Options Skew Analytics

FLEX 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 105.41%±14.29skew +6.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$44.50$52.40—$30.00—————
02$39.50$47.40—$35.00—————
04$34.00$39.10—$40.00—————
01$30.20$37.10—$45.00—————
09$27.60$30.80—$50.00—————
05$20.60$26.00—$55.00—————
020$16.10$21.00—$60.00117.84%$0.60$0.7043740
015$12.00$15.80—$65.00114.31%$1.30$1.402381,387
5209$10.20$10.90—$70.00110.51%$2.40$2.607282,444
2,5742,567$7.20$7.70—$75.00108.09%$4.20$4.404321,841
2,299671$4.70$5.00105.31%$80.00—$6.60$6.9080345
1,5201,928$3.00$3.20105.14%$85.00—$9.60$10.001,149547
5242,924$1.80$1.90103.78%$90.00—$12.80$13.902,8602
1542,684$1.00$1.10102.64%$95.00—$17.80$18.5031511
7064,710$0.45$0.6099.71%$100.00—$20.90$23.905024
—————$105.00—$25.10$30.001260
61,533$0.15$0.25105.34%$110.00—$30.10$34.8017230
—————$115.00—$35.00$39.801300
—————$120.00—$39.80$43.90611
—————$125.00—$45.00$49.90250
—————$130.00—$50.10$53.40231

Forward $78.10. The 25-delta put carries +6.73 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 82.23%±21.10skew +9.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$22.00$26.60—$55.00—————
02$17.40$22.40—$60.0090.73%$1.75$2.2516421
016$14.60$17.00—$65.0090.28%$3.20$3.4013616
47$12.60$13.60—$70.0087.07%$4.60$5.0072815
1984$9.70$10.70—$75.0084.83%$6.60$7.00108242
3587$7.50$8.0082.66%$80.00—$9.00$9.506910
22260$5.50$6.0081.34%$85.00—$12.00$12.507811
93827$4.00$4.4080.46%$90.00—$15.30$16.301511
7203$2.90$3.3080.72%$95.00—$17.80$20.101782
152,540$2.00$2.3579.71%$100.00—$22.80$24.80140
982$1.35$1.8080.03%$105.00—$26.40$31.10100
471$0.80$1.3078.69%$110.00—$30.90$35.6020
—————$115.00—$35.50$40.4010
—————$120.00—$41.00$44.3001

Forward $78.49. The 25-delta put carries +9.56 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 76.97%±25.95skew +7.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$42.10$50.70—$32.00—————
022$39.20$47.80—$35.00—————
021$37.50$45.70—$37.00—————
032$35.90$41.80—$40.00—————
026$31.30$36.40—$45.00—————
0100$26.90$31.80—$50.0088.62%$1.10$1.5522320
0212$22.70$27.60—$55.0085.04%$1.85$2.201255
091$19.10$23.70—$60.0082.90%$2.85$3.3015316
069$16.20$20.00—$65.0081.37%$4.30$4.704326
0519$12.70$16.70—$70.0080.00%$6.10$6.504925
82148$11.70$13.00—$75.0078.45%$8.20$8.7024331
11342$9.50$10.0077.53%$80.00—$10.80$11.3055346
2521,460$7.50$8.0076.64%$85.00—$13.50$14.40952
11,349$5.20$7.0075.91%$90.00—$16.40$17.907760
2402$4.50$5.1075.63%$95.00—$19.30$24.405140
131,369$3.50$3.8074.47%$100.00—$23.10$27.603253
323,093$2.65$2.9574.01%$105.00—$28.30$29.801060
22613$2.00$2.3073.78%$110.00—$31.60$36.402760
—————$115.00—$36.00$40.10853
341,203$1.00$1.5073.38%$120.00—$40.60$45.501680
—————$125.00—$45.30$50.206780

Forward $78.69. The 25-delta put carries +7.36 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 76.59%±32.02skew +7.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$28.40$33.40—$50.0086.29%$1.95$2.652510
—————$55.0082.99%$2.75$3.703810
05$20.50$25.30—$60.0083.10%$4.50$5.002524
03$18.50$21.90—$65.0081.53%$6.20$6.602431
2291$16.90$18.40—$70.0080.69%$8.20$8.701730
946$14.50$15.00—$75.0074.35%$8.80$11.10870
8948$12.20$12.7078.33%$80.00—$13.00$13.701250
040$9.10$11.5076.64%$85.00—$14.40$16.90670
82169$8.40$8.9076.40%$90.00—$17.20$24.00330
11160$6.90$7.3075.30%$95.00—$20.40$25.802160
061$5.20$7.1076.66%$100.00—$24.90$27.401360
31,553$4.70$5.0074.51%$105.00—$28.10$32.60220
069$3.80$4.2074.24%$110.00—$31.00$38.50480
0101$2.80$3.8074.06%$115.00—$36.30$42.00310
—————$120.00—$40.40$48.00660
—————$125.00—$44.00$52.40170
—————$130.00—$49.10$56.00150
—————$135.00—$53.40$61.3040
—————$140.00—$59.30$65.3030
—————$145.00—$63.80$70.6010

Forward $79.09. The 25-delta put carries +7.29 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 72.12%±37.77skew +10.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$37.20$42.40—$40.00—————
03$33.10$38.50—$45.0082.44%$1.85$2.854525
011$29.20$34.80—$50.0081.11%$2.65$4.2010
07$25.60$31.60—$55.0082.52%$4.60$5.60840
12$24.70$26.50—$60.0080.35%$5.90$7.3030
02$19.80$24.00—$65.0080.47%$8.00$9.40710
163$16.00$21.10—$70.0076.24%$10.10$10.505733
61$16.20$18.00—$75.0074.26%$10.80$14.20350
873$14.40$15.2073.64%$80.00—$13.40$17.0020
014$10.00$14.6070.44%$85.00—$16.30$20.00340
373$10.70$11.4072.28%$90.00—$19.70$23.30540
436$9.30$9.9072.15%$95.00—$23.10$28.6090
1157$7.90$8.9072.37%$100.00—$26.80$31.00250
0136$6.80$7.6071.78%$105.00—————
0220$5.70$6.7071.46%$110.00—$32.60$41.00280
—————$115.00—$36.00$45.0010
—————$120.00—$41.00$49.2010
—————$125.00—$47.30$52.20500
225$2.80$3.8069.85%$130.00—$52.40$55.0031

Forward $79.59. The 25-delta put carries +10.63 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.