Options Skew Analytics

FICO 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 48.96%±115.96skew -0.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$810.0048.97%$6.20$10.30270
—————$820.0048.17%$8.60$10.503076
01$98.40$112.70—$830.0048.40%$10.50$12.80200
—————$840.0048.24%$12.60$15.001105
013$82.90$97.40—$850.0048.24%$14.60$18.10388
01$78.30$89.10—$860.00—————
21$70.70$81.70—$870.0048.18%$20.70$24.00544
03$64.00$76.90—$880.0047.86%$23.10$28.104082
94$58.80$70.50—$890.0049.04%$25.90$35.10771
1420$53.70$61.00—$900.0047.18%$30.40$35.701005
375$47.70$57.70—$910.0046.74%$33.80$40.60472
2426$44.20$50.30—$920.0048.27%$38.90$48.20943
1116$40.10$46.3048.96%$930.00—$44.50$51.10200
413$33.70$43.6048.75%$940.00—$48.40$59.30410
348$28.50$38.8047.70%$950.00—$54.50$66.80470
312$28.00$34.3049.00%$960.00—$59.80$72.203280
08$21.80$31.1047.54%$970.00—$67.00$78.7076
1524$21.60$26.5048.30%$980.00—$73.60$86.00310
215$17.10$24.9048.00%$990.00—$80.40$94.90140
7301$16.90$20.5048.28%$1,000.00—$95.00$102.901865
1964$11.70$17.3048.46%$1,020.00—$104.00$118.40240

Forward $923.71. The 25-delta put carries -0.22 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 54.84%±204.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$820.0053.55%$29.40$35.50180
35$127.00$142.10—$830.0055.17%$30.70$44.70270
—————$840.0054.99%$34.10$47.90120
01$115.90$129.90—$850.0054.47%$41.80$46.30403
—————$860.0054.57%$42.30$53.90390
08$103.40$118.60—$870.0052.90%$44.00$55.90110
01$97.50$112.60—$880.0054.03%$52.60$59.0080
04$96.20$104.70—$890.0055.61%$56.60$68.5080
07$86.10$99.90—$900.0053.80%$60.90$68.50470
—————$910.0055.34%$66.00$77.7010
1526$81.30$86.40—$920.0054.42%$70.70$80.60250
93$76.30$82.7054.14%$930.00—$74.70$86.40520
012$70.60$81.4054.76%$940.00—$80.50$91.40280
012$69.10$74.4054.74%$950.00—————
050$63.40$75.3055.85%$960.00—$91.40$108.00240
01$57.00$71.6055.05%$970.00—$99.10$113.4010
056$50.70$68.0054.19%$980.00—$104.50$117.80310
02$50.10$60.6053.85%$990.00—————
329$48.60$58.3054.84%$1,000.00—$117.60$128.90240
0236$44.40$51.2055.23%$1,020.00—$131.10$146.0050
01$37.60$48.5053.88%$1,030.00—————

Forward $928.94. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(87 days)ATM 50.82%±231.77skew +2.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$202.00$219.70—$740.00—————
01$188.00$204.20—$760.0051.41%$20.10$28.10390
—————$780.0052.60%$24.70$36.80660
01$158.00$175.80—$800.0053.43%$29.70$46.00340
—————$820.0053.87%$39.40$51.00210
—————$840.0052.56%$46.70$54.50260
04$124.70$136.60—$860.0052.12%$54.40$61.40510
—————$880.0053.80%$66.10$72.8091
54$104.60$112.20—$900.0052.92%$74.70$80.10700
54$96.30$102.40—$920.0052.94%$84.70$90.4080
01$85.50$96.9052.19%$940.00—$92.90$101.1030
03$72.60$88.4050.90%$960.00—$106.30$114.40100
047$69.30$75.0050.57%$980.00—$116.80$126.50100
12110$63.50$67.5050.84%$1,000.00—$128.50$140.10160
07$56.90$62.1051.15%$1,020.00—$142.70$152.9010
048$44.20$58.0049.75%$1,040.00—$154.40$171.50260
09$40.00$52.3050.03%$1,060.00—$170.70$185.70490
016$39.70$45.1050.76%$1,080.00—$185.50$197.70190
149$35.50$40.3050.77%$1,100.00—$200.80$216.00250
020$32.80$36.7051.39%$1,120.00—$216.90$232.00270
—————$1,140.00—$232.00$249.90340

Forward $934.14. The 25-delta put carries +2.48 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 50.68%±265.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$800.0051.62%$43.90$47.70820
—————$820.0050.46%$44.50$57.4080
—————$840.0051.09%$57.90$61.703330
—————$860.0051.66%$61.20$77.3080
07$126.00$137.90—$880.0051.19%$74.10$80.7080
26$117.10$127.10—$900.0050.97%$83.80$89.40366
02$106.00$117.90—$920.0051.02%$93.50$100.40128
08$96.00$108.2050.61%$940.00—$104.10$109.8035
115$90.10$98.4050.84%$960.00—$115.40$122.2080
01$85.70$94.9050.84%$970.00—————
01$78.80$92.0050.31%$980.00—————
—————$990.00—$131.10$141.9030
17$75.20$82.9050.73%$1,000.00—$137.10$148.10120
17$68.40$76.1050.69%$1,020.00—$150.30$161.70200
01$62.60$73.3050.13%$1,030.00—$156.80$169.30700
037$56.80$70.2049.43%$1,040.00—$163.50$179.80430
05$55.00$70.0050.39%$1,050.00—$172.30$185.9010
017$51.70$68.0050.47%$1,060.00—$179.40$191.30100
05$50.00$65.8050.86%$1,070.00—$185.40$200.3060
04$45.40$62.0050.03%$1,080.00—$194.50$206.4040
—————$1,090.00—$202.40$215.1010

Forward $935.09. Not enough surviving quotes on both wings to measure the skew here.

2027-03-19(178 days)ATM 51.84%±339.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$740.0052.09%$38.00$53.0080
—————$760.0052.40%$44.00$61.2050
—————$780.0051.88%$50.40$66.8010
—————$800.0050.63%$58.00$69.0020
—————$820.0051.09%$64.30$80.6070
—————$840.0050.89%$72.30$88.70110
—————$860.0051.10%$82.10$97.9040
03$152.00$166.90—$880.0050.77%$90.40$107.1050
02$142.00$158.60—$900.0050.64%$100.30$116.60210
08$134.00$147.90—$920.0051.03%$112.30$127.5030
05$124.00$140.0052.08%$940.00—$128.00$139.10140
03$118.40$130.5052.31%$960.00—$138.20$145.9090
614$109.90$122.3052.05%$980.00—$149.80$158.0060
115$103.70$112.8051.82%$1,000.00—$161.60$173.6090
038$96.70$108.8052.36%$1,020.00—$171.60$184.2020
018$86.70$100.9051.39%$1,040.00—$182.20$199.70120
04$79.70$93.7050.99%$1,060.00—$196.00$214.00130
011$78.70$89.0052.14%$1,080.00—$212.40$224.7040
122$73.20$82.5051.91%$1,100.00—$227.10$239.20190
024$68.10$78.0052.03%$1,120.00—$241.90$254.7050
021$56.30$72.1050.33%$1,140.00—$254.50$272.1020

Forward $938.42. Not enough surviving quotes on both wings to measure the skew here.

2027-04-16(206 days)ATM 50.59%±359.35skew +1.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$740.0052.55%$47.00$57.0011
—————$760.0053.27%$55.80$64.8001
—————$800.0051.99%$64.30$80.9040
—————$900.0051.40%$108.00$125.6010
01$142.90$160.30—$920.0051.33%$118.00$136.2030
02$134.10$151.10—$940.00—————
04$130.00$146.5050.93%$950.00—$137.30$147.8010
02$110.00$126.5050.64%$1,000.00—————
07$84.00$99.6050.40%$1,080.00—————
02$80.70$96.4050.25%$1,090.00—————
018$78.50$93.5050.32%$1,100.00—$232.00$246.6030
02$72.30$88.5050.20%$1,120.00—————
08$36.30$48.0050.25%$1,320.00—————

Forward $945.60. The 25-delta put carries +1.75 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 51.11%±417.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$740.0053.29%$58.00$75.0010
—————$760.0053.67%$66.00$83.7040
—————$780.0052.82%$72.10$89.1030
012$232.00$246.50—$800.0052.50%$80.00$96.00130
—————$840.0052.58%$98.90$112.9030
—————$860.0052.21%$106.80$121.8060
—————$880.0052.14%$118.30$129.6040
06$179.10$192.30—$900.0052.07%$126.00$141.9070
06$170.50$184.40—$920.0051.96%$139.00$149.5010
05$162.00$176.00—$940.0051.99%$147.50$163.1010
01$152.30$167.9051.96%$960.00—$158.00$175.10120
04$138.60$150.9051.86%$1,000.00—$182.00$199.00120
—————$1,020.00—$194.00$211.0060
08$120.00$137.5051.14%$1,040.00—$207.00$224.0080
—————$1,060.00—$220.00$237.4090
07$108.00$124.0051.06%$1,080.00—$234.00$251.50120
027$104.00$117.7051.27%$1,100.00—$248.00$265.40140
06$96.00$112.0050.85%$1,120.00—————
07$90.50$106.0050.70%$1,140.00—$276.00$291.8010
01$85.30$101.9050.81%$1,160.00—————
01$80.40$96.0050.60%$1,180.00—$306.00$322.1010

Forward $953.34. Not enough surviving quotes on both wings to measure the skew here.

2027-09-17(360 days)ATM 51.49%±492.94skew +4.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$580.0057.04%$30.00$50.0010
—————$620.0056.03%$40.00$58.0010
—————$680.0054.72%$56.00$74.0010
—————$700.0055.51%$69.00$79.0021
—————$720.0053.69%$70.40$83.0011
—————$760.0053.91%$84.00$102.0010
—————$800.0053.22%$98.20$118.0030
02$248.00$266.00—$820.0053.16%$108.00$126.0010
01$208.00$226.00—$900.0052.64%$146.00$164.0010
—————$940.0052.13%$166.00$184.0020
02$182.00$199.50—$960.0052.32%$178.00$196.0010
04$167.00$182.0051.91%$1,000.00—————
02$158.00$176.0051.76%$1,020.00—————
02$152.00$168.2051.71%$1,040.00—————
01$82.00$98.0050.59%$1,300.00—————
02$64.00$82.0050.15%$1,390.00—————
02$62.00$78.0050.16%$1,410.00—————
02$56.00$74.0049.95%$1,440.00—————
01$54.00$72.0050.18%$1,460.00—————
01$42.00$60.0049.80%$1,550.00—————
01$38.00$56.0049.86%$1,590.00—————

Forward $963.92. The 25-delta put carries +4.11 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.