Options Skew Analytics

GNRC 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 53.93%±10.10skew +2.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$29.70$32.90—$175.00—————
032$27.30$30.90—$177.50—————
1185$24.80$28.00—$180.00—————
06$22.30$26.00—$182.50—————
744$19.80$23.10—$185.00—————
04$17.40$21.20—$187.50—————
124$15.00$18.30—$190.00—————
044$12.70$16.00—$192.50—————
1792$10.80$13.40—$195.00—————
337$8.90$11.60—$197.5057.06%$0.95$1.301262
2296$6.80$9.30—$200.0058.77%$1.40$2.2529029
1430$5.30$8.10—$202.5057.17%$2.15$2.907531
117256$4.30$5.10—$205.0054.52%$3.10$3.60638
57271$3.30$3.8053.85%$207.50—$4.30$4.804612
99530$2.45$2.9055.71%$210.00—$4.50$6.80387
3653$1.75$2.5559.84%$212.50—$6.50$9.2081
167136$1.15$1.5056.49%$215.00—$8.20$11.20201
282322$0.55$0.8560.02%$220.00—$12.60$15.5020
—————$225.00—$17.70$19.9040
—————$235.00—$27.20$30.40180
—————$240.00—$31.80$35.4060

Forward $206.50. The 25-delta put carries +2.28 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 47.16%±16.14skew -1.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$34.90$38.20—$170.00—————
02$27.40$31.40—$177.50—————
0329$25.20$28.50—$180.00—————
01$22.80$26.10—$182.50—————
0305$20.30$23.80—$185.00—————
010$18.50$21.30—$187.5048.75%$0.70$1.05513
327$16.10$19.30—$190.00—————
06$14.30$17.40—$192.5047.98%$1.40$1.8030
739$12.30$15.40—$195.0047.51%$1.85$2.35125
—————$197.5047.12%$2.45$3.0030
634$9.40$12.00—$200.0047.30%$3.30$3.80660
07$7.30$9.00—$202.5046.51%$4.10$4.704115
1233$7.00$7.70—$205.0046.50%$5.20$5.802913
1230$5.70$6.4047.17%$207.50—$6.50$7.2073
10163$4.60$5.3047.06%$210.00—$7.80$8.60130
04$3.60$4.4046.96%$212.50—$9.30$10.2070
222$2.95$3.6047.55%$215.00—$10.00$12.90140
12$2.35$2.9047.76%$217.50—————
1549$2.00$2.4049.08%$220.00—$14.10$17.3020
43$1.45$1.9548.81%$222.50—————

Forward $206.70. The 25-delta put carries -1.96 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 47.86%±21.36skew -4.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$54.90$58.90—$150.00—————
0125$25.60$29.20—$180.00—————
013$21.40$24.80—$185.00—————
11$19.40$22.40—$187.50—————
033$17.30$20.40—$190.0047.22%$1.85$2.75130
04$13.80$16.60—$195.0045.92%$3.00$3.80103
410$10.70$13.80—$200.0047.75%$4.80$6.00201
—————$202.5047.51%$5.80$7.0025
1112$8.60$9.90—$205.0047.19%$7.00$8.0092
14$7.50$8.8047.87%$207.50—————
18$6.50$7.5047.61%$210.00—$9.50$11.00210
124$4.60$5.4046.86%$215.00—————
41$3.80$4.8047.33%$217.50—————
47$3.20$4.4048.52%$220.00—————
06$2.25$3.6050.40%$225.00—$19.00$22.7010

Forward $206.75. The 25-delta put carries -4.47 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 46.47%±24.67skew -1.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
126$31.10$34.50—$175.0046.70%$0.70$0.953847
0255$26.40$29.90—$180.0046.44%$1.15$1.557727
050$22.40$24.90—$185.0046.49%$1.80$2.501712
—————$187.5046.08%$2.20$3.0094
185$19.10$21.70—$190.0045.85%$2.70$3.606134
—————$192.5045.73%$3.50$4.10186
1101$15.30$17.60—$195.0045.66%$4.10$5.004971
—————$197.5046.13%$5.00$6.00300
11251$13.10$14.10—$200.0045.80%$6.00$6.805266
10$11.00$12.60—$202.5045.72%$6.90$8.0004
215$10.00$11.30—$205.0046.11%$8.40$9.00245
52$9.10$9.9046.00%$207.50—$9.40$10.50110
5368$8.30$9.0047.28%$210.00—$10.20$11.901132
514$6.70$7.9045.72%$212.50—$12.40$13.4012
63$6.00$7.0046.32%$215.00—$13.40$15.0032
71$5.10$6.2046.25%$217.50—————
60606$4.50$5.5046.78%$220.00—$16.40$19.00620
241$4.00$4.8047.18%$222.50—————
241$3.50$4.1047.19%$225.00—————
16280$2.55$3.3048.02%$230.00—$24.40$27.8020
41$1.95$2.5548.88%$235.00—————

Forward $207.05. The 25-delta put carries -1.46 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 47.44%±28.67skew -1.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$55.20$59.30—$150.00—————
025$31.80$35.00—$175.00—————
0102$27.50$30.80—$180.00—————
01$23.40$26.70—$185.0047.92%$2.45$3.90547
012$19.60$22.90—$190.0047.33%$3.60$5.1062
02$16.20$19.50—$195.0048.09%$5.10$7.1050
58$13.60$16.40—$200.0047.88%$7.00$9.0081
19$11.10$13.90—$205.0047.28%$9.30$11.0051
028$9.10$11.3047.47%$210.00—$12.00$14.0004
024$7.10$9.4047.71%$215.00—$14.50$17.3010
651$5.60$7.7048.13%$220.00—$18.10$20.8030
13$4.40$6.2048.43%$225.00—————
07$3.30$5.3049.29%$230.00—$25.10$28.504000
02$2.60$4.3049.92%$235.00—————
—————$245.00—$38.10$41.4020
—————$275.00—$66.50$70.5010

Forward $207.36. The 25-delta put carries -1.95 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 53.55%±44.88skew -0.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$71.20$75.00—$135.00—————
03$66.20$70.30—$140.00—————
05$57.10$60.30—$150.0055.37%$1.00$1.401182
01$52.50$55.90—$155.00—————
02$48.10$51.20—$160.0057.34%$2.00$3.201370
06$44.10$47.00—$165.0054.82%$2.70$3.30641
033$39.80$43.10—$170.0055.13%$3.70$4.301212
07$36.20$39.10—$175.0054.51%$4.80$5.201622
177$32.50$35.70—$180.0054.82%$6.10$6.7013924
0103$29.60$32.40—$185.0054.84%$7.60$8.301210
0132$26.00$29.20—$190.0054.61%$9.40$9.9042640
017$23.60$25.30—$195.0054.81%$11.30$12.10911
14200$21.30$22.20—$200.0054.75%$13.60$14.2030410
17125$16.60$17.5053.54%$210.00—$17.60$19.602250
2206$12.70$13.5053.64%$220.00—$23.60$25.701700
20154$9.70$10.4054.13%$230.00—$30.30$32.60840
15155$7.10$8.1054.42%$240.00—$38.40$40.90110
16275$5.30$6.2054.90%$250.00—$46.70$49.601460
358$4.20$4.7055.90%$260.00—$54.90$58.20560
6621$2.75$4.0056.46%$270.00—$63.90$67.3070
6127$2.05$3.2057.40%$280.00—$73.30$76.6080

Forward $208.44. The 25-delta put carries -0.07 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 51.23%±52.28skew -1.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$67.40$70.60—$140.00—————
05$62.80$66.40—$145.00—————
088$58.30$61.20—$150.00—————
025$54.00$57.40—$155.00—————
010$50.00$53.20—$160.0051.17%$2.55$4.001461
08$46.10$48.70—$165.0052.00%$3.50$5.30531
03$41.90$45.30—$170.0051.31%$5.10$5.601070
0102$38.80$41.50—$175.0051.34%$6.40$6.90595
10278$35.50$37.80—$180.0051.40%$7.90$8.40470
04$32.40$34.50—$185.0051.47%$9.60$10.101420
046$29.00$31.50—$190.0050.68%$10.80$12.1019740
544$26.80$28.80—$195.0050.11%$12.40$14.202540
18125$24.40$25.10—$200.0051.90%$15.90$16.60273100
45213$19.70$20.5051.04%$210.00—$20.10$22.00230
0169$15.70$16.7051.35%$220.00—$26.30$28.00180
152$12.30$13.3051.21%$230.00—$32.80$34.901340
1133$9.90$10.8052.00%$240.00—$40.00$43.30330
34114$7.90$8.5052.27%$250.00—$48.60$51.0080
290$6.10$7.0052.78%$260.00—$56.40$59.50130
3102$4.70$5.7053.17%$270.00—$65.00$68.5050
019$3.70$4.6053.65%$280.00—————

Forward $209.04. The 25-delta put carries -1.38 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 50.81%±59.64skew -2.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
051$68.30$71.70—$140.00—————
038$64.30$67.00—$145.00—————
0359$59.60$63.60—$150.00—————
020$55.80$59.10—$155.00—————
2089$51.60$55.10—$160.0049.71%$3.80$5.202581
048$48.00$51.20—$165.0050.07%$5.40$6.001530
098$44.20$47.50—$170.0050.16%$6.70$7.302892
0365$41.20$44.00—$175.0050.16%$8.10$8.801060
0481$38.00$40.70—$180.0050.23%$9.80$10.401100
01,451$34.40$36.90—$185.0049.32%$10.80$12.301100
31,544$32.00$34.40—$190.0050.37%$13.60$14.301712
049$29.80$31.10—$195.0049.27%$14.80$16.50580
13318$26.50$28.40—$200.0049.65%$17.30$19.0039720
2270$22.10$23.8050.64%$210.00—$23.40$24.206190
1132$18.00$20.1050.86%$220.00—$28.30$30.402670
1221$15.40$16.3051.32%$230.00—$34.90$37.00750
3191$12.60$13.6051.61%$240.00—$42.00$44.20730
16497$10.40$11.4052.14%$250.00—$49.70$53.10430
1659$8.20$9.3051.82%$260.00—$57.90$61.40170
2197$6.90$7.8052.57%$270.00—$67.20$69.60190
1911$5.40$6.5052.55%$280.00—$75.30$78.40110

Forward $209.14. The 25-delta put carries -2.34 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.