Options Skew Analytics

GRMN option chain

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

Data as of 9 November 2026 (end of day)

2027-01-15(67 days)ATM 27.56%±34.81skew +1.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$127.00$131.20—$165.00—————
01$122.40$126.10—$170.00—————
06$117.40$121.10—$175.00—————
01$112.20$116.20—$180.00—————
02$107.10$111.20—$185.00—————
01$97.20$101.30—$195.00—————
04$92.20$96.30—$200.00—————
02$82.70$86.40—$210.00—————
05$72.50$76.70—$220.00—————
02$63.70$67.00—$230.00—————
021$54.20$57.10—$240.00—————
014$45.00$47.80—$250.00—————
010$36.40$39.10—$260.0029.70%$2.45$3.50650
028$28.40$31.60—$270.0029.01%$4.30$5.501160
0308$21.20$24.00—$280.0029.30%$7.80$8.40811
1147$15.00$17.70—$290.0027.87%$10.70$12.40540
147$10.10$12.8027.49%$300.00—$15.80$18.50281
296$7.10$8.5027.43%$310.00—$21.90$24.50190
420$4.30$5.7027.08%$320.00—$28.70$31.5050
151$2.55$3.7026.98%$330.00—————
261$1.55$2.3027.07%$340.00—————

Forward $294.84. The 25-delta put carries +1.93 volatility points over the 25-delta call.

2027-08-20(284 days)ATM 32.94%±87.22skew +3.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$130.50$134.00—$165.00—————
02$126.00$129.10—$170.00—————
05$121.30$124.50—$175.00—————
027$116.70$119.90—$180.00—————
01$107.80$111.00—$190.00—————
01$99.10$102.50—$200.00—————
01$82.60$86.00—$220.00—————
01$75.00$78.30—$230.00—————
—————$240.0034.78%$9.00$12.5010
03$48.40$51.50—$270.00—————
0118$42.50$46.00—$280.0033.77%$22.70$26.0060
03$37.20$40.50—$290.0033.43%$27.10$30.40120
021$32.50$35.50—$300.0033.31%$32.20$35.40220
054$28.00$31.3033.03%$310.00—$37.80$41.00452
—————$320.00—$43.70$46.50100
01$16.90$20.8032.05%$340.00—————
014$13.80$18.0031.62%$350.00—————
—————$360.00—$71.20$74.5060
05$9.40$13.2031.10%$370.00—$79.60$83.2060
08$7.50$11.2030.73%$380.00—————
07$4.80$8.0030.25%$400.00—————

Forward $300.21. The 25-delta put carries +3.68 volatility points over the 25-delta call.

2027-11-19(375 days)ATM 32.99%±100.73skew +2.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$127.50$131.50—$170.00—————
03$101.50$106.00—$200.00—————
01$93.50$98.00—$210.00—————
0100$86.00$90.00—$220.0035.12%$7.00$11.0020
060$71.50$75.50—$240.00—————
0120$65.00$69.00—$250.00—————
0106$58.90$63.00—$260.00—————
0321$52.90$57.00—$270.0033.09%$21.20$25.5080
0510$47.60$51.50—$280.0032.87%$25.00$30.0010
08$42.20$45.70—$290.0032.52%$29.90$33.90470
04$37.60$41.00—$300.0033.47%$37.40$38.90451
04$33.10$36.4032.99%$310.00—$42.80$44.3070
010$29.00$33.2032.99%$320.00—$46.00$50.50120
0132$25.10$29.9032.75%$330.00—$53.30$57.0080
08$22.00$26.0032.31%$340.00—————
02$19.00$22.8031.94%$350.00—————
0132$16.50$19.8031.63%$360.00—————
06$14.00$17.3031.28%$370.00—————
06$10.00$13.5030.93%$390.00—————
03$8.00$12.0030.61%$400.00—————

Forward $301.20. The 25-delta put carries +2.16 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.