta put carries -0.03 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 49.25%±55.70skew +3.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$51.90$59.30—$230.0053.93%$3.90$6.5020
07$44.60$49.90—$240.0052.52%$5.70$8.50573
017$36.40$42.60—$250.0051.83%$8.00$11.5050
—————$260.0050.21%$11.10$14.2070
05$24.70$30.00—$270.0049.86%$15.00$18.4040
07$21.20$24.40—$280.0049.60%$19.70$23.3040
16$16.50$20.0049.08%$290.00—————
127$12.80$16.0048.62%$300.00—$31.20$35.5020
119$9.60$12.7048.08%$310.00—————
09$6.90$10.5048.12%$320.00—$44.00$50.9020
01$5.80$8.0048.66%$330.00—$53.80$58.4020
01$4.50$6.7049.63%$340.00—$62.40$67.6021
220$3.40$4.5048.34%$350.00—————
—————$360.00—$79.00$86.4010
—————$370.00—$88.30$95.6010
—————$390.00—$108.20$113.7020

Forward $281.31. The 25-delta put carries +3.17 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 47.85%±86.91skew +2.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$220.0051.39%$8.10$12.30210
—————$230.0050.68%$10.30$15.2060
—————$240.0049.64%$12.60$18.40330
—————$250.0049.62%$16.30$22.20100
—————$260.0049.63%$20.70$26.301110
06$37.80$43.90—$270.0049.31%$25.20$30.80130
06$32.90$39.00—$280.0048.65%$29.20$36.2040
01$28.30$34.1047.92%$290.00—$35.00$40.00160
—————$300.00—$41.40$48.20210
—————$310.00—$46.50$53.2070
—————$320.00—$53.40$60.1080
—————$330.00—$60.60$69.0050
—————$340.00—$70.10$75.1020
020$11.10$16.1047.65%$350.00—$76.70$83.0030
0149$7.80$12.0047.17%$370.00—————

Forward $283.31. The 25-delta put carries +2.47 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 47.49%±93.95skew +2.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$185.0053.05%$4.00$6.2010
01$85.70$91.40—$200.00—————
—————$220.0049.29%$9.40$13.1040
—————$240.0049.19%$15.30$20.1040
—————$250.0049.22%$19.20$24.1030
021$44.10$50.20—$260.0047.56%$22.40$27.30180
020$40.10$44.90—$270.00—————
06$35.80$39.90—$280.0047.35%$32.80$36.5020
01$29.30$36.7046.48%$290.00—$37.10$42.90270
09$27.50$32.5047.51%$300.00—$43.80$48.8050
015$22.20$29.3046.42%$310.00—$49.80$55.503100
0302$21.20$25.0046.96%$320.00—$56.90$61.9050
06$17.90$22.9047.02%$330.00—$63.00$69.10170
044$13.90$20.8046.18%$340.00—$71.90$76.9070
014$11.80$18.3045.97%$350.00—$78.70$85.20310
02$11.10$16.1046.66%$360.00—————
03$7.70$12.7046.32%$380.00—$103.90$110.3010
01$7.30$11.9047.59%$390.00—————
13$3.40$5.3047.76%$450.00—————

Forward $283.27. The 25-delta put carries +2.87 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.