Options Skew Analytics

GEHC option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 32.54%±1.96skew +0.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
23$12.70$14.10—$53.00—————
13$11.60$13.20—$54.00—————
11$10.70$12.00—$55.00—————
01$9.30$11.40—$56.00—————
36$8.70$10.00—$57.00—————
67$7.80$9.00—$58.00—————
71$6.80$8.10—$59.00—————
710$5.70$7.40—$60.00—————
50$4.90$6.30—$61.00—————
24$3.70$5.50—$62.00—————
033$2.90$3.80—$63.0039.54%$0.05$0.1010913
620$2.10$2.85—$64.00—————
121496$1.35$2.05—$65.0034.03%$0.25$0.353621
10232$0.85$1.10—$66.0032.31%$0.55$0.653377
11944$0.45$0.6033.13%$67.00—————
23169$0.20$0.3033.68%$68.00—————
17303$0.05$0.1031.23%$69.00—————
—————$71.00—$3.60$5.8020
—————$72.00—$4.60$6.8010
—————$79.00—$11.60$14.0001
—————$80.00—$12.60$14.9001

Forward $66.38. The 25-delta put carries +0.34 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 29.76%±3.27skew +3.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$19.30$22.60—$45.00—————
010$14.40$17.60—$50.00—————
02$2.90$4.80—$63.0033.50%$0.25$0.40150
02$2.25$3.50—$64.0032.27%$0.40$0.602117
—————$65.0031.00%$0.65$0.85105
214$1.35$1.75—$66.0030.38%$1.00$1.2561
2622$0.95$1.1029.36%$67.00—$1.40$1.801615
738$0.60$0.7529.65%$68.00—$1.75$2.8540
1345$0.35$0.4529.14%$69.00—————
—————$70.00—$2.90$4.5010
918$0.10$0.1529.05%$71.00—————
—————$72.00—$4.60$6.9010

Forward $66.43. The 25-delta put carries +3.13 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 29.90%±4.29skew +0.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$60.0035.28%$0.15$0.2518
—————$62.0032.28%$0.30$0.4561
—————$63.0032.30%$0.45$0.7038
—————$64.0030.35%$0.65$0.85140
01$2.20$3.20—$65.0029.67%$0.90$1.2032
617$1.70$2.10—$66.0029.27%$1.30$1.6090
819$1.30$1.6530.27%$67.00—$1.80$2.0550
625$0.90$1.1529.20%$68.00—————
20$0.65$0.8529.79%$69.00—————
312$0.40$0.5528.78%$70.00—————
023$0.30$0.4029.89%$71.00—————
52$0.20$0.3030.66%$72.00—————

Forward $66.45. The 25-delta put carries +0.56 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 29.26%±4.99skew +2.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$14.40$18.70—$50.00—————
010$10.40$12.50—$55.00—————
02$7.10$11.10—$57.50—————
1059$6.20$7.70—$60.0033.16%$0.25$0.354363
0109$3.70$5.10—$62.5031.08%$0.55$0.752170
—————$64.0030.29%$0.90$1.15011
21174$2.50$3.10—$65.0030.06%$1.25$1.5039417
2208$2.05$2.40—$66.00—————
313$1.60$1.8529.21%$67.00—$2.15$2.4009
37204$1.50$1.6530.11%$67.50—$2.30$2.755630
50912$1.20$1.4529.23%$68.00—————
12$0.85$1.1028.87%$69.00—————
541,153$0.65$0.8029.05%$70.00—$4.00$4.6035920
10$0.45$0.6029.11%$71.00—————
271,199$0.25$0.4029.54%$72.50—$5.50$6.802990
—————$75.00—$7.60$9.80650

Forward $66.45. The 25-delta put carries +2.03 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 30.51%±5.92skew +3.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$60.0036.51%$0.50$0.654818
05$5.00$7.20—$61.0034.13%$0.50$0.80230
—————$62.0033.70%$0.70$1.0040
—————$63.0032.94%$0.90$1.256513
—————$64.0032.59%$1.25$1.501212
03$2.60$4.00—$65.0030.77%$1.40$1.853150
16$2.40$2.90—$66.0030.89%$1.85$2.301050
02$1.95$2.4030.46%$67.00—$2.35$2.756850
290$1.50$1.9530.11%$68.00—————
—————$69.00—$2.90$4.7010
122$0.85$1.2529.84%$70.00—————
461$0.65$0.9529.73%$71.00—$4.10$6.50500
13$0.50$0.8030.56%$72.00—————
—————$75.00—$7.50$10.1010

Forward $66.62. The 25-delta put carries +3.21 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 34.75%±9.31skew +2.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$57.5036.63%$0.60$0.908952
—————$60.0037.07%$1.25$1.403657
—————$62.5035.73%$1.80$2.154317
54$4.30$4.80—$65.0034.92%$2.70$3.10312
213$3.10$3.5034.74%$67.50—$3.90$4.40011
1414$2.15$2.4534.32%$70.00—$5.30$6.00015
746$1.35$1.6533.46%$72.50—————
794$0.90$1.2534.60%$75.00—$8.60$10.0050
28$0.35$0.4533.64%$80.00—————

Forward $66.64. The 25-delta put carries +2.46 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 33.15%±10.81skew +1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$24.70$28.80—$40.00—————
02$22.30$26.30—$42.50—————
02$19.80$24.00—$45.00—————
02$17.50$21.50—$47.50—————
013$15.10$19.00—$50.00—————
02$12.80$16.70—$52.50—————
08$11.20$14.50—$55.0037.70%$0.70$0.956421
07$9.00$12.40—$57.5034.42%$0.95$1.1524113
037$8.20$8.90—$60.0034.77%$1.55$1.851,5525
0164$6.50$7.30—$62.5034.50%$2.20$2.802240
473$3.60$5.60—$65.0033.31%$3.10$3.702211
040$3.70$4.2033.17%$67.50—$4.30$5.006720
25234$2.65$3.2032.86%$70.00—$5.40$6.402330
2323$2.00$2.5533.96%$72.50—$6.80$8.70500
48287$1.45$1.6532.92%$75.00—$8.90$11.70680
41132$0.90$1.2032.41%$77.50—$9.90$13.80140
10570$0.60$0.9533.10%$80.00—$13.00$15.20640
—————$82.50—$14.90$17.7060
2133$0.30$0.4533.43%$85.00—————

Forward $66.79. The 25-delta put carries +1.85 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 33.47%±12.59skew +1.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$29.70$34.00—$35.00—————
39$25.60$28.40—$40.00—————
02$23.10$25.60—$42.50—————
0243$20.70$23.80—$45.00—————
03$17.70$21.60—$47.50—————
051$16.00$18.80—$50.00—————
02$13.90$16.50—$52.50—————
02$12.80$14.40—$55.0036.58%$0.90$1.302191
214$10.40$12.20—$57.5035.25%$1.35$1.7041211
3125$8.70$9.50—$60.0034.14%$1.85$2.355550
2242$6.70$7.80—$62.5033.76%$2.75$3.103825
7121$5.80$6.30—$65.0032.75%$3.50$4.201860
0177$4.40$5.0033.33%$67.50—$5.00$5.404590
0509$3.50$4.0033.73%$70.00—$6.10$7.204980
0111$2.65$3.1033.43%$72.50—$7.60$9.20740
34912$1.70$2.2531.66%$75.00—$9.70$10.506160
24779$1.50$1.7533.07%$77.50—$11.30$13.305390
27841$0.90$1.3031.96%$80.00—$13.30$15.404560
—————$82.50—$15.30$17.80200
0667$0.50$0.8033.05%$85.00—$17.90$19.60170
—————$87.50—$19.20$23.2010

Forward $66.99. The 25-delta put carries +1.08 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.