Options Skew Analytics

HAS option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 29.22%±6.63skew +3.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$16.50$20.30—$70.00—————
035$12.60$15.30—$75.00—————
03$10.20$12.60—$77.50—————
102$8.00$10.50—$80.00—————
74$6.00$8.00—$82.5032.98%$0.65$1.00880
024$4.00$5.90—$85.0031.64%$1.20$1.601080
79952$2.70$3.90—$87.5031.03%$2.10$2.551802
71,284$1.60$2.0527.59%$90.00—————
3160$0.90$1.3028.54%$92.50—$3.60$5.80560
2594$0.45$0.7528.75%$95.00—$5.60$8.10720
—————$97.50—$8.50$10.50180
—————$100.00—$10.50$12.70110

Forward $88.48. The 25-delta put carries +3.10 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 35.37%±12.54skew +2.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$75.0040.15%$0.85$1.3002
—————$80.0038.33%$1.75$2.3511
—————$85.0036.88%$3.40$3.9030
10$5.00$5.80—$87.5036.05%$4.30$5.1001
12$3.90$4.4035.18%$90.00—$5.90$6.3001
373$2.90$3.6035.48%$92.50—————
6983$2.15$2.6534.83%$95.00—————
210$1.55$2.2035.55%$97.50—————
0137$1.10$1.7535.88%$100.00—————
07$0.60$1.0036.43%$105.00—————

Forward $88.20. The 25-delta put carries +2.78 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 32.44%±14.00skew +1.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$26.60$30.40—$60.00—————
03$22.70$25.60—$65.00—————
03$20.10$23.30—$67.50—————
03$17.80$21.00—$70.00—————
06$15.20$18.80—$72.5039.20%$0.90$1.45142
06$13.40$16.00—$75.0036.94%$1.25$1.60322
01$11.90$14.60—$77.5036.31%$1.65$2.20109
04$9.60$12.70—$80.0035.15%$2.20$2.75300
03$7.80$10.30—$82.5034.34%$2.90$3.50390
026$6.60$9.40—$85.0034.00%$3.80$4.501,0020
08$5.00$7.40—$87.5033.87%$4.90$5.70100
044$4.30$5.3032.31%$90.00—$6.20$6.901010
223$3.60$4.3033.00%$92.50—$6.50$9.0020
059$2.80$3.5033.08%$95.00—$8.10$10.6040
012$2.15$2.7532.91%$97.50—————
8180$1.65$2.2533.26%$100.00—$11.80$14.3040
0228$0.90$1.5033.74%$105.00—$16.90$18.5010

Forward $88.41. The 25-delta put carries +1.89 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 31.87%±15.86skew +2.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$32.20$35.50—$55.00—————
01$29.90$33.00—$57.50—————
035$27.50$30.70—$60.00—————
06$25.00$28.30—$62.50—————
014$22.60$25.90—$65.00—————
019$20.50$23.00—$67.50—————
068$17.70$21.40—$70.0038.63%$0.95$1.40180
010$16.10$19.20—$72.50—————
014$14.00$16.40—$75.0036.95%$1.60$2.35310
014$12.00$15.10—$77.5035.87%$2.05$2.90140
020$9.70$12.80—$80.0034.81%$2.65$3.50260
01$8.50$11.50—$82.5033.83%$3.40$4.20630
067$7.10$9.50—$85.0032.85%$4.30$5.0060
073$6.30$7.50—$87.5032.45%$5.40$6.1040
193$5.20$6.1031.89%$90.00—$6.70$7.50580
533$4.10$5.0031.32%$92.50—$6.50$9.80140
250$3.30$4.0031.03%$95.00—$8.30$11.4020
0120$2.70$3.4031.67%$97.50—$10.10$13.3040
0395$2.00$2.9531.83%$100.00—$12.10$15.40110
01,651$1.25$1.8031.54%$105.00—————
—————$115.00—$25.50$28.8020

Forward $88.67. The 25-delta put carries +2.99 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 32.50%±20.11skew +1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$28.50$31.00—$60.00—————
02$23.90$26.50—$65.0038.25%$1.05$1.3520
—————$67.5039.31%$1.40$2.1010
03$19.60$22.10—$70.00—————
—————$72.5036.83%$2.15$2.8510
06$15.60$18.10—$75.00—————
—————$80.0033.80%$4.00$4.50200
03$10.50$12.30—$82.5033.42%$4.90$5.4060
01$9.00$11.70—$85.0033.20%$5.90$6.5020
021$7.80$10.40—$87.5032.26%$6.90$7.5020
323$6.90$7.5032.30%$90.00—$8.20$8.90551
34$5.90$6.8032.88%$92.50—$8.10$10.5070
210$5.00$5.9032.80%$95.00—$9.60$12.5040
26$4.20$4.9032.27%$97.50—$11.20$14.0070
14$3.50$4.2032.17%$100.00—$13.20$15.80190
05$2.45$3.3032.80%$105.00—$17.20$20.00270
091$1.65$2.5032.97%$110.00—$21.90$24.4010
—————$125.00—$35.40$38.0020

Forward $88.62. The 25-delta put carries +1.00 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.