Options Skew Analytics

IBKR option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 42.44%±3.53skew -3.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$35.80$37.40—$55.00—————
05$20.00$22.40—$70.00—————
01$9.00$11.40—$81.00—————
05$5.50$7.40—$85.00—————
018$4.90$6.50—$86.00—————
019$3.40$5.40—$87.00—————
337$2.90$4.50—$88.00—————
—————$89.0044.60%$0.35$0.5513752
1881$2.00$2.85—$90.0041.42%$0.55$0.70270166
251$1.45$2.15—$91.0042.16%$0.85$1.154836
1790$1.20$1.5042.47%$92.00—$1.35$1.607220
17268$0.90$1.1044.75%$93.00—————
24246$0.55$0.8044.78%$94.00—$2.35$3.70560
20208$0.35$0.5545.33%$95.00—$3.20$5.20420
—————$96.00—$3.90$6.001210
—————$97.00—$4.80$7.20010
8195$0.10$0.1547.94%$98.00—$5.70$7.5030
—————$99.00—$6.50$9.1032
—————$100.00—$7.60$10.1041
—————$101.00—$8.60$11.1010
—————$104.00—$11.40$14.1010

Forward $91.87. The 25-delta put carries -3.90 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 39.93%±6.08skew +1.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$40.00$43.20—$50.00—————
01$15.10$18.70—$75.00—————
01$14.90$17.20—$76.00—————
01$10.10$12.60—$80.0044.86%$0.05$0.10446
01$8.00$8.70—$84.00—————
03$5.70$7.80—$85.0041.30%$0.30$0.4518212
01$5.20$6.80—$86.0040.56%$0.40$0.6040121
01$4.00$6.20—$87.0038.98%$0.50$0.754770
028$3.50$5.40—$88.0038.86%$0.75$0.959664
021$2.90$4.50—$89.0038.15%$1.00$1.20538
951$3.40$3.60—$90.0038.67%$1.40$1.555916
3112$2.80$3.00—$91.0038.85%$1.80$2.003811
1233$2.30$2.5039.98%$92.00—$2.25$2.653115
4216$1.80$2.0039.15%$93.00—$2.80$2.95344
640$1.45$1.6039.34%$94.00—$3.40$3.60240
21198$1.05$1.2538.42%$95.00—$3.80$5.30110
1354$0.75$0.9537.71%$96.00—————
1064$0.60$0.7538.52%$97.00—$5.30$7.3060
232$0.45$0.6039.07%$98.00—————
—————$99.00—$7.00$9.1001
—————$100.00—$8.00$9.5050

Forward $91.95. The 25-delta put carries +1.15 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 39.04%±7.76skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$15.50$17.80—$75.00—————
03$11.10$12.80—$80.00—————
014$7.00$9.00—$84.0041.03%$0.45$0.753413
015$6.20$8.20—$85.0040.00%$0.60$0.856315
013$5.50$7.40—$86.0039.89%$0.80$1.0513041
69$4.70$6.70—$87.0039.95%$1.05$1.301319
—————$88.0039.35%$1.35$1.50392
110$3.30$5.20—$89.0039.92%$1.65$1.954211
029$3.40$4.50—$90.0039.45%$2.00$2.30492
058$3.20$3.90—$91.0039.33%$2.45$2.7023
510$3.00$3.30—$92.0039.20%$2.90$3.2070
2236$2.50$2.8038.71%$93.00—$3.20$3.701,4020
255$1.90$2.4537.89%$94.00—————
286$1.55$2.1038.03%$95.00—$4.30$5.8010
1143$1.25$1.7037.53%$96.00—$5.10$7.00100
1028$1.20$1.4038.93%$97.00—$5.70$7.7010
09$0.80$1.2037.88%$98.00—$6.60$8.5010
57$0.65$1.0038.23%$99.00—————
1163$0.50$0.7537.50%$100.00—$8.00$10.2030

Forward $92.10. The 25-delta put carries +2.06 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 41.51%±9.81skew +2.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$81.0043.19%$0.45$0.7001
—————$82.0043.27%$0.65$0.8013
—————$83.0042.87%$0.80$0.95022
—————$84.0041.27%$0.80$1.1535677
3223$6.90$9.00—$85.0042.42%$1.20$1.351,310388
—————$86.0042.26%$1.45$1.601210
—————$87.0041.66%$1.70$1.85438
220$5.10$6.80—$88.0042.17%$2.05$2.257116
550$5.30$6.10—$89.0042.18%$2.40$2.651436
23271$4.70$5.20—$90.0041.48%$2.80$2.95785323
130$4.20$4.60—$91.0041.19%$3.20$3.405400
5634$3.90$4.10—$92.0041.79%$3.70$4.0018212
1357$3.40$3.6041.40%$93.00—$4.20$4.502,2264
6361$2.95$3.2041.39%$94.00—$4.40$5.103016
401,566$2.60$2.8041.50%$95.00—$5.20$6.0020111
2113$2.20$2.4541.19%$96.00—$5.50$6.2040
11131$1.90$2.0540.74%$97.00—————
965$1.30$1.7538.59%$98.00—$7.00$9.1010
167$1.30$1.5040.03%$99.00—————
52522$0.90$1.3038.78%$100.00—$8.70$10.70120
2027$0.85$1.1039.60%$101.00—————

Forward $92.15. The 25-delta put carries +2.22 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 41.91%±11.23skew +0.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.60$11.80—$82.00—————
01$8.80$11.10—$83.0044.76%$1.05$1.75223
—————$84.0043.82%$1.30$1.85150
—————$85.0042.94%$1.45$2.104031
03$6.60$8.80—$86.0042.65%$1.70$2.40212
—————$87.0042.30%$1.95$2.75131
—————$88.0041.89%$2.55$2.80512
01$5.00$6.80—$89.0042.64%$2.80$3.5042
622$4.80$5.90—$90.0041.32%$3.00$3.90150
221$4.00$5.40—$91.0042.08%$3.60$4.4040
133$3.90$4.9041.54%$92.00—$4.10$4.8021
05$3.70$4.3042.06%$93.00—————
09$3.20$3.9041.78%$94.00—————
5168$2.90$3.6042.61%$95.00—————
015$2.55$3.2042.42%$96.00—————
016$2.10$3.0042.41%$97.00—————
03$1.95$2.3541.31%$98.00—————
11$1.65$2.2542.00%$99.00—$7.40$10.1010
877$1.45$1.8041.02%$100.00—————
03$1.25$1.7542.05%$101.00—————
051$1.10$1.5542.27%$102.00—$10.50$12.7002

Forward $91.95. The 25-delta put carries +0.89 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 41.38%±12.27skew +0.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$83.0042.42%$1.20$1.9581
—————$84.0042.55%$1.60$2.10214
—————$85.0041.06%$1.80$2.202234
—————$86.0041.66%$2.00$2.7522
—————$87.0041.43%$2.30$3.1011
01$5.70$8.00—$88.0042.07%$2.70$3.6060
01$5.10$7.50—$89.0041.04%$3.20$3.7053
218$5.00$6.40—$90.0040.65%$3.60$4.10178
08$4.20$5.90—$91.0040.84%$3.90$4.8010
03$4.20$5.2040.32%$92.00—$4.40$5.2010
01$4.10$4.7041.62%$93.00—————
01$3.50$4.3040.94%$94.00—————
014$3.20$4.0041.71%$95.00—$5.50$7.9050
111$2.85$3.5041.15%$96.00—————
06$2.55$3.2041.42%$97.00—————
07$2.25$2.8041.00%$98.00—————
07$1.80$2.6040.53%$99.00—————
1130$1.75$2.3541.52%$100.00—————
19$1.35$2.0540.27%$101.00—————
36$1.30$1.9541.68%$102.00—————
41$1.20$1.7041.84%$103.00—————

Forward $91.90. The 25-delta put carries +0.79 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 40.56%±15.10skew +2.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
060$35.40$39.20—$55.00—————
—————$70.0044.85%$0.30$0.4571
—————$75.0044.23%$0.75$0.95328
11$13.10$14.40—$80.0042.35%$1.50$1.651346
081$8.80$11.00—$85.0041.72%$2.80$2.952234
3428$7.20$7.40—$90.0041.27%$4.70$4.903064
2532$4.80$5.0040.35%$95.00—$7.20$7.40525
7680$3.00$3.2039.74%$100.00—$9.90$12.1030
799$1.85$1.9539.57%$105.00—————
364$0.85$1.2038.39%$110.00—————

Forward $92.58. The 25-delta put carries +2.14 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 38.99%±17.66skew +1.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$55.30$58.60—$35.00—————
03$50.40$53.70—$40.00—————
09$45.40$48.50—$45.00—————
112$40.50$43.70—$50.00—————
077$35.60$38.70—$55.00—————
052$30.80$33.20—$60.00—————
023$26.70$28.50—$65.0045.66%$0.30$0.501,0360
3213$22.40$24.00—$70.0045.00%$0.65$1.008956
0206$17.00$19.30—$75.0042.70%$1.20$1.551,02921
1136$14.10$15.40—$80.0040.83%$2.20$2.3092367
1551$9.80$11.70—$85.0040.20%$3.60$3.8062011
48,919$8.30$8.50—$90.0039.14%$5.50$5.701,3055
51,554$5.90$6.1038.97%$95.00—$8.10$8.302050
3690$4.00$4.2038.32%$100.00—$11.30$11.50811
10312$2.75$2.9038.61%$105.00—$14.60$16.50100
1557$1.80$1.9538.59%$110.00—$18.90$20.8060
—————$115.00—$23.30$25.3010
—————$120.00—$27.90$30.3050

Forward $92.78. The 25-delta put carries +1.59 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.