Options Skew Analytics

FIX option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 77.52%±149.28skew +7.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$212.20$223.60—$900.0091.64%$5.50$8.505217
03$158.10$170.70—$960.00—————
09$142.00$154.10—$980.0091.11%$16.20$24.501252
12$134.00$146.10—$990.0088.94%$17.40$25.9067
19$126.10$138.10—$1,000.0089.80%$19.80$29.80719
02$112.20$122.00—$1,020.0084.15%$25.20$29.30883
27$98.60$107.40—$1,040.0080.89%$30.00$33.4017718
030$84.90$94.90—$1,060.0080.29%$37.00$40.504293
562$73.80$78.70—$1,080.0080.03%$44.50$49.60790
5227$61.10$67.30—$1,100.0077.88%$51.50$58.4029924
29$52.00$57.0077.50%$1,120.00—$60.20$68.10441
736$42.40$47.7076.08%$1,140.00—$74.30$79.00341
213$36.40$39.6076.47%$1,160.00—$83.00$90.90630
649$28.50$32.4074.83%$1,180.00—$97.00$106.50995
1095$24.10$26.3075.12%$1,200.00—$110.00$122.101512
61104$18.50$24.3076.48%$1,220.00—$124.00$136.00943
0180$13.20$20.5075.48%$1,240.00—$140.00$152.40450
765$11.40$16.4076.14%$1,260.00—$157.50$170.50546
—————$1,280.00—$174.00$188.20580
20133$6.90$10.0075.08%$1,300.00—$192.00$205.70930
—————$1,320.00—$210.10$223.70401

Forward $1,109.26. The 25-delta put carries +7.66 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 68.80%±250.40skew +9.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$193.90$207.70—$950.0076.94%$36.20$46.00420
0400$187.20$202.00—$960.0076.64%$38.90$48.90140
010$182.00$191.60—$970.0076.54%$42.10$52.00720
0179$175.00$188.00—$980.0075.56%$44.30$54.301001
26$168.00$180.00—$990.0075.12%$47.30$57.30630
19$160.60$173.70—$1,000.0073.93%$50.30$58.702027
06$154.00$164.10—$1,010.0074.37%$53.90$63.80261
113$148.00$161.20—$1,020.0072.61%$58.20$62.90351
07$136.00$148.50—$1,040.0071.44%$64.80$69.80481
020$124.00$134.10—$1,060.0071.23%$73.50$78.30140
120$112.00$124.80—$1,080.0070.96%$82.30$87.80105
822$102.00$114.00—$1,100.0069.52%$89.50$96.801421
232$92.20$101.7069.25%$1,120.00—$98.50$108.50101
147$84.70$91.0068.86%$1,140.00—$110.40$118.70120
028$75.40$81.8067.96%$1,160.00—$121.10$129.60151
010$66.00$76.0067.78%$1,180.00—$131.20$145.40920
938$58.40$68.3067.17%$1,200.00—$144.30$155.10392
110$52.00$61.8067.01%$1,220.00—$157.70$169.90450
040$50.20$54.4067.83%$1,240.00—$170.80$184.00211
137$44.80$48.2067.40%$1,260.00—$186.70$198.001470
1,00441$39.80$42.8067.06%$1,280.00—$200.10$213.10160

Forward $1,113.42. The 25-delta put carries +9.48 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 65.91%±315.49skew +6.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$239.90$253.10—$920.0073.54%$46.70$56.70100
04$224.00$239.10—$940.0073.50%$53.30$63.30120
06$212.80$226.00—$960.0070.73%$58.90$63.50140
02$200.00$212.30—$980.0068.87%$61.70$69.70271
24$186.70$199.50—$1,000.0069.67%$73.10$76.702042
019$174.90$186.80—$1,020.0071.00%$80.60$90.6090
026$162.50$173.30—$1,040.0069.96%$87.80$97.80271
09$152.00$163.70—$1,060.0069.76%$96.90$106.9051
06$140.30$152.30—$1,080.0069.12%$104.50$116.90940
473$130.00$142.30—$1,100.0067.92%$114.20$123.60560
03$120.10$131.8067.33%$1,120.00—$123.10$134.30180
07$112.00$121.9067.06%$1,140.00—$133.20$144.60241
02$102.00$111.4065.88%$1,160.00—$144.70$157.6070
06$96.90$104.0066.56%$1,180.00—$156.70$166.50380
216$88.50$97.5066.38%$1,200.00—$168.50$180.50390
060$81.40$89.2065.83%$1,220.00—$180.50$192.80300
02$72.50$80.2064.37%$1,240.00—$194.00$206.40700
110$66.50$76.5064.90%$1,260.00—$207.40$220.00180
09$60.60$69.9064.45%$1,280.00—$222.10$234.00160
26$57.30$62.3064.22%$1,300.00—$236.60$248.00570
44$50.30$59.6064.14%$1,320.00—$251.50$263.10120

Forward $1,117.23. The 25-delta put carries +6.60 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 68.49%±406.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$920.0073.45%$71.90$77.6010
—————$940.0074.16%$78.70$88.70320
01$242.40$258.10—$960.00—————
—————$980.0072.64%$93.60$100.8030
—————$1,000.0072.45%$100.60$110.60460
01$207.80$221.60—$1,020.0071.48%$106.10$119.4010
03$198.00$209.40—$1,040.0071.80%$116.00$130.0010
08$186.30$199.40—$1,060.0070.42%$122.80$137.1060
017$166.00$180.40—$1,100.0069.82%$143.40$155.80460
—————$1,120.0069.43%$152.00$167.6050
02$148.00$159.8069.07%$1,140.00—$164.00$176.8010
06$139.80$151.5068.94%$1,160.00—$175.00$190.1020
05$130.80$142.0068.24%$1,180.00—$188.80$201.2030
120$125.50$134.0068.49%$1,200.00—$200.50$213.20630
01$116.00$127.0067.92%$1,220.00—$212.20$225.40460
02$108.00$121.1067.76%$1,240.00—$224.00$238.8010
02$101.40$113.3067.35%$1,260.00—$238.00$250.7020
05$97.20$107.0067.66%$1,280.00—$250.00$264.0040
08$91.10$101.1067.50%$1,300.00—$264.00$278.4020
01$85.60$92.1066.66%$1,320.00—$278.00$291.8020
124$80.60$85.9066.42%$1,340.00—————

Forward $1,123.31. Not enough surviving quotes on both wings to measure the skew here.

2027-04-16(158 days)ATM 65.70%±487.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$920.0071.68%$97.40$106.6040
01$289.40$301.40—$940.0070.65%$102.70$113.3084
—————$960.0071.17%$113.00$123.0012
01$265.80$277.30—$980.0070.01%$117.30$131.1010
—————$1,000.0070.03%$128.60$138.70320
—————$1,020.0068.93%$132.50$148.50260
—————$1,040.0069.43%$146.60$157.1060
35$222.00$234.90—$1,060.0068.96%$155.70$166.2030
—————$1,080.0068.58%$164.20$176.9020
23$202.90$214.50—$1,100.0068.21%$174.00$187.00410
—————$1,120.0067.88%$184.20$197.50130
—————$1,140.00—$193.40$208.5020
01$174.10$189.9067.33%$1,160.00—$204.30$219.0020
—————$1,180.00—$217.50$231.1030
04$158.20$170.5066.31%$1,200.00—$230.80$240.2050
12$150.50$162.5065.99%$1,220.00—$241.40$251.5010
09$144.00$153.9065.69%$1,240.00—$254.30$264.6030
54$136.00$147.5065.41%$1,260.00—$267.20$278.2040
01$130.00$140.6065.30%$1,280.00—$278.70$292.6020
18$124.00$134.1065.17%$1,300.00—$293.40$304.1040
04$118.00$128.4065.10%$1,320.00—————

Forward $1,128.72. 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.