Options Skew Analytics

HII option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 38.55%±42.31skew +0.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$220.0043.39%$1.95$2.4521
—————$230.0041.60%$2.90$3.7011
10$37.10$39.60—$240.0040.35%$4.60$5.4014
10$29.90$32.30—$250.0039.86%$7.10$8.10123
—————$260.0040.04%$10.30$12.3012
—————$270.0038.76%$14.30$16.3035
02$12.70$14.7038.51%$280.00—$19.70$21.60100
10$10.00$11.0039.45%$290.00—————
05$7.30$8.0039.42%$300.00—————
010$5.10$5.9039.49%$310.00—————
18$3.60$4.4039.93%$320.00—————
03$2.40$3.2039.99%$330.00—————
03$1.85$2.3540.90%$340.00—————

Forward $273.00. The 25-delta put carries +0.38 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 35.19%±46.84skew +0.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$96.00$100.40—$175.00—————
03$82.00$85.30—$190.00—————
022$77.10$80.30—$195.00—————
015$72.30$76.40—$200.0040.91%$0.95$1.45320
022$63.10$66.10—$210.0039.50%$1.60$2.1080
238$55.10$57.20—$220.0039.41%$2.70$3.50490
023$46.10$48.70—$230.0037.78%$4.00$4.80160
021$38.00$40.60—$240.0036.71%$5.90$6.80363
015$31.30$33.30—$250.0036.07%$8.60$9.60743
011$24.80$26.80—$260.0036.64%$12.20$14.20341
15$19.00$21.00—$270.0035.73%$16.40$18.40693
029$14.30$16.2035.09%$280.00—$21.50$24.20720
020$10.90$12.9035.62%$290.00—$27.50$30.50240
059$8.80$9.6036.08%$300.00—$34.80$37.10620
09$6.10$7.1035.43%$310.00—$42.60$44.60302
081$4.60$5.4035.89%$320.00—$50.80$52.902131
1285$3.40$4.2036.41%$330.00—$59.10$62.3060
151$2.40$3.2036.60%$340.00—$67.60$71.5060
060$1.95$2.4537.45%$350.00—$77.70$80.8030
019$1.40$1.9037.81%$360.00—$86.50$90.9020
0101$1.00$1.5038.24%$370.00—$96.30$100.80600

Forward $272.63. The 25-delta put carries +0.64 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 35.35%±67.70skew +1.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$180.0039.53%$1.40$1.90170
01$88.80$92.90—$185.0039.10%$1.75$2.2560
01$84.30$88.40—$190.00—————
02$80.20$83.60—$195.0038.69%$2.60$3.4040
010$75.80$78.80—$200.0038.10%$3.10$3.90103
05$67.30$70.50—$210.0037.84%$4.70$5.40130
18$59.60$62.60—$220.0037.28%$6.40$7.40140
06$52.40$54.80—$230.0036.37%$8.50$9.50120
09$44.90$47.90—$240.0036.06%$10.90$12.9050
013$38.20$41.20—$250.0034.07%$13.30$15.20450
09$32.60$35.60—$260.0035.74%$18.60$20.60130
010$26.70$29.70—$270.0035.19%$22.60$25.50630
633$23.10$24.9035.43%$280.00—$28.30$30.3080
1119$18.80$20.7034.86%$290.00—$34.00$36.8080
2020$15.20$17.2034.51%$300.00—$40.50$43.401041
016$12.50$14.4034.61%$310.00—$47.60$50.5050
013$10.30$11.9034.67%$320.00—$54.40$58.20130
011$8.80$9.8035.02%$330.00—$62.10$66.20500
010$7.00$8.0034.84%$340.00—$71.50$74.5090
542$5.70$6.6034.95%$350.00—————
17$4.60$5.4034.99%$360.00—————

Forward $274.24. The 25-delta put carries +1.04 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.