Options Skew Analytics

GS 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 40.98%±39.04skew +3.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1349$29.25$34.75—$885.0043.61%$6.35$7.3013153
929$28.20$32.00—$887.5042.37%$6.15$8.15658
35149$26.10$30.65—$890.0043.22%$7.70$8.7012141
017$24.50$29.00—$892.5043.21%$7.95$10.1012558
9451$23.25$27.25—$895.0043.18%$8.80$11.0010023
1193$21.70$24.40—$897.5043.47%$9.45$12.452516
192277$20.40$22.10—$900.0041.75%$10.55$12.1021465
1213$18.45$21.55—$902.5041.74%$11.50$13.255929
14556$17.55$18.95—$905.0041.49%$12.60$14.2019250
6753$15.20$19.30—$907.5040.56%$13.00$15.454140
116311$14.65$16.4541.10%$910.00—$14.70$16.65125179
1945$12.50$15.7540.49%$912.50—$14.95$18.30209
66131$12.20$14.0040.77%$915.00—$16.25$19.95827
3046$10.85$14.5042.48%$917.50—$18.00$20.906920
253180$10.05$11.5540.15%$920.00—$19.00$22.904242
4436$8.95$10.3539.56%$922.50—$19.75$23.65238
166357$7.90$9.5539.42%$925.00—$21.90$25.9042144
9145$7.10$9.4040.40%$927.50—$24.00$28.001534
223306$6.15$8.1039.32%$930.00—$24.50$29.10629
6745$4.75$7.8038.85%$932.50—$26.25$30.456358
15970$5.15$6.9540.18%$935.00—$28.30$32.55312

Forward $909.87. The 25-delta put carries +3.42 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 36.60%±57.88skew +4.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
294$42.20$46.60—$877.5037.81%$9.50$11.25549
13247$40.20$44.70—$880.0037.84%$10.35$11.951,68965
029$38.50$43.05—$882.5038.03%$11.10$13.0016628
8211$36.10$41.30—$885.0037.92%$12.15$13.5073719
17155$34.30$39.65—$887.5037.66%$12.60$14.5021314
37182$33.55$36.85—$890.0037.34%$13.30$15.2535812
232$31.30$35.25—$892.5037.47%$14.35$16.256644
9167$30.30$33.95—$895.0037.77%$15.80$17.1536671
326$28.45$32.35—$897.5036.98%$15.95$18.107520
133577$26.75$30.85—$900.0037.43%$17.70$19.0556939
6228$26.25$28.70—$902.5037.16%$18.30$20.3542731
124153$23.65$27.15—$905.0036.23%$18.40$21.4069851
100153$23.70$25.75—$907.5035.95%$19.40$22.4514417
123691$22.15$24.35—$910.0036.16%$21.15$23.4527215
126105$21.05$23.6036.62%$912.50—$22.60$25.408456
30227$19.85$21.8036.09%$915.00—$22.80$26.6041921
100543$17.45$19.5535.91%$920.00—$25.35$29.1563719
82224$15.30$16.5535.03%$925.00—$27.50$31.9017745
62910$13.15$14.7534.84%$930.00—$30.60$35.401698
19287$11.25$12.5534.22%$935.00—$33.80$39.0524218
621,061$9.50$10.7533.75%$940.00—$37.60$41.7533514

Forward $910.95. The 25-delta put carries +4.06 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 33.22%±67.29skew +4.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
631$48.05$52.70—$875.0036.03%$12.55$14.80963
0—$45.45$50.85—$877.5035.92%$12.70$16.10—23
392$44.15$49.10—$880.0035.80%$13.30$17.005720
0—$42.15$47.40—$882.5034.85%$13.00$17.65—0
539$41.50$45.95—$885.0035.34%$14.70$18.451014
0—$38.50$43.95—$887.5035.57%$16.10$19.25—39
543$37.15$42.10—$890.0034.83%$16.10$20.059319
0—$35.05$40.90—$892.5034.19%$16.30$20.85—20
151$34.10$39.25—$895.0033.93%$17.05$21.75452
0—$32.20$37.65—$897.5033.74%$18.00$22.60—0
3368$31.15$36.15—$900.0034.39%$19.80$24.00481
0—$29.05$34.85—$902.5033.44%$20.05$24.50—0
7942$28.00$33.25—$905.0034.74%$23.00$25.95724
1141$27.05$29.95—$910.0034.04%$24.00$28.70381
456$22.70$28.1533.21%$915.00—$26.00$30.75332
750$21.90$25.1533.66%$920.00—$28.40$33.60132
244$18.35$23.4533.03%$925.00—$31.60$35.80180
2068$17.30$19.2532.21%$930.00—$34.05$38.601413
663$15.40$17.1031.95%$935.00—$37.00$42.50602
657$13.55$15.4031.82%$940.00—$40.05$45.70190
3555$11.70$13.2531.18%$945.00—$43.60$49.00120

Forward $912.15. The 25-delta put carries +4.85 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 33.90%±80.70skew +5.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$62.20$67.00—$860.0036.21%$12.95$15.60402
021$58.60$63.20—$865.0036.35%$14.75$17.05245
01$54.75$59.55—$870.0036.14%$16.15$18.553924
09$51.05$56.05—$875.0036.01%$17.40$20.55195
1029$47.85$52.50—$880.0035.91%$19.05$22.406510
01$44.60$48.65—$885.0035.23%$20.40$23.755512
225$40.50$45.15—$890.0035.50%$22.70$26.053140
19$37.30$41.95—$895.0034.82%$23.90$27.951613
1064$35.10$38.85—$900.0034.00%$25.30$29.60233
817$32.50$36.50—$905.0033.97%$27.65$32.00387
515$30.10$33.9033.99%$910.00—$30.40$34.35183
6775$28.15$30.8533.81%$915.00—$32.70$37.10263
2349$25.65$28.3533.51%$920.00—$35.10$39.80806
16$23.30$24.7532.56%$925.00—$37.90$42.50440
648$21.05$22.6032.30%$930.00—$41.00$46.05177
4326$18.80$20.8532.13%$935.00—$43.90$48.0041
3347$16.80$18.7031.72%$940.00—$47.30$51.0580
121$14.90$16.8031.37%$945.00—$50.30$54.9040
2022$13.15$15.5531.34%$950.00—$53.85$59.05111
35$12.10$13.7531.26%$955.00—$57.40$61.8061
338$10.50$12.2530.89%$960.00—$61.05$65.1070

Forward $909.62. The 25-delta put carries +5.32 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 33.70%±90.62skew +4.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$64.90$69.75—$860.0035.72%$16.35$19.6066
02$61.90$66.30—$865.0035.74%$17.60$21.70226
940$57.20$62.60—$870.0035.77%$20.00$22.8542
03$54.15$59.05—$875.0035.02%$20.80$24.3045
49$50.25$55.95—$880.0035.10%$22.80$26.3510
721$47.80$52.50—$885.0034.74%$23.95$28.551211
1031$43.70$49.30—$890.0034.59%$26.15$30.3557
222$41.40$46.10—$895.0034.04%$27.55$32.30413
226$37.65$43.50—$900.0033.46%$30.10$33.25104
82$35.60$40.55—$905.0033.38%$31.35$36.75138
540$32.30$38.0033.71%$910.00—$34.60$39.35228
115$30.20$35.4533.68%$915.00—$36.85$41.2551
316$26.90$32.9533.02%$920.00—$38.60$44.20170
530$25.00$30.6032.97%$925.00—$41.50$47.20220
240$23.15$27.4032.44%$930.00—$44.85$49.8070
449$20.85$25.3532.14%$935.00—$47.75$52.4080
1436$19.10$22.7031.70%$940.00—$50.30$55.8510
3866$17.15$21.2031.61%$945.00—$53.40$58.7010
1189$15.70$19.9531.81%$950.00—————
1734$14.45$17.5031.38%$955.00—$60.15$65.6510
128$12.10$16.0030.74%$960.00—$63.80$69.15110

Forward $908.17. The 25-delta put carries +4.98 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 32.71%±97.21skew +4.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
5440$67.70$72.65—$860.0035.39%$19.85$21.551,16126
19147$64.50$69.05—$865.0035.28%$21.15$23.4521523
73497$60.60$65.50—$870.0035.16%$22.25$25.702588
21278$57.75$62.10—$875.0034.49%$23.70$26.602598
4315$53.80$57.90—$880.0034.56%$25.35$29.052899
20313$50.70$55.15—$885.0034.31%$27.75$30.251785
2199$48.00$51.50—$890.0034.31%$29.15$33.2022215
11120$44.30$48.75—$895.0033.69%$31.10$34.3514811
58437$43.35$45.10—$900.0033.66%$34.05$36.051,536160
32116$40.55$42.40—$905.0033.22%$35.50$38.5011216
28141$37.90$39.3533.00%$910.00—$37.60$41.0017713
18185$35.05$36.8532.70%$915.00—$39.60$44.601289
212511$32.70$35.0032.80%$920.00—$42.90$46.7026769
23133$29.00$32.6032.01%$925.00—$45.35$49.404675
36200$27.95$30.6032.43%$930.00—$48.60$52.901463
4137$24.85$28.0031.62%$935.00—$50.35$55.10750
77591$23.25$25.4031.37%$940.00—$53.90$57.95942
2125$20.35$24.1531.05%$945.00—$56.80$61.351571
227853$20.00$22.2531.49%$950.00—$59.75$64.401667
29115$18.05$20.4531.17%$955.00—$63.15$67.351050
1231,074$16.60$18.8531.09%$960.00—$66.40$71.801511

Forward $909.32. The 25-delta put carries +4.30 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 32.39%±103.47skew +4.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
440$73.25$78.65—$855.00—————
34$69.70$75.15—$860.0035.32%$21.20$25.0542
01$66.75$71.30—$865.00—————
010$63.60$67.90—$870.00—————
02$59.20$64.60—$875.0034.31%$25.80$29.20034
02$56.45$61.40—$880.0034.44%$28.10$31.2521
11$52.85$58.40—$885.0033.61%$28.90$32.6510
12$49.60$55.20—$890.0033.32%$30.15$35.0550
312$44.80$49.40—$900.0033.28%$34.50$39.9002
121$40.95$46.75—$905.00—————
244$39.30$44.0532.91%$910.00—$38.90$44.6002
33$35.85$41.5032.37%$915.00—————
81$34.25$39.0032.52%$920.00—————
01$31.70$36.9032.37%$925.00—————
773$29.25$34.5032.07%$930.00—$49.40$54.7002
120$27.20$32.4031.97%$935.00—————
330$25.10$28.6531.10%$940.00—$55.35$60.3502
60$23.20$27.5031.29%$945.00—$58.75$62.8002
30$21.25$24.6030.66%$950.00—$61.55$66.0524
20$20.10$23.0030.83%$955.00—$64.80$70.2540
70$18.80$21.3530.85%$960.00—$68.20$72.7544

Forward $909.92. The 25-delta put carries +4.48 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 32.22%±126.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
33255$76.25$79.85—$865.0034.14%$29.85$32.351678
15648$73.75$77.65—$870.0033.95%$31.45$34.1033824
8181$69.10$74.50—$875.0033.94%$33.70$35.853968
6537$67.15$70.80—$880.0033.53%$34.25$38.252825
4113$63.15$68.10—$885.0033.44%$36.85$39.702567
1197$60.90$64.70—$890.0033.18%$37.85$42.404222
10119$57.90$62.45—$895.0033.03%$39.95$44.453381
531955$55.70$59.20—$900.0032.78%$42.45$45.9588820
46217$52.10$56.90—$905.0032.86%$44.35$49.2017849
8319$49.65$53.70—$910.0032.83%$47.65$50.9058935
45436$47.10$51.9532.63%$915.00—$50.00$53.1517012
22207$45.50$48.0532.32%$920.00—$52.90$55.6048841
14322$43.10$45.1532.03%$925.00—$55.55$58.254735
18345$40.60$42.3531.68%$930.00—$57.40$61.205540
3137$38.00$40.6031.60%$935.00—$59.80$64.20321270
37528$35.30$38.8531.43%$940.00—$62.50$66.903512
8306$32.80$38.1031.60%$945.00—$66.05$70.002700
21691$31.50$36.0531.69%$950.00—$68.60$73.804660
27113$29.55$32.8531.14%$955.00—$72.80$76.751230
31928$28.30$30.3030.98%$960.00—$74.75$79.202500
14191$26.45$28.2030.72%$965.00—$78.20$82.651740

Forward $912.93. Not enough surviving quotes on both wings to measure the skew here.

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.