Options Skew Analytics

GTLB 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 76.07%±3.74skew -1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
110$8.70$9.80—$38.00—————
43$7.70$8.80—$39.00—————
01$4.80$6.70—$42.00—————
—————$43.5080.59%$0.30$0.45424
—————$45.0075.76%$0.55$0.8036
01$2.20$2.55—$45.5077.65%$0.80$0.9501
—————$46.0076.63%$0.90$1.2021
—————$46.5076.93%$1.15$1.40100
30$1.30$1.6575.85%$47.00—$1.40$1.6044
13$1.15$1.4077.26%$47.50—$1.60$1.90111
72$0.95$1.1074.74%$48.00—$1.90$2.201950
01$0.65$1.0073.42%$48.50—$2.15$2.5001
03$0.60$0.9077.77%$49.00—$2.60$2.85340
30$0.45$0.7576.76%$49.50—$2.90$3.3001
2,66918$0.40$0.6077.61%$50.00—$2.90$3.90121
—————$51.00—$3.20$5.0020
—————$52.00—$4.60$5.80234
—————$53.00—$4.80$6.70180
—————$54.00—$5.80$8.003960
—————$55.00—$6.70$8.8070
—————$56.00—$7.60$10.00740

Forward $46.97. The 25-delta put carries -1.85 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 67.59%±5.51skew +4.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$42.0071.48%$0.45$0.6554
0142$4.80$6.60—$42.5070.04%$0.55$0.70667
—————$43.0070.30%$0.65$0.8510
—————$43.5071.89%$0.75$1.10—0
—————$44.0068.10%$0.90$1.0521
0—$3.40$3.80—$44.5074.60%$1.00$1.65—0
0568$2.55$3.90—$45.0066.59%$1.20$1.35445183
0—$2.90$3.20—$45.5066.68%$1.35$1.60—0
—————$46.0065.38%$1.55$1.752824
0—$2.35$2.60—$46.5069.00%$1.80$2.20—0
—————$47.00—$2.05$2.2550
6158$1.80$2.1067.43%$47.50—$2.30$2.70547253
0132$1.60$2.3073.95%$48.00—$2.60$2.756352
21$1.40$1.7067.55%$48.50—$2.90$3.20231
—————$49.00—$3.20$3.4081
10$1.10$1.3567.97%$49.50—$3.40$4.00230
61,561$1.00$1.2569.55%$50.00—$3.80$4.1065014
19$0.70$0.9567.85%$51.00—$4.60$5.20220
—————$52.00—$4.70$6.20114
4204$0.45$0.6568.29%$52.50—$5.80$6.401770
016$0.40$0.6570.67%$53.00—$5.30$7.50180

Forward $46.98. The 25-delta put carries +4.03 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 75.75%±11.72skew +4.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0122$26.20$28.70—$20.00—————
0294$23.70$26.60—$22.50—————
03,098$21.10$23.90—$25.00—————
5128$19.20$20.90—$27.50—————
0238$16.90$18.60—$30.00—————
0563$14.10$16.60—$32.50—————
2334$12.40$13.90—$35.00—————
0193$10.20$12.10—$37.50—————
1651$8.40$9.20—$40.0081.27%$1.65$2.006540
42,872$6.90$7.50—$42.5079.00%$2.30$2.852200
01,182$5.50$6.10—$45.0078.24%$3.30$3.9043821
0777$4.20$4.9075.29%$47.50—$4.40$5.0027244
254,061$3.40$3.8076.24%$50.00—$6.20$6.70763
1352$2.60$3.0076.58%$52.50—$7.90$8.301950
33573$1.85$2.3075.36%$55.00—$9.70$10.101030
51830$1.45$1.8577.12%$57.50—$11.60$12.103010
165,494$1.20$1.4078.39%$60.00—$13.80$14.506011
23217$0.90$1.1078.93%$62.50—$15.90$16.603310
—————$65.00—$17.10$19.60100
—————$72.50—$24.90$26.7010
—————$75.00—$26.40$29.3010

Forward $47.35. The 25-delta put carries +4.16 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 66.29%±13.56skew +3.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0218$23.80$26.70—$22.50—————
0661$21.50$23.90—$25.00—————
0241$19.10$21.50—$27.50—————
1945$17.00$19.20—$30.00—————
11,455$14.50$17.00—$32.50—————
01,555$12.40$14.80—$35.0075.07%$1.00$1.303,70920
0697$10.40$13.00—$37.5072.15%$1.35$1.852,7000
02,469$8.80$10.50—$40.0071.39%$2.00$2.605535
5544$7.80$8.90—$42.5071.41%$2.95$3.501841
01,340$5.50$7.90—$45.0071.62%$4.10$4.602100
0316$5.20$6.60—$47.5071.76%$5.40$5.907231
43,544$4.20$4.6065.88%$50.00—$6.90$7.3022730
0293$2.95$3.9064.48%$52.50—$7.90$10.201760
151,187$2.65$2.9065.26%$55.00—$10.30$10.901321
34381$2.15$2.5567.46%$57.50—$12.10$12.80612
147,132$1.75$2.0067.58%$60.00—$14.30$14.90500
—————$62.50—$16.50$17.00793
61,108$1.00$1.4068.17%$65.00—$18.50$19.30281
31716$0.85$1.1068.80%$67.50—————
15963$0.75$1.1572.95%$70.00—$22.10$24.6010
0738$0.65$0.8572.63%$72.50—————

Forward $47.75. The 25-delta put carries +3.81 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 65.37%±20.71skew +3.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$24.40$26.90—$22.50—————
03$22.70$24.80—$25.00—————
01$20.00$22.70—$27.5072.76%$0.75$1.25100
05$18.00$20.50—$30.0072.87%$1.15$1.8570
06$16.70$18.30—$32.5068.94%$1.50$2.2010
170$14.30$16.70—$35.0068.83%$2.20$2.90240
239$12.50$14.40—$37.5068.89%$3.10$3.7091
018$11.40$13.50—$40.0068.57%$4.00$4.70430
221$9.60$12.00—$42.5067.09%$4.80$5.8050
018$8.70$9.80—$45.0067.26%$6.10$7.0080
144$7.70$9.50—$47.5067.64%$7.50$8.40218
168$7.10$7.6065.49%$50.00—$8.80$9.801290
1200$6.00$6.9065.36%$52.50—$10.30$11.40570
0106$5.30$6.1065.63%$55.00—$11.80$14.2060
070$4.00$5.8064.76%$57.50—$13.60$15.601710
271$4.20$4.6065.69%$60.00—$16.00$17.50580
310$3.40$4.2065.17%$62.50—————
396$2.80$3.7064.47%$65.00—$20.00$21.405210
052$2.15$2.8564.69%$70.00—$24.30$25.70150
113$1.45$2.2564.03%$75.00—————
112$1.20$1.7564.93%$80.00—————

Forward $48.16. The 25-delta put carries +3.88 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 65.08%±24.36skew +3.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$27.20$29.60—$20.00—————
0118$25.00$27.50—$22.50—————
068$22.90$25.80—$25.00—————
016$21.40$23.20—$27.50—————
096$19.00$21.40—$30.0069.96%$1.60$2.55250
049$17.30$19.70—$32.5069.92%$2.40$3.20250
0323$15.60$18.10—$35.0068.90%$3.10$4.001120
0392$14.00$16.40—$37.5068.33%$3.90$5.00180
70307$13.20$14.20—$40.0066.87%$4.80$5.90130
023$11.10$13.60—$42.5067.04%$5.90$7.20550
042$9.80$12.30—$45.0066.37%$7.10$8.40390
058$8.70$11.20—$47.5067.17%$8.70$9.80172
0102$7.60$10.1066.11%$50.00—$9.60$11.302110
016$6.70$9.1065.50%$52.50—$11.40$12.801410
0877$6.20$7.9065.02%$55.00—$12.90$14.50200
02$5.20$7.1063.66%$57.50—————
0252$4.80$6.6064.93%$60.00—————
015$4.30$5.9064.71%$62.50—————
0219$3.90$5.3064.80%$65.00—————
12,175$3.30$4.4065.75%$70.00—————
029$2.55$3.2063.55%$75.00—————

Forward $48.22. The 25-delta put carries +3.32 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.