Options Skew Analytics

HII 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 31.08%±30.97skew +4.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$127.30$131.60—$175.00—————
03$112.10$116.70—$190.00—————
021$107.10$111.70—$195.00—————
05$102.10$106.70—$200.00—————
022$92.40$96.70—$210.00—————
022$82.20$86.80—$220.00—————
019$73.50$76.90—$230.00—————
020$63.80$67.00—$240.00—————
015$53.80$57.50—$250.00—————
018$44.60$47.90—$260.00—————
013$35.10$39.00—$270.00—————
064$27.60$30.50—$280.0034.55%$4.00$4.60730
028$19.90$22.00—$290.0033.70%$5.90$8.00211
1678$13.70$15.80—$300.0031.16%$8.90$11.10621
521$9.20$10.7031.03%$310.00—$15.20$16.30497
289$5.40$6.6029.85%$320.00—$20.20$23.002110
9229$3.30$4.1030.18%$330.00—$27.90$30.50100
—————$340.00—$36.20$39.5040
—————$350.00—$45.50$48.5010
—————$400.00—$94.20$97.8010
—————$430.00—$124.10$128.7010

Forward $304.77. The 25-delta put carries +4.37 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 33.69%±61.70skew +4.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$109.00$113.10—$195.00—————
011$104.00$108.40—$200.00—————
05$95.00$98.90—$210.00—————
011$85.50$89.60—$220.00—————
06$76.50$80.90—$230.00—————
09$68.80$72.00—$240.00—————
012$60.40$63.50—$250.0037.90%$5.10$7.10523
056$52.60$55.50—$260.0037.27%$6.80$9.50200
011$44.50$48.00—$270.0036.43%$9.10$12.00690
042$38.30$41.00—$280.0035.77%$12.10$15.00530
023$32.00$34.50—$290.0035.12%$15.70$18.5060
528$26.10$29.10—$300.0034.91%$20.60$22.501090
032$22.20$24.0034.05%$310.00—$24.80$27.5030
027$16.60$20.0032.98%$320.00—$30.20$33.40140
014$13.50$15.8032.67%$330.00—$36.30$39.50500
560$9.90$12.8032.03%$340.00—$43.60$46.5090
139$8.90$11.0033.61%$350.00—————
011$5.80$8.3032.02%$360.00—————
—————$370.00—$67.50$71.5010
—————$380.00—$76.50$80.5030
—————$410.00—$104.70$109.0010

Forward $306.90. The 25-delta put carries +4.41 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 34.43%±82.37skew +1.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$81.00$85.00—$230.00—————
01$65.50$69.30—$250.0036.01%$8.00$11.8010
02$58.00$62.10—$260.0035.54%$10.50$14.4080
05$51.50$55.30—$270.0034.85%$13.50$17.0010
02$45.50$48.80—$280.0034.70%$17.00$20.8050
024$34.50$37.50—$300.0034.27%$26.80$28.30187
03$29.50$32.3034.17%$310.00—$31.80$33.60171
018$26.30$27.9034.43%$320.00—$37.30$39.5011
06$21.00$23.9033.30%$330.00—$42.40$45.5020
05$17.50$20.4032.94%$340.00—$48.50$52.3040
06$14.50$17.9032.97%$350.00—$55.50$59.3010
015$12.00$14.8032.50%$360.00—$63.00$66.8010
01$10.00$12.7032.54%$370.00—————
23$8.80$10.8032.86%$380.00—————
019$6.50$9.3032.34%$390.00—————

Forward $308.15. The 25-delta put carries +1.99 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.