Options Skew Analytics

FIS option chain

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

Data as of 9 November 2026 (end of day)

2026-12-11(32 days)ATM 38.96%±3.28skew +1.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$8.80$10.40—$19.00—————
01$3.10$4.50—$25.0041.37%$0.20$0.3092
015$2.30$3.70—$26.0040.07%$0.35$0.5061
010$1.85$2.25—$27.0039.25%$0.60$0.80477
10$1.40$1.65—$28.0039.65%$1.00$1.25220
420$0.95$1.1038.55%$29.00—$1.50$1.70221
55$0.60$0.7538.48%$30.00—$2.15$2.3020
110$0.35$0.5038.38%$31.00—————
010$0.20$0.3037.98%$32.00—$3.70$4.0032
011$0.15$0.2039.93%$33.00—$3.70$5.8010
—————$38.00—$7.60$11.60150

Forward $28.40. The 25-delta put carries +1.69 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 37.60%±4.54skew +1.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$6.60$9.40—$20.00—————
010$5.60$6.60—$22.5043.07%$0.20$0.30252
1030$3.70$4.30—$25.0039.99%$0.60$0.7025599
21217$2.05$2.25—$27.5038.31%$1.40$1.60496297
247149$1.00$1.1036.97%$30.00—$2.80$3.0053638
117685$0.45$0.6038.53%$32.50—$4.40$5.3033712
25912$0.15$0.2537.39%$35.00—$6.70$7.4078323
—————$37.50—$9.30$9.802171
—————$40.00—$10.80$12.8047010
—————$42.50—$12.40$16.308510
—————$45.00—$14.80$18.80790
—————$47.50—$19.20$21.30580
—————$50.00—$19.80$23.801180
—————$52.50—$22.30$26.3060
—————$55.00—$24.80$28.70180
—————$57.50—$27.30$31.2010
—————$60.00—$29.80$33.70130
—————$62.50—$32.30$36.2080
—————$65.00—$34.80$38.7080
—————$67.50—$37.20$41.2060
—————$70.00—$39.70$43.7040

Forward $28.15. The 25-delta put carries +1.46 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 42.15%±7.10skew +4.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$20.0048.99%$0.35$0.45200
042$5.90$7.40—$22.5047.05%$0.75$0.9012920
411$4.40$5.00—$25.0044.19%$1.40$1.5044611
412$2.95$3.50—$27.5043.92%$2.35$2.709340
25143$1.85$2.1541.03%$30.00—$3.40$4.502590
6320$0.95$1.3538.97%$32.50—$5.20$6.20800
34342$0.55$0.8539.29%$35.00—$7.00$8.106130
12426$0.40$0.5541.09%$37.50—$9.10$10.501841
—————$40.00—$11.70$12.801841
—————$42.50—$13.50$15.602091
—————$45.00—$15.60$18.00180
—————$47.50—$17.40$21.3010
—————$52.50—$22.30$26.3010
—————$55.00—$24.80$28.8020
—————$57.50—$27.30$31.3060

Forward $28.21. The 25-delta put carries +4.90 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 43.14%±9.39skew +5.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.40$9.90—$20.0048.08%$0.70$1.00500
014$6.50$7.80—$22.5047.58%$1.45$1.605271
16423$5.00$5.30—$25.0044.70%$2.20$2.353272
02$3.60$4.70—$27.5043.15%$3.20$3.501532
14250$2.75$3.0043.14%$30.00—$4.60$5.001620
1466$1.95$2.2042.64%$32.50—$6.30$6.705330
10135$1.40$1.5041.91%$35.00—$7.70$9.001090
15643$0.95$1.1041.78%$37.50—$10.30$10.601122
5686$0.65$0.8041.79%$40.00—$11.20$13.60600
—————$42.50—$13.40$15.80990
1052,756$0.35$0.5043.57%$45.00—$15.70$18.30130
—————$50.00—$19.90$23.9010
—————$55.00—$24.80$28.8040

Forward $28.03. The 25-delta put carries +5.80 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 43.26%±11.17skew +3.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$17.5050.75%$0.70$0.95790
11$8.00$10.40—$20.0047.96%$1.15$1.45150
01$6.10$8.60—$22.5045.55%$1.80$2.10610
22$5.10$6.10—$25.0045.40%$2.75$3.202511
—————$27.5043.44%$3.80$4.301673
2192$3.30$3.7043.31%$30.00—$5.30$5.7019550
019$2.40$2.8542.14%$32.50—$5.80$7.90820
2442$1.80$2.2542.13%$35.00—$7.70$10.301620
0150$1.35$1.8042.33%$37.50—$9.70$12.2020
09$1.00$1.4042.20%$40.00—$11.50$14.30150
278$0.80$1.1543.01%$42.50—————
02$0.65$0.9043.38%$45.00—————
—————$50.00—$20.20$23.8050

Forward $27.93. The 25-delta put carries +3.35 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.