Options Skew Analytics

FIX 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 54.46%±227.12skew +4.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$196.70$210.00—$1,450.0056.74%$22.30$32.301284
09$187.40$202.30—$1,460.0057.21%$25.40$35.204332
016$182.00$194.80—$1,470.0056.72%$27.40$37.2091
01$174.00$187.30—$1,480.0056.21%$29.80$39.0013111
05$165.10$180.30—$1,490.0056.00%$32.00$42.00170
0104$160.00$174.00—$1,500.0055.76%$35.80$43.607315
09$146.00$156.80—$1,520.0055.53%$41.10$50.701121
026$132.00$145.60—$1,540.0055.64%$48.40$58.108513
028$120.00$133.60—$1,560.0055.74%$56.30$66.302815
039$108.00$121.10—$1,580.0054.43%$62.80$72.80101
429$98.70$108.70—$1,600.0053.30%$70.20$80.203837
1469$87.50$97.50—$1,620.0054.00%$81.70$90.908918
765$79.00$89.0054.48%$1,640.00—$90.10$100.10505
233$69.10$79.1053.69%$1,660.00—$101.10$114.001070
0244$59.20$69.2052.48%$1,680.00—$112.70$125.90480
1894$51.30$61.3052.06%$1,700.00—$124.00$138.00160
532$44.70$54.7052.03%$1,720.00—$137.60$151.101010
291$40.80$49.1052.82%$1,740.00—$150.00$164.00820
224$32.80$42.7051.59%$1,760.00—$164.00$178.00110
1428$28.90$37.0051.58%$1,780.00—$180.00$193.70580
337$25.00$32.5051.64%$1,800.00—$194.80$208.60950

Forward $1,626.22. The 25-delta put carries +4.37 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 62.67%±411.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$1,420.0065.03%$68.80$78.8070
—————$1,450.0065.06%$79.60$89.5001
—————$1,470.0064.54%$86.00$96.0010
—————$1,480.0064.94%$91.90$99.8010
—————$1,490.0064.64%$95.70$102.7020
13$228.00$241.90—$1,500.0064.56%$99.60$106.7031
02$222.00$236.30—$1,510.0064.43%$103.20$111.0001
013$216.00$227.10—$1,520.00—————
—————$1,530.0063.58%$108.00$119.6001
—————$1,570.0063.65%$126.00$139.3010
02$174.00$185.80—$1,600.00—————
04$166.20$182.20—$1,610.0063.71%$146.00$160.1040
05$164.00$177.10—$1,620.0063.20%$150.00$164.1030
01$160.00$171.90—$1,630.0063.46%$158.30$167.9010
10$156.00$167.7063.59%$1,640.00—————
04$146.00$159.0063.30%$1,660.00—————
0111$128.00$140.5062.48%$1,700.00—$196.00$207.1010
—————$1,720.00—$209.90$220.4020
10$114.00$125.3062.52%$1,740.00—————
01$92.80$102.8061.60%$1,800.00—$258.00$272.0030
03$86.10$96.1061.26%$1,820.00—————

Forward $1,632.87. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(87 days)ATM 59.33%±474.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$288.00$305.00—$1,440.0062.29%$97.20$107.20390
018$276.00$292.40—$1,460.0061.58%$101.70$114.70200
020$264.00$280.60—$1,480.0061.49%$108.30$124.1060
054$252.00$269.20—$1,500.0061.18%$116.00$131.80290
022$240.30$258.50—$1,520.0060.81%$125.00$138.505510
032$230.00$247.00—$1,540.0060.96%$134.00$148.905430
021$220.00$236.40—$1,560.0060.33%$144.40$153.90320
019$212.00$224.60—$1,580.0061.01%$154.40$167.9020
647$202.00$213.20—$1,600.0060.91%$164.00$178.30130
414$192.00$202.90—$1,620.0060.73%$174.00$188.40230
05$184.00$196.7060.69%$1,640.00—$186.20$197.80310
013$174.00$185.3060.01%$1,660.00—$194.80$210.801130
034$166.00$178.8060.32%$1,680.00—$206.00$221.30490
046$156.00$164.6059.00%$1,700.00—$220.80$228.80200
043$148.00$162.6059.83%$1,720.00—$230.00$246.0030
015$140.00$154.6059.62%$1,740.00—$242.00$258.00120
09$132.00$147.5059.45%$1,760.00—$254.00$270.70150
07$126.00$137.3059.02%$1,780.00—$268.00$281.8030
120$120.00$133.6059.53%$1,800.00—$280.00$294.9070
09$113.80$124.1059.00%$1,820.00—$294.00$308.3060
023$106.00$120.2059.02%$1,840.00—$308.00$320.00250

Forward $1,638.33. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(115 days)ATM 58.78%±542.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$314.00$329.10—$1,440.0060.75%$114.70$126.3031
02$302.00$317.30—$1,460.0059.94%$120.10$132.4040
12$290.90$301.90—$1,480.0060.25%$128.30$143.4020
13$280.00$294.50—$1,500.0060.20%$137.20$152.00180
02$267.00$283.20—$1,520.0060.21%$147.70$160.0080
04$256.20$273.00—$1,540.0059.65%$154.00$168.90110
03$244.70$262.40—$1,560.0059.53%$163.10$178.6080
06$238.00$249.00—$1,580.0059.60%$173.50$188.9080
110$228.00$239.10—$1,600.0059.88%$188.30$196.80532
416$218.00$232.90—$1,620.0059.47%$194.50$209.10100
78$208.00$223.60—$1,640.0059.18%$204.00$219.5012
65$200.00$214.1059.11%$1,660.00—$219.90$229.6070
812$192.00$205.0059.01%$1,680.00—$226.00$241.7060
626$184.00$196.9058.98%$1,700.00—$239.70$253.20300
46$174.00$188.1058.50%$1,720.00—$250.90$264.8010
64$168.00$181.6058.81%$1,740.00—$262.00$276.9040
03$160.00$174.0058.63%$1,760.00—$278.90$289.6010
07$152.00$166.6058.41%$1,780.00—————
894$144.00$158.3057.99%$1,800.00—$300.00$315.10620
24$138.00$152.3058.09%$1,820.00—$317.60$328.8010
014$131.50$146.7058.12%$1,840.00—$326.50$341.80110

Forward $1,644.10. Not enough surviving quotes on both wings to measure the skew here.

2027-04-16(206 days)ATM 58.96%±736.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$1,500.0060.50%$197.30$213.1020
01$344.00$362.00—$1,520.00—————
01$336.00$352.10—$1,540.00—————
—————$1,580.0060.24%$236.00$253.8060
—————$1,590.0060.26%$242.00$258.7050
04$308.00$323.40—$1,600.0060.00%$248.00$261.1030
—————$1,630.0060.02%$264.00$278.3020
02$290.00$305.60—$1,640.00—————
03$284.00$297.10—$1,660.0060.04%$280.00$296.5020
—————$1,680.00—$292.00$307.9010
—————$1,690.00—$298.00$313.7010
—————$1,710.00—$308.00$325.7010
—————$1,720.00—$314.60$331.5010
03$244.00$261.7059.32%$1,750.00—$333.00$349.5010
01$242.00$257.2059.38%$1,760.00—$340.00$354.4020
—————$1,770.00—$346.00$361.8010
01$234.00$250.1059.27%$1,780.00—————
—————$1,790.00—$358.00$373.9010
—————$1,800.00—$364.00$380.2010
02$224.00$239.3059.21%$1,810.00—————
02$220.00$235.7059.11%$1,820.00—$378.00$394.1020

Forward $1,662.36. Not enough surviving quotes on both wings to measure the skew here.

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.