Options Skew Analytics

GILD 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 39.05%±6.95skew +1.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$25.05$27.45—$143.00—————
04$24.05$26.40—$144.00—————
010$23.05$25.50—$145.00—————
05$22.05$25.00—$146.00—————
02$21.05$23.65—$147.00—————
01$20.05$22.70—$148.00—————
07$19.05$21.50—$149.00—————
017$18.05$20.75—$150.00—————
014$15.60$18.50—$152.50—————
046$13.15$15.80—$155.00—————
034$11.75$13.20—$157.50—————
036$8.35$10.90—$160.0043.19%$0.27$0.355013
1042$6.50$8.55—$162.50—————
10185$5.45$6.30—$165.0039.21%$0.85$1.0256273
867$4.05$4.40—$167.5038.95%$1.53$1.813027
23119$2.56$2.99—$170.0039.03%$2.53$3.00172
2180$1.51$2.0740.07%$172.50—$3.95$4.50140
5656$0.84$1.0037.72%$175.00—$5.75$6.3560
564609$0.36$0.5737.39%$177.50—$7.25$9.9560
—————$180.00—$9.65$12.2510
—————$195.00—$24.40$27.0501

Forward $170.01. The 25-delta put carries +1.49 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 35.18%±10.39skew +2.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$22.25$24.70—$146.00—————
01$21.25$24.00—$147.00—————
01$20.25$22.95—$148.00—————
01$19.30$22.00—$149.00—————
44,731$19.05$21.15—$150.00—————
013$15.90$18.35—$152.50—————
151,446$14.70$15.95—$155.00—————
0214$11.25$13.85—$157.5039.36%$0.57$0.892760
131,552$10.25$11.75—$160.0036.76%$0.82$1.0885123
7103$8.80$9.45—$162.5036.50%$1.23$1.681390
13011,092$6.95$7.55—$165.0035.30%$1.92$2.17114256
0218$5.30$5.85—$167.5034.53%$2.65$3.101580
201,469$3.95$4.40—$170.0035.18%$3.70$4.502781
9294$2.83$3.3035.15%$172.50—$5.05$5.801780
541,654$1.84$2.2733.92%$175.00—$6.65$7.40480
7108$1.23$1.5733.95%$177.50—$8.50$9.15280
21,578$0.72$0.9732.93%$180.00—$10.45$12.7510
1—$0.51$0.7434.60%$182.50—$12.45$15.00—0
11237$0.31$0.4334.17%$185.00—————
—————$187.50—$17.35$19.70—0
—————$192.50—$21.95$24.60—0

Forward $170.08. The 25-delta put carries +2.55 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 32.12%±12.15skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$43.20$45.95—$125.00—————
01$26.35$29.35—$142.00—————
02$22.40$25.45—$146.00—————
05$21.45$24.40—$147.00—————
07$20.50$23.50—$148.00—————
07$19.55$22.40—$149.00—————
04$18.60$21.50—$150.00—————
04$16.25$19.15—$152.50—————
110$14.00$16.90—$155.00—————
03$11.80$14.45—$157.50—————
164$9.65$12.35—$160.0033.45%$1.19$1.5560
018$9.05$10.20—$162.5033.23%$1.72$2.1810
064$7.60$8.50—$165.0032.75%$2.47$2.85177
013$6.00$7.05—$167.5033.31%$3.25$4.1580
2576$4.70$5.30—$170.0032.23%$4.45$4.9540
0150$3.55$4.1031.97%$172.50—$5.80$6.6040
3314$2.65$3.2032.23%$175.00—$7.35$8.1010
151$1.83$2.3031.43%$177.50—————
820$1.31$1.6531.41%$180.00—————
137$0.90$1.2131.59%$182.50—————

Forward $170.30. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 32.28%±14.37skew +0.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$30.45$33.50—$138.00—————
01$21.85$24.75—$147.00—————
02$20.85$23.80—$148.00—————
02$19.95$22.85—$149.00—————
01$19.00$21.90—$150.00—————
01$16.70$19.45—$152.50—————
02$14.50$17.45—$155.00—————
06$13.20$15.10—$157.5033.01%$1.18$1.69170
022$10.35$13.00—$160.0032.45%$1.71$2.131291
023$9.50$10.90—$162.50—————
162$8.35$9.25—$165.0031.58%$3.10$3.5570
213$6.90$7.70—$167.5031.21%$4.05$4.5001
2529$5.50$6.05—$170.0032.27%$5.15$6.1530
054$4.35$4.9532.28%$172.50—$6.55$7.3530
1036$3.30$3.9031.76%$175.00—$8.00$8.9010
132$2.59$3.0531.88%$177.50—————
228$1.88$2.3531.54%$180.00—————
102$1.01$1.6032.65%$185.00—————

Forward $170.13. The 25-delta put carries +0.91 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 32.06%±16.19skew +4.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$43.40$46.45—$125.00—————
01$38.45$41.25—$130.00—————
50$23.90$26.75—$145.00—————
01$22.95$25.85—$146.00—————
01$17.15$20.05—$152.50—————
292$13.95$15.45—$157.5034.41%$1.60$2.5440
55$11.25$13.60—$160.0035.89%$2.25$3.65530
08$10.75$12.00—$162.5033.94%$2.90$3.9020
06$8.80$10.00—$165.0033.39%$3.65$4.751,6521
—————$167.5032.93%$4.55$5.75120
2097$6.25$7.30—$170.0032.49%$5.65$6.8510
16$5.00$5.9531.76%$172.50—$7.00$8.1520
1187$3.95$4.9531.65%$175.00—$8.45$9.601330
12$3.10$3.9531.30%$177.50—$10.15$11.406464
—————$180.00—$11.80$12.9010
01$1.86$2.5631.35%$182.50—$13.45$16.4010
104$1.04$1.6731.63%$187.50—————
—————$190.00—$19.95$22.6530

Forward $170.53. The 25-delta put carries +4.54 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 31.62%±17.58skew +1.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
088$73.30$76.05—$95.00—————
051$68.30$71.20—$100.00—————
056$63.30$66.30—$105.00—————
451$58.35$61.10—$110.00—————
072$53.35$56.15—$115.00—————
0126$48.40$51.30—$120.00—————
092$43.45$46.55—$125.00—————
01,977$38.50$41.30—$130.00—————
2149$33.60$36.45—$135.00—————
3589$29.60$31.60—$140.00—————
0233$24.05$26.70—$145.0035.95%$0.60$0.872,77419
1413$19.75$22.00—$150.0035.78%$1.02$1.6526817
142,567$15.50$17.70—$155.0033.13%$1.75$2.035,43932
841,374$12.95$13.65—$160.0032.47%$2.89$3.201,2904
10578$9.55$10.35—$165.0031.75%$4.45$4.852386
38701$6.80$7.30—$170.0031.66%$6.70$7.152,55310
33444$4.70$5.0031.31%$175.00—$9.55$9.95798
86715$2.95$3.3030.66%$180.00—$12.65$14.90911
12507$1.84$2.1230.58%$185.00—$16.45$18.9530
6224$1.02$1.3730.43%$190.00—————
241$0.61$0.8830.88%$195.00—————

Forward $170.13. The 25-delta put carries +1.90 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 31.42%±22.95skew +1.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1367$68.45$71.15—$100.00—————
02,334$63.35$66.30—$105.00—————
0194$58.40$61.25—$110.00—————
01,047$53.45$56.30—$115.00—————
1759$48.50$51.40—$120.00—————
0410$43.60$46.50—$125.00—————
01,168$38.80$41.55—$130.0038.05%$0.39$0.576192
21,097$34.25$36.75—$135.0036.51%$0.53$0.871,3561
71,319$29.35$32.15—$140.0034.93%$0.76$1.251,4433
101,566$24.85$27.65—$145.0033.86%$1.31$1.691,3926
12,745$21.05$23.25—$150.0033.22%$2.15$2.381,73296
111,389$18.20$19.15—$155.0032.43%$3.10$3.451502
4996$13.80$15.65—$160.0032.02%$4.50$4.9032113
42,894$11.20$12.25—$165.0031.72%$6.35$6.7515717
2856$8.95$9.75—$170.0031.53%$8.65$9.0520097
161,846$6.90$7.3031.28%$175.00—$11.20$12.05520
38474$5.15$5.4531.18%$180.00—$14.25$16.203613
0296$3.75$4.0031.09%$185.00—$17.65$20.50013
5345$2.68$2.9331.15%$190.00—$21.45$24.5520
11139$1.89$2.1031.19%$195.00—$25.70$28.7570
1376$1.07$1.6731.07%$200.00—————

Forward $170.50. The 25-delta put carries +1.29 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 32.73%±29.56skew +1.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$73.35$76.40—$95.00—————
01$63.50$66.45—$105.00—————
016$58.65$61.75—$110.00—————
023$53.80$56.40—$115.00—————
16$49.25$51.95—$120.00—————
045$44.25$46.90—$125.00—————
2100$39.65$42.15—$130.0036.96%$0.83$1.282092
075$35.20$37.80—$135.0036.02%$1.27$1.69552
0230$32.00$33.20—$140.0034.68%$1.74$2.201567
090$27.05$29.30—$145.0034.12%$2.62$2.9010616
270$22.65$25.40—$150.0033.45%$3.60$3.9074970
070$19.90$21.55—$155.0033.08%$4.90$5.252595
17289$17.00$18.30—$160.0032.79%$6.55$6.90495
1168$13.90$15.40—$165.0032.50%$8.50$8.902663
0100$11.15$12.60—$170.0032.26%$10.75$11.30473
7230$9.70$10.1032.87%$175.00—$13.60$14.00345
1069$7.75$8.2032.73%$180.00—$16.65$17.80340
37105$6.10$6.5032.46%$185.00—$19.85$21.1002
0164$4.75$5.1532.33%$190.00—————
479$2.95$4.3031.43%$195.00—————
115$1.21$1.9531.33%$210.00—————

Forward $170.86. The 25-delta put carries +1.65 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.