Options Skew Analytics

GD option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 27.68%±10.51skew -0.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$41.30$44.60—$320.00—————
03$36.30$39.50—$325.00—————
01$33.80$37.10—$327.50—————
01$26.40$29.70—$335.00—————
01$21.50$24.80—$340.00—————
02$16.80$19.90—$345.00—————
07$14.30$17.70—$347.50—————
011$11.90$14.80—$350.00—————
—————$352.5030.29%$0.90$1.4590
216$7.60$10.20—$355.0028.49%$1.30$1.7543
021$6.90$7.70—$357.5027.65%$1.85$2.4020
845$5.20$6.10—$360.0028.07%$2.70$3.5081
22$3.80$4.60—$362.50—$3.70$4.7060
199$2.75$3.3027.37%$365.00—$5.20$6.00110
31$1.90$2.6028.18%$367.50—$6.80$7.50160
520$1.30$2.0028.94%$370.00—$8.50$10.3090
201$0.90$1.4529.46%$372.50—$9.00$12.5010
204$0.60$0.8528.78%$375.00—$11.20$14.70430
—————$377.50—$13.50$16.90140
—————$380.00—$15.80$19.20210

Forward $362.50. The 25-delta put carries -0.45 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 25.60%±16.12skew +2.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0194$31.50$35.30—$330.00—————
112$27.10$30.50—$335.00—————
0239$22.10$25.80—$340.00—————
04$20.10$23.60—$342.50—————
138$18.00$21.30—$345.00—————
04$15.70$18.50—$347.50—————
1228$13.60$16.80—$350.0026.66%$1.75$2.4010910
01$11.40$14.50—$352.5027.26%$2.15$3.5061
06$10.60$11.70—$355.0025.40%$2.75$3.6030
16$9.00$10.00—$357.5024.77%$3.40$4.401160
3132$7.30$8.50—$360.0025.12%$4.40$5.6020812
77$5.90$7.20—$362.5025.61%$5.80$6.80761
057$4.70$6.0025.47%$365.00—$6.90$7.7080
012$3.70$4.9025.32%$367.50—$8.40$9.20640
5217$2.95$3.6024.62%$370.00—$10.10$11.303500
0—$2.25$2.9524.81%$372.50—$11.00$13.90—0
376$1.55$2.3524.51%$375.00—$13.00$15.90170
1—$1.40$2.0525.98%$377.50—$14.30$17.90—0
17269$1.05$1.4525.54%$380.00—$16.60$20.00750
—————$390.00—$26.00$29.30670
—————$395.00—$30.90$34.10—0

Forward $362.75. The 25-delta put carries +2.75 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 22.96%±27.36skew +1.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$151.10$155.40—$210.00—————
03$141.20$145.40—$220.00—————
03$131.20$135.50—$230.00—————
06$121.30$125.50—$240.00—————
03$111.30$115.60—$250.00—————
02$101.40$105.70—$260.00—————
013$91.50$95.80—$270.00—————
03$81.60$85.90—$280.00—————
026$71.70$76.00—$290.00—————
059$62.90$66.00—$300.00—————
017$53.20$56.30—$310.0029.77%$0.50$0.8011810
026$43.60$46.70—$320.0027.45%$0.75$1.251913
045$34.30$37.40—$330.0025.88%$1.55$1.901171
0108$25.70$29.20—$340.0024.70%$2.70$3.401460
0111$18.90$20.60—$350.0023.93%$4.80$5.90915
4136$12.40$14.20—$360.0023.25%$8.30$9.405081
4101$7.80$8.9022.83%$370.00—$13.50$14.903680
6405$4.50$5.4022.76%$380.00—$20.40$21.90380
1483$2.45$2.8022.36%$390.00—$27.30$30.5090
4144$1.35$1.9023.60%$400.00—————
23149$0.75$1.1524.40%$410.00—————

Forward $364.47. The 25-delta put carries +1.18 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 23.39%±36.54skew +1.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$142.30$146.10—$220.00—————
011$132.40$136.20—$230.00—————
018$122.50$126.30—$240.00—————
05$112.60$116.40—$250.00—————
024$102.70$106.60—$260.00—————
0128$92.90$96.70—$270.00—————
034$83.30$87.00—$280.00—————
093$73.60$77.30—$290.00—————
0241$64.00$67.70—$300.00—————
072$55.20$58.20—$310.00—————
099$46.10$49.00—$320.0026.75%$2.10$2.852991
0650$37.40$40.40—$330.0025.63%$3.30$4.2010116
0354$29.30$32.30—$340.0024.26%$5.00$5.9018432
093$22.00$24.70—$350.0023.73%$7.80$8.807901
0235$15.70$17.60—$360.0023.26%$11.80$12.50922
096$11.60$12.5023.45%$370.00—$15.80$17.70730
0190$7.30$8.6022.72%$380.00—$22.00$24.80480
13257$4.80$5.3022.31%$390.00—$28.80$32.10330
4200$3.10$3.7022.84%$400.00—$37.90$40.5040
4509$1.80$2.3022.68%$410.00—$46.20$49.602600
0403$1.15$1.9023.95%$420.00—————

Forward $364.53. The 25-delta put carries +1.95 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 24.30%±46.92skew +1.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$75.10$78.00—$290.00—————
05$65.80$68.80—$300.0028.04%$1.70$2.4580
—————$310.0028.49%$2.80$4.20100
0293$48.20$51.40—$320.0027.75%$4.10$5.80102
02$40.10$43.20—$330.0027.18%$6.10$7.80180
410$33.30$35.40—$340.0026.18%$8.00$10.50420
013$25.80$27.90—$350.0025.81%$11.40$13.80360
011$20.20$22.20—$360.0024.69%$15.30$17.0040
186$15.50$17.2024.27%$370.00—$20.20$21.80220
022$11.40$13.4024.20%$380.00—$25.80$28.6060
018$8.30$11.3024.98%$390.00—$32.00$35.50290
146$5.70$8.7024.86%$400.00—————
044$4.00$6.6024.96%$410.00—————
033$2.05$3.4025.06%$430.00—————
0228$1.45$2.0024.48%$440.00—————

Forward $365.30. The 25-delta put carries +1.32 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 24.41%±53.37skew +2.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$142.80$146.70—$220.00—————
01$123.30$127.20—$240.00—————
02$104.00$107.90—$260.00—————
02$85.00$88.90—$280.00—————
03$75.80$79.70—$290.00—————
08$67.70$70.70—$300.00—————
0141$58.80$62.00—$310.0027.74%$3.70$5.30221
07$50.40$53.60—$320.0026.57%$5.40$6.301042
06$42.60$45.50—$330.0026.01%$7.50$8.403870
0229$35.10$38.60—$340.0025.54%$10.20$11.10440
050$28.60$31.80—$350.0025.03%$13.60$14.30910
097$23.20$24.90—$360.0024.92%$17.80$18.70250
2250$18.70$19.9024.43%$370.00—$22.50$23.40270
0103$13.90$15.5023.73%$380.00—$27.30$29.10130
1106$10.50$12.0023.57%$390.00—$33.70$36.80100
062$7.90$9.1023.48%$400.00—$40.80$44.0020
046$5.60$7.3023.60%$410.00—$49.00$52.2010
0121$4.20$5.0023.28%$420.00—————
013$2.20$3.5024.39%$440.00—————

Forward $366.30. The 25-delta put carries +2.42 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 24.79%±70.90skew +1.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$134.80$138.50—$230.00—————
01$125.40$129.00—$240.00—————
04$80.10$83.30—$290.00—————
09$71.80$74.90—$300.00—————
06$63.70$67.50—$310.0027.08%$6.50$9.5020
—————$320.0026.41%$8.50$11.50180
05$49.20$52.30—$330.0025.88%$11.00$14.00150
09$42.40$45.00—$340.0025.51%$14.20$17.00350
24$36.20$39.00—$350.0025.10%$17.80$20.50550
016$30.50$33.50—$360.0024.99%$22.10$25.0030
039$25.40$28.3024.84%$370.00—$27.10$29.801194
035$21.30$23.9024.74%$380.00—$32.50$35.404170
062$17.50$19.9024.50%$390.00—$37.60$41.50630
070$14.20$16.2024.15%$400.00—$45.10$48.10170
026$11.40$14.5024.58%$410.00—$52.30$55.3040
0118$9.20$11.9024.47%$420.00—$59.80$63.5050
035$7.10$10.0024.40%$430.00—————
014$5.60$8.6024.61%$440.00—————
0299$3.50$5.2024.17%$460.00—————

Forward $368.36. The 25-delta put carries +1.48 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 24.91%±85.55skew +2.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$164.60$169.50—$200.00—————
01$136.70$140.90—$230.00—————
01$92.30$97.00—$280.0028.42%$4.50$7.20360
02$84.00$88.50—$290.00—————
—————$300.0026.93%$7.40$9.9020
—————$310.0026.01%$8.00$12.5090
039$61.50$65.00—$320.0026.35%$11.70$15.0030
02$54.10$58.50—$330.0025.64%$14.40$17.2010
01$48.00$52.00—$340.0025.45%$17.80$20.6010
050$42.00$46.00—$350.00—————
0138$36.50$40.50—$360.0025.21%$25.80$29.2020
030$31.50$35.50—$370.00—————
016$27.50$31.0024.93%$380.00—————
023$23.60$27.0024.81%$390.00—————
03$19.30$23.5024.41%$400.00—————
03$16.80$19.9024.36%$410.00—————
05$14.00$17.4024.34%$420.00—————
01$11.60$14.9024.21%$430.00—————
02$8.50$12.9023.68%$440.00—————
02$5.40$8.4024.36%$470.00—————

Forward $371.41. The 25-delta put carries +2.67 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.