Options Skew Analytics

GEHC 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 34.91%±3.08skew +2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
12$16.50$18.70—$66.00—————
11$15.50$17.70—$67.00—————
02$14.50$16.70—$68.00—————
04$13.50$15.70—$69.00—————
09$13.80$14.80—$70.00—————
229$12.70$13.70—$71.00—————
020$12.00$12.70—$72.00—————
03$9.50$12.10—$73.00—————
04$8.50$10.80—$74.00—————
08$7.60$10.10—$75.00—————
08$6.60$9.10—$76.00—————
010$6.00$8.10—$77.00—————
013$5.40$6.90—$78.00—————
121$4.20$5.00—$80.0042.29%$0.15$0.252972
33$2.75$3.00—$82.0037.90%$0.35$0.5550319
22$2.00$2.20—$83.0036.63%$0.60$0.801,018321
2031$1.35$1.55—$84.0035.27%$0.95$1.15131
10737$0.85$1.0534.69%$85.00—$1.45$1.7021
51$0.50$0.7034.83%$86.00—$2.10$2.3590
102$0.30$0.4535.63%$87.00—————
6117$0.05$0.1037.72%$90.00—————

Forward $84.40. The 25-delta put carries +2.27 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 32.35%±4.74skew +2.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$9.30$11.00—$74.00—————
15248$9.20$9.80—$75.00—————
019$6.80$9.10—$76.0042.26%$0.15$0.25453
72,070$7.20$7.90—$77.00—————
0381$5.30$7.80—$77.50—————
0307$6.00$7.20—$78.00—————
035$4.00$6.30—$79.00—————
14197$4.50$5.40—$80.00—————
0552$3.90$4.30—$81.00—————
343$3.30$3.60—$82.0033.92%$0.85$1.1012
1511,786$2.60$2.85—$83.0033.32%$1.20$1.40236
0—$1.95$2.25—$84.0032.28%$1.55$1.80—0
76830$1.50$1.7532.40%$85.00—$2.10$2.35210
67—$1.05$1.3531.95%$86.00—$2.55$2.90—0
1—$0.75$0.9531.37%$87.00—$3.30$3.60—0
03$0.60$0.9032.03%$87.50—————
5—$0.50$0.7531.87%$88.00—$3.70$6.10—0
—————$89.00—$4.60$6.90—0
16165$0.30$0.4033.57%$90.00—$4.70$7.8020
—————$91.00—$6.40$8.70—0
—————$92.00—$7.30$8.90—0

Forward $84.43. The 25-delta put carries +2.05 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 30.40%±8.41skew +2.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$34.90$39.10—$47.50—————
013$32.40$36.60—$50.00—————
01$30.20$34.10—$52.50—————
06$27.50$31.60—$55.00—————
04$25.10$29.10—$57.50—————
328$22.80$25.20—$60.00—————
0158$20.40$22.80—$62.50—————
190$17.90$20.30—$65.00—————
4257$15.50$17.90—$67.50—————
13608$14.30$15.20—$70.00—————
0461$10.70$13.10—$72.50—————
0457$8.40$10.70—$75.0034.45%$0.50$0.801000
2593$6.30$8.70—$77.5033.04%$0.95$1.10832
10713$6.00$6.50—$80.0032.49%$1.50$1.80515
4624$4.40$4.80—$82.5030.81%$2.30$2.50142
24281$3.00$3.3030.40%$85.00—$3.40$3.7054
11217$2.00$2.2530.22%$87.50—$4.80$5.2072
4367$1.25$1.4029.57%$90.00—$6.40$6.9020
91,548$0.75$0.9530.00%$92.50—————
2429$0.40$0.6029.85%$95.00—————
0148$0.25$0.4030.77%$97.50—————

Forward $84.60. The 25-delta put carries +2.92 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 30.92%±11.25skew +3.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
050$32.80$36.70—$50.00—————
01$30.20$34.30—$52.50—————
02$27.90$31.80—$55.00—————
011$25.50$28.10—$57.50—————
2118$24.40$25.20—$60.00—————
0237$20.60$23.20—$62.50—————
0306$18.20$20.50—$65.00—————
40176$15.90$18.20—$67.50—————
0556$13.60$15.80—$70.0036.17%$0.45$0.758170
0347$11.40$13.70—$72.5034.39%$0.75$0.90930
01,386$9.70$11.60—$75.0033.94%$1.10$1.406212
01,225$7.30$9.50—$77.5033.05%$1.65$1.906257
01,089$6.60$7.70—$80.0032.09%$2.35$2.555380
4430$5.60$6.20—$82.5031.43%$3.20$3.50431
5848$4.30$4.6031.07%$85.00—$4.40$4.601439
36893$3.10$3.5030.46%$87.50—$5.80$6.5020
301,147$2.25$2.5029.94%$90.00—$7.00$9.3020
58887$1.55$1.7029.22%$92.50—————
13941$1.05$1.2529.38%$95.00—————
1299$0.70$0.8529.23%$97.50—————
0882$0.40$0.6028.96%$100.00—————

Forward $84.95. The 25-delta put carries +3.84 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 32.08%±16.35skew +3.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$38.00$42.00—$45.00—————
067$33.20$37.20—$50.00—————
054$28.60$30.90—$55.00—————
019$26.80$28.40—$57.5040.42%$0.30$0.402681
0330$23.90$26.20—$60.00—————
14$21.60$24.00—$62.5038.35%$0.50$0.804250
0134$19.30$21.70—$65.0038.03%$0.75$1.101563
017$17.10$19.50—$67.5037.41%$1.00$1.50380
1183$16.70$17.30—$70.0036.32%$1.35$1.85503
4101$13.20$15.30—$72.5034.85%$1.65$2.30287
6415$11.40$13.40—$75.0033.71%$2.30$2.65432
1183$10.60$11.50—$77.5033.90%$2.90$3.7040
1142$9.30$9.90—$80.0032.31%$3.60$4.30720
0136$6.80$8.30—$82.5032.71%$4.60$5.60130
10232$6.40$6.90—$85.0032.31%$5.70$6.80130
440$5.30$5.7032.00%$87.50—————
381$4.00$4.7030.96%$90.00—————
038$3.40$3.8031.24%$92.50—————
8179$2.75$3.1031.28%$95.00—$11.60$13.7030
367$1.55$2.0030.57%$100.00—————
08$0.95$1.5031.68%$105.00—————

Forward $85.41. The 25-delta put carries +3.14 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 31.14%±17.58skew +3.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$43.10$47.00—$40.00—————
013$19.80$22.20—$65.00—————
02$17.70$20.30—$67.50—————
024$15.70$18.00—$70.0035.16%$1.45$2.2020
028$13.80$16.00—$72.5034.82%$2.00$2.75151
049$13.50$13.90—$75.0033.99%$2.50$3.4091
075$11.70$12.10—$77.5033.56%$3.50$3.90207
079$10.10$10.40—$80.0033.27%$4.40$4.80250
1222$8.60$9.00—$82.5032.61%$5.40$5.70195
554$7.20$7.70—$85.0032.05%$6.20$7.10124
40$5.80$6.5031.15%$87.50—————
2142$4.90$5.4031.02%$90.00—————
15$3.80$4.5030.28%$92.50—————
1054$3.40$3.7030.87%$95.00—————
538$2.30$2.4530.71%$100.00—————
14277$1.25$1.7030.07%$105.00—————
01$0.85$1.1530.58%$110.00—————

Forward $85.81. The 25-delta put carries +3.27 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.