Options Skew Analytics

HAS option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 31.28%±12.40skew +0.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$51.90$55.90—$67.50—————
03$49.40$53.40—$70.00—————
06$46.90$50.90—$72.50—————
06$44.40$48.40—$75.00—————
04$39.70$43.40—$80.00—————
03$36.90$41.00—$82.50—————
026$34.40$38.50—$85.00—————
08$32.30$36.00—$87.50—————
152$30.30$32.20—$90.00—————
0738$27.70$30.40—$92.50—————
564$25.30$28.10—$95.00—————
015$22.90$25.60—$97.50—————
0202$20.50$23.20—$100.00—————
0225$16.10$18.20—$105.0035.54%$0.55$0.802640
1117$11.80$14.00—$110.0033.37%$1.15$1.40830
264$8.30$9.20—$115.0031.58%$2.15$2.556295
5145$5.10$6.10—$120.0031.62%$4.00$4.7019961
4234$2.90$3.6030.60%$125.00—$6.70$7.304049
31177$1.55$2.1531.01%$130.00—————
0102$0.85$1.3532.46%$135.00—————
630$0.45$0.7533.09%$140.00—————

Forward $121.26. The 25-delta put carries +0.56 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 30.32%±15.85skew +1.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
061$50.70$53.10—$70.00—————
010$47.40$50.40—$72.50—————
014$45.00$48.00—$75.00—————
014$41.90$45.90—$77.50—————
022$39.50$43.50—$80.00—————
01$37.00$41.00—$82.50—————
066$35.00$38.60—$85.00—————
073$32.40$36.20—$87.50—————
076$30.20$33.80—$90.00—————
035$28.00$30.90—$92.50—————
041$25.70$28.60—$95.0038.58%$0.45$0.551,0305
0120$23.30$26.30—$97.5036.89%$0.50$0.701,0050
8380$21.60$23.60—$100.0035.88%$0.65$0.90170
51,641$17.20$19.00—$105.0033.93%$1.10$1.45252
0268$12.90$15.40—$110.0032.39%$1.90$2.30570
01,256$9.50$11.70—$115.0031.26%$3.10$3.701720
2482$6.70$8.00—$120.0030.71%$5.00$5.7069104
4048$4.50$5.4030.19%$125.00—$7.50$8.60110
0184$2.85$3.9030.88%$130.00—————
039$1.70$2.6531.01%$135.00—————
—————$140.00—$18.50$21.40100

Forward $122.02. The 25-delta put carries +1.37 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 33.35%±24.34skew +2.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$49.70$53.80—$70.00—————
06$45.50$48.90—$75.00—————
04$40.70$44.30—$80.00—————
03$38.60$41.60—$82.50—————
01$36.00$39.60—$85.00—————
022$33.70$37.00—$87.50—————
027$31.20$34.90—$90.00—————
07$29.40$32.30—$92.50—————
018$27.20$30.10—$95.00—————
09$25.20$28.00—$97.5038.18%$1.55$2.5520
515$23.10$25.60—$100.0037.58%$1.90$3.00930
010$19.50$22.00—$105.0036.47%$2.80$4.10270
0119$15.40$18.40—$110.0035.65%$4.00$5.60330
085$12.30$14.60—$115.0034.87%$5.70$7.30120
1167$10.30$11.40—$120.0034.03%$8.10$9.006133
10313$7.90$8.9033.34%$125.00—$10.70$11.6050
1659$6.10$7.0033.41%$130.00—————
1211$4.50$5.4033.12%$135.00—————
05$2.90$4.4032.74%$140.00—————
016$2.10$3.4032.92%$145.00—————
011$1.25$2.0534.01%$155.00—————

Forward $122.33. The 25-delta put carries +2.91 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 32.99%±26.56skew +1.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$38.70$41.50—$82.50—————
02$32.00$34.50—$90.00—————
026$27.70$30.40—$95.0037.42%$1.55$2.5520
06$25.90$28.40—$97.50—————
04$23.60$26.40—$100.00—————
01$20.30$22.40—$105.0035.32%$3.20$4.7010
02$16.80$19.20—$110.0034.50%$4.50$6.20280
02$13.30$15.90—$115.0033.96%$6.20$8.10210
025$10.60$13.10—$120.0033.09%$8.70$9.702426
073$8.30$10.2033.00%$125.00—$11.40$12.3070
047$6.30$8.3032.78%$130.00—————
016$4.80$6.6032.63%$135.00—————
015$3.50$5.3032.50%$140.00—————
01$2.65$4.2032.66%$145.00—————

Forward $122.35. The 25-delta put carries +1.84 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 34.30%±32.73skew +3.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$53.80$56.50—$67.50—————
05$51.20$54.00—$70.00—————
02$37.70$40.50—$85.00—————
01$35.70$37.90—$87.50—————
03$33.50$36.10—$90.00—————
04$31.40$34.30—$92.50—————
09$29.40$32.10—$95.00—————
07$27.40$30.20—$97.50—————
035$25.50$28.20—$100.00—————
07$22.10$24.30—$105.0036.82%$5.10$6.40832
054$18.90$21.30—$110.0035.84%$6.60$7.9072
02$15.60$18.20—$115.00—————
03$12.90$15.90—$120.0034.78%$10.20$12.50130
03$10.80$12.9034.44%$125.00—$12.80$15.0020
08$9.30$10.4034.21%$130.00—————
07$7.60$8.8034.22%$135.00—————
026$6.00$7.6034.25%$140.00—————
013$4.80$6.3034.09%$145.00—$26.10$28.90490
03$2.65$4.4033.43%$155.00—————

Forward $122.90. The 25-delta put carries +3.39 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.