Options Skew Analytics

GTLB option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 49.96%±3.26skew +2.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$8.80$10.70—$38.00—————
04$7.80$9.70—$39.00—————
217$6.80$8.70—$40.00—————
04$5.90$7.70—$41.00—————
03$4.90$6.60—$42.00—————
022$3.70$5.90—$43.00—————
016$3.20$4.80—$44.00—————
055$2.40$4.00—$45.0051.20%$0.40$0.603021
—————$45.5050.25%$0.50$0.75133
—————$46.5049.28%$0.85$1.1058
3811$1.25$1.50—$47.0049.98%$1.10$1.359460
—————$47.50—$1.35$1.7567
1955$0.80$1.0549.73%$48.00—$1.45$2.00719
177$0.60$0.8548.82%$48.50—$1.55$2.30171
1938$0.50$0.6548.80%$49.00—$2.15$2.808918
1463$0.35$0.5548.77%$49.50—————
59112$0.30$0.4550.22%$50.00—$3.00$3.5082
—————$51.00—$2.95$4.30180
—————$52.00—$4.00$5.30100
—————$55.00—$6.50$8.3010
—————$56.00—$7.50$9.5010

Forward $47.15. The 25-delta put carries +2.43 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 51.24%±5.83skew +0.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$8.10$9.80—$39.00—————
2237$7.10$8.80—$40.00—————
010$5.50$7.30—$42.00—————
0478$5.00$6.70—$42.5055.12%$0.60$0.752,13330
01$3.90$5.50—$44.00—————
—————$44.5053.65%$1.05$1.30630
32261$3.20$3.70—$45.0053.05%$1.20$1.4524934
—————$45.5053.29%$1.40$1.6511100
60$2.85$3.90—$46.0053.14%$1.60$1.851814
100$2.55$2.80—$46.5053.19%$1.70$2.20330
82$2.30$2.55—$47.0055.09%$2.10$2.45490
4575$2.05$2.8554.93%$47.50—$2.40$2.653191
711$1.80$2.1048.88%$48.00—$2.65$2.9514
6218$1.55$2.0049.63%$48.50—$2.95$3.4040
2316$1.45$1.6548.89%$49.00—$3.20$3.6010
—————$49.50—$3.50$3.9025
1901,363$1.10$1.2547.94%$50.00—$3.60$4.307340
13$0.85$1.3553.00%$51.00—————
320$0.65$1.0552.66%$52.00—————
31437$0.55$0.7549.74%$52.50—$4.90$6.20120
25690$0.25$0.4050.30%$55.00—$6.90$8.4030

Forward $47.42. The 25-delta put carries +0.98 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 52.17%±9.69skew +0.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$21.50$24.30—$25.00—————
07$19.20$21.80—$27.50—————
117$17.10$19.40—$30.00—————
21$14.60$16.20—$32.50—————
030$12.40$14.20—$35.00—————
018$10.20$12.00—$37.5051.91%$0.40$0.651250
24112$8.10$8.70—$40.0053.14%$0.95$1.15681
0142$6.40$7.60—$42.5052.51%$1.65$1.80440
2541,120$5.00$5.20—$45.0051.97%$2.55$2.75542
36192$3.70$3.9052.34%$47.50—$3.80$4.007711
811,163$2.65$2.8551.77%$50.00—$5.20$5.503171
0123$1.90$2.0551.84%$52.50—$6.60$7.40992
7194$1.30$1.4551.61%$55.00—$8.90$9.20824
017$0.85$1.0551.67%$57.50—————
—————$65.00—$16.00$18.60400

Forward $47.40. The 25-delta put carries +0.90 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 61.23%±14.00skew +3.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0294$24.20$26.90—$22.50—————
03,098$21.90$24.40—$25.00—————
0154$19.80$20.60—$27.50—————
0247$17.50$19.20—$30.0063.84%$0.30$0.3522420
0569$15.20$17.20—$32.50—————
0334$13.10$14.90—$35.0063.63%$0.95$1.054139
0243$11.00$13.10—$37.5063.77%$1.35$1.80860
0690$9.40$11.20—$40.0063.49%$2.20$2.402752
02,916$7.90$9.50—$42.5062.52%$3.00$3.301810
01,180$6.50$8.00—$45.0062.46%$4.10$4.4026246
32794$5.30$6.10—$47.5062.61%$5.40$5.701100
984,334$4.40$4.7061.14%$50.00—$6.20$7.10560
1335$3.50$3.8060.67%$52.50—$7.60$8.80350
0449$2.80$3.0060.24%$55.00—$10.20$10.90210
2815$2.20$2.4060.06%$57.50—$11.10$12.5070
2425,933$1.75$1.9560.42%$60.00—————
10146$1.40$1.5560.60%$62.50—$15.10$16.6010
0776$1.05$1.6063.28%$65.00—————
1477$0.65$1.0062.94%$70.00—————
—————$72.50—$24.00$26.0010
—————$75.00—$26.40$28.6010

Forward $47.65. The 25-delta put carries +3.07 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.