Options Skew Analytics

ICE option chain

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

Data as of 22 September 2026 (end of day)

2026-10-02(10 days)ATM 25.21%±6.41skew +1.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.20$9.80—$145.00—————
—————$147.0027.90%$0.50$0.75345
—————$148.0026.92%$0.65$0.8533118
01$4.80$6.10—$149.0026.23%$0.80$1.05220
04$4.10$5.30—$150.0025.99%$1.05$1.30632
01$3.00$3.40—$152.5025.60%$1.95$2.1581
454$1.80$2.0524.97%$155.00—$3.10$3.504070
572$0.95$1.2525.14%$157.50—$4.50$5.8080
250$0.50$0.7025.58%$160.00—$6.20$7.90190
—————$162.50—$8.50$10.30100
—————$165.00—$10.60$12.60120
—————$167.50—$12.80$15.6020

Forward $153.65. The 25-delta put carries +1.10 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 25.22%±8.36skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$145.0027.24%$0.60$0.9021
—————$146.0026.27%$0.70$1.0010
—————$147.0025.65%$0.80$1.2030
—————$148.0025.52%$1.05$1.4070
—————$149.0025.28%$1.35$1.6090
01$4.80$6.10—$150.0025.13%$1.65$1.90111
—————$152.5024.83%$2.55$2.90202
442$2.60$2.9025.51%$155.00—$3.80$4.40200
05$1.55$1.9024.66%$157.50—$4.50$6.5090
03$0.95$1.2024.70%$160.00—————
0945$0.60$0.8525.82%$162.50—————
—————$165.00—$10.60$13.0010

Forward $153.65. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 24.19%±9.54skew +1.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$17.40$20.60—$135.00—————
011$13.40$15.30—$140.00—————
—————$145.0026.06%$0.90$1.151360
—————$147.0025.21%$1.25$1.5002
—————$148.0025.08%$1.50$1.7512
1060$5.80$6.40—$150.0024.79%$2.10$2.354521
—————$152.5024.38%$2.95$3.4020
0141$3.00$3.5024.10%$155.00—$4.20$4.603690
118$2.10$2.4023.91%$157.50—————
19422$1.40$1.6523.98%$160.00—$6.90$8.8016310
046$0.90$1.1524.28%$162.50—————
4386$0.65$1.0026.25%$165.00—$11.20$12.8030
—————$170.00—$15.60$17.8010

Forward $153.85. The 25-delta put carries +1.10 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 25.28%±11.34skew +0.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$140.0027.46%$0.55$0.8060
—————$141.0027.62%$0.65$1.0010
—————$144.0027.73%$1.05$1.7011
—————$145.0027.52%$1.20$1.9550
—————$146.0026.78%$1.35$2.1010
—————$147.0026.44%$1.55$2.3520
—————$148.0026.59%$1.90$2.6575
—————$149.0024.65%$2.10$2.5031
—————$150.0025.54%$2.40$3.20200
01$4.40$5.70—$152.5025.55%$3.40$4.3090
01$3.60$4.4025.18%$155.00—$4.60$5.50120
01$2.60$3.3024.95%$157.50—$5.30$7.6040
02$1.80$2.5525.15%$160.00—$6.90$9.50160
0331$1.25$1.9525.53%$162.50—————

Forward $153.95. The 25-delta put carries +0.91 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 27.73%±13.77skew +0.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$22.50$26.50—$130.00—————
01$18.30$21.20—$135.00—————
—————$145.0029.25%$1.85$2.65262
—————$146.0029.30%$2.00$3.1010
—————$148.0028.55%$2.65$3.5070
—————$150.0028.64%$3.30$4.40130
—————$152.5028.10%$4.30$5.4080
11$4.60$5.3027.70%$155.00—$5.50$6.6020
05$2.70$3.7028.51%$160.00—————
07$1.50$2.3528.74%$165.00—————
01$1.15$1.9029.28%$167.50—————
012$0.85$1.4029.13%$170.00—————

Forward $153.90. The 25-delta put carries +0.51 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 26.38%±16.41skew +2.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$130.0031.63%$0.60$0.80017
—————$135.0029.68%$0.90$1.2560
—————$140.0029.04%$1.70$2.0011
—————$145.0028.37%$2.80$3.2026
01$8.90$9.30—$150.0027.59%$4.50$4.7054
35$6.20$6.6026.45%$155.00—$6.20$7.1020
0178$4.10$4.4026.05%$160.00—$9.60$10.1010
1410$2.65$2.9026.19%$165.00—————
30$1.60$1.8526.19%$170.00—————
714$0.90$1.3026.71%$175.00—————

Forward $154.75. The 25-delta put carries +2.18 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 26.24%±19.79skew +1.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$67.20$71.40—$85.00—————
03$62.40$66.40—$90.00—————
06$52.70$56.50—$100.00—————
060$42.70$46.70—$110.00—————
0200$33.50$36.50—$120.00—————
010$29.10$31.20—$125.00—————
0552$24.80$26.30—$130.00—————
0129$20.50$21.90—$135.0028.29%$1.50$1.954323
0178$15.80$18.10—$140.0027.64%$2.55$2.801,40410
2411$12.00$15.00—$145.0026.85%$3.80$4.104265
0286$10.30$10.70—$150.0026.60%$5.60$6.001272
2285$7.20$7.9026.23%$155.00—$7.90$8.301541
1511$5.40$5.7026.41%$160.00—$10.70$11.201350
14196$3.80$4.1026.42%$165.00—$13.30$15.40520
5337$2.70$2.8026.46%$170.00—$16.60$19.4010
6157$1.80$1.9526.53%$175.00—————
1328$1.05$1.5026.73%$180.00—————
—————$190.00—$34.60$38.7080

Forward $154.44. The 25-delta put carries +1.18 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 26.02%±22.67skew +2.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$77.10$81.30—$75.00—————
02$72.20$76.40—$80.00—————
01$57.50$61.50—$95.00—————
09$52.60$56.60—$100.00—————
04$47.70$51.80—$105.00—————
014$43.20$46.30—$110.00—————
02$39.50$41.40—$115.00—————
024$34.20$36.20—$120.0030.81%$0.60$0.801683
061$29.10$32.30—$125.00—————
0103$25.60$27.90—$130.00—————
0270$21.40$23.40—$135.0028.10%$2.20$2.451140
0154$16.60$19.40—$140.0027.38%$3.20$3.5025176
0115$13.90$16.20—$145.0026.84%$4.60$4.9040222
4982$11.50$11.90—$150.0026.52%$6.40$6.801794
1680$8.90$9.30—$155.0026.28%$8.70$9.1094424
21,976$6.60$6.9025.63%$160.00—$11.50$12.001850
1511$4.90$5.2025.69%$165.00—$13.90$16.202090
56412$3.40$3.9025.53%$170.00—$17.50$20.00610
2303$2.30$2.8525.37%$175.00—$21.30$24.0060
1647$1.85$2.0526.03%$180.00—$26.40$28.7030
—————$190.00—$34.70$38.2020

Forward $155.20. The 25-delta put carries +2.01 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.