Options Skew Analytics

GWW option chain

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

Data as of 22 September 2026 (end of day)

2026-12-18(87 days)ATM 25.16%±157.00skew +2.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
023$219.10$229.00—$1,060.00—————
0163$202.60$211.00—$1,080.00—————
0665$186.10$194.00—$1,100.0029.48%$9.90$16.00530
0157$167.90$177.00—$1,120.0028.97%$12.60$19.00581
0726$151.90$160.40—$1,140.0028.01%$14.30$22.50351
0753$135.90$143.50—$1,160.0027.67%$18.40$26.70210
072$120.00$129.90—$1,180.0027.58%$23.80$32.00500
039$105.50$115.00—$1,200.0027.03%$29.20$37.00290
04$92.00$101.60—$1,220.0026.45%$35.00$43.00370
038$79.00$88.70—$1,240.0026.14%$42.70$50.00260
0122$67.70$75.00—$1,260.0025.78%$51.00$58.00190
042$56.80$66.0025.29%$1,280.00—$58.60$68.00530
0172$47.00$56.8025.01%$1,300.00—$69.20$78.00150
036$39.50$48.0024.89%$1,320.00—$81.10$90.0030
0137$32.80$39.0024.49%$1,340.00—$95.60$103.0090
118$26.60$30.7023.92%$1,360.00—$108.10$117.00150
036$21.70$28.9024.76%$1,380.00—$124.80$132.00200
0183$17.20$24.0024.63%$1,400.00—$139.40$148.0050
—————$1,460.00—$190.70$200.0020
—————$1,480.00—$209.20$218.0010
—————$1,500.00—$228.20$237.0010

Forward $1,278.08. The 25-delta put carries +2.95 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 24.82%±178.70skew +2.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$130.10$140.00—$1,180.0026.58%$28.20$37.00370
04$123.10$133.00—$1,190.0026.43%$30.90$40.0080
0132$116.10$126.00—$1,200.0026.25%$33.80$43.001250
011$109.10$119.00—$1,210.0026.02%$36.80$46.00440
020$102.10$112.00—$1,220.0025.78%$40.10$49.00150
07$96.00$105.90—$1,230.0025.67%$43.50$53.0010
016$89.70$99.00—$1,240.0025.40%$47.40$56.00140
04$83.70$93.00—$1,250.0025.24%$51.30$60.0060
029$77.90$87.00—$1,260.0025.24%$55.50$65.005410
07$72.30$82.00—$1,270.0025.05%$60.10$69.0060
06$67.10$77.00—$1,280.0025.01%$65.00$74.005390
07$62.20$72.0024.89%$1,290.00—$70.10$79.00150
091$57.60$67.0024.75%$1,300.00—$75.60$84.00130
05$53.20$62.0024.56%$1,310.00—$81.20$90.00210
0130$49.00$58.0024.51%$1,320.00—$87.20$96.0080
06$45.10$54.0024.44%$1,330.00—$93.40$102.0020
0125$41.30$50.0024.31%$1,340.00—$99.80$108.00120
060$37.80$47.0024.34%$1,350.00—$106.40$115.0010
0108$34.50$44.0024.34%$1,360.00—$113.40$122.0010
031$31.40$40.0024.12%$1,370.00—$120.40$129.0010
068$29.00$36.0023.95%$1,380.00—$127.80$136.00100

Forward $1,282.58. The 25-delta put carries +2.63 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 25.51%±229.54skew +2.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$226.00$235.90—$1,080.0028.36%$18.50$28.0010
01$211.00$220.00—$1,100.0028.12%$22.30$32.00120
05$195.10$205.00—$1,120.0027.97%$27.00$36.5040
06$181.00$189.60—$1,140.0027.70%$32.00$41.1020
04$166.00$175.00—$1,160.0027.33%$37.00$46.20230
03$152.00$161.00—$1,180.0027.07%$43.00$52.00620
010$139.00$147.40—$1,200.0026.70%$49.00$58.20260
015$126.00$134.50—$1,220.0026.39%$56.00$65.0060
063$114.00$120.90—$1,240.0026.30%$65.20$72.3070
157$102.00$109.60—$1,260.0025.93%$72.60$80.80180
026$91.00$98.90—$1,280.0025.88%$83.00$89.8030
111$81.40$88.0025.54%$1,300.00—$93.10$100.0050
0102$72.20$80.0025.48%$1,320.00—$103.90$111.0060
014$63.60$73.0025.47%$1,340.00—$114.30$123.00140
017$56.20$65.0025.30%$1,360.00—$127.00$135.00220
015$49.30$58.0025.16%$1,380.00—$140.40$149.00110
033$43.00$52.0025.09%$1,400.00—$154.50$163.0070
02$37.30$46.0024.94%$1,420.00—$169.30$177.00190
011$32.20$40.8024.84%$1,440.00—$184.70$193.0030
0211$27.60$36.0024.72%$1,460.00—$200.80$209.0010
0155$23.40$32.0024.63%$1,480.00—$217.20$226.0040

Forward $1,288.73. The 25-delta put carries +2.62 volatility points over the 25-delta call.

2027-05-21(241 days)ATM 25.86%±272.46skew +2.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$219.00$228.00—$1,110.0027.76%$33.40$43.0020
01$211.10$221.00—$1,120.00—————
05$197.00$206.90—$1,140.00—————
01$190.00$199.30—$1,150.00—————
02$170.00$179.00—$1,180.00—————
03$163.00$172.40—$1,190.0026.83%$56.30$66.0080
01$157.00$166.00—$1,200.00—————
—————$1,210.0026.61%$63.30$73.0010
02$138.00$147.60—$1,230.00—————
02$121.00$130.20—$1,260.00—————
01$116.00$124.80—$1,270.00—————
02$110.00$119.60—$1,280.00—————
01$100.00$109.6026.09%$1,300.00—————
—————$1,320.00—$113.00$122.8010
01$82.00$91.7025.74%$1,340.00—$124.50$134.0020
010$74.00$83.7025.60%$1,360.00—$136.80$146.0020
02$66.40$76.0025.42%$1,380.00—————
04$59.50$69.0025.28%$1,400.00—$163.10$172.0070
02$53.30$62.0025.10%$1,420.00—$177.40$186.0070
010$42.30$51.0024.95%$1,460.00—$207.30$216.0010
02$37.30$46.0024.83%$1,480.00—————

Forward $1,296.39. The 25-delta put carries +2.92 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 25.79%±286.72skew +2.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$345.00$354.90—$960.00—————
05$328.00$337.80—$980.00—————
—————$1,080.0028.01%$30.20$39.9020
01$218.00$227.80—$1,120.0027.43%$39.40$49.0020
01$204.00$213.60—$1,140.0027.18%$45.10$54.0020
01$190.00$199.80—$1,160.00—————
03$177.00$186.30—$1,180.0026.74%$57.00$66.5040
01$164.00$173.40—$1,200.00—————
03$152.00$160.90—$1,220.00—————
04$140.00$149.00—$1,240.00—————
04$129.00$137.80—$1,260.00—————
09$118.00$127.40—$1,280.00—————
123$89.40$96.0025.71%$1,340.00—$131.00$136.70230
11$73.30$80.0025.34%$1,380.00—————
—————$1,460.00—$209.30$218.0020
02$33.10$42.8024.74%$1,520.00—————
06$29.20$38.9024.67%$1,540.00—————
01$25.40$35.0024.51%$1,560.00—————
01$22.20$32.0024.48%$1,580.00—————
01$19.30$29.0024.41%$1,600.00—————
01$17.00$26.6024.45%$1,620.00—————

Forward $1,297.53. The 25-delta put carries +2.52 volatility points over the 25-delta call.

2027-08-20(332 days)ATM 25.99%±324.52skew +4.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$940.0030.71%$15.00$25.0030
—————$950.0030.44%$16.00$26.0030
—————$960.0030.17%$17.10$27.0020
03$341.00$351.00—$980.00—————
—————$1,000.0029.62%$23.10$33.0030
—————$1,050.0029.21%$33.10$43.002960
—————$1,060.0029.05%$35.10$45.00200
—————$1,200.0027.25%$74.10$84.0010
—————$1,260.0026.75%$98.10$108.0010
02$126.00$134.00—$1,300.0026.37%$116.10$126.0070
05$116.00$126.0026.29%$1,320.00—————
01$107.00$117.0026.12%$1,340.00—————
03$98.10$108.0025.87%$1,360.00—————
01$90.00$100.0025.71%$1,380.00—————
02$82.10$92.0025.48%$1,400.00—$173.00$183.0030
—————$1,420.00—$186.00$196.0080
01$62.10$72.0025.06%$1,460.00—————
01$24.10$34.0024.44%$1,640.00—————
03$23.00$33.0024.52%$1,650.00—————
04$22.00$32.0024.61%$1,660.00—————
0217$17.00$27.0024.46%$1,700.00—————

Forward $1,309.31. The 25-delta put carries +4.61 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.