Options Skew Analytics

IDXX 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 30.79%±71.47skew +2.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$136.10$143.10—$570.00—————
017$126.20$134.50—$580.00—————
03$116.80$123.90—$590.00—————
992$107.20$114.60—$600.00—————
132$99.90$103.20—$610.0033.19%$2.10$3.1044
029$90.90$95.80—$620.00—————
0109$82.10$86.60—$630.00—————
013$73.00$78.40—$640.00—————
022$65.00$71.00—$650.0032.98%$7.00$9.90150
06$58.40$63.50—$660.0032.73%$9.30$12.10172
07$51.20$56.30—$670.0032.13%$12.00$14.20144
02$43.20$49.30—$680.0032.04%$15.00$17.70121
04$37.00$42.50—$690.0030.85%$17.40$20.9041
1294$31.30$36.90—$700.0030.76%$21.30$25.5010
420$26.10$31.50—$710.0031.20%$26.50$30.9001
013$21.00$25.0029.79%$720.00—————
019$17.00$20.7029.57%$730.00—————
086$13.60$17.0029.41%$740.00—————
04$9.00$14.4028.55%$750.00—————
441$9.20$11.6030.04%$760.00—————
02$6.70$9.2029.51%$770.00—————

Forward $710.10. The 25-delta put carries +2.69 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 31.01%±94.58skew +3.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$123.40$128.90—$590.00—————
771$114.40$120.00—$600.00—————
029$106.40$111.90—$610.00—————
031$97.20$103.50—$620.00—————
06$89.00$95.40—$630.00—————
081$80.20$87.70—$640.0033.69%$10.00$15.9030
066$73.20$80.00—$650.0032.96%$12.50$17.4030
03$66.00$73.00—$660.00—————
028$59.10$66.00—$670.0033.26%$19.30$24.00121
075$53.00$59.30—$680.0031.66%$21.20$26.1010
072$46.00$52.80—$690.0031.48%$25.20$29.9030
0149$41.00$47.00—$700.00—————
03$36.80$40.70—$710.00—————
015$31.00$36.3030.95%$720.00—$38.20$45.3010
06$26.00$30.2029.79%$730.00—————
246$22.00$26.5029.70%$740.00—$50.60$56.6090
12$18.00$22.6029.16%$750.00—————
037$15.00$19.8029.20%$760.00—————
01$12.00$16.9028.86%$770.00—————
083$11.60$14.4029.69%$780.00—————
02$5.00$7.8029.61%$820.00—————

Forward $711.84. The 25-delta put carries +3.27 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 36.64%±173.48skew +3.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
14$122.70$129.70—$620.0038.46%$25.80$31.0080
01$117.10$123.00—$630.00—————
1015$109.00$116.40—$640.0038.05%$32.10$37.0070
09$104.20$110.00—$650.0038.05%$35.50$41.00550
05$98.00$104.00—$660.0037.45%$38.40$44.0030
014$91.40$98.00—$670.00—————
011$85.30$92.10—$680.0037.35%$47.10$52.0010
13$80.00$86.40—$690.0037.43%$51.60$57.0060
011$75.20$80.50—$700.00—————
11$69.50$76.40—$710.0036.80%$60.10$66.0010
063$64.50$70.9036.70%$720.00—$65.30$71.0010
050$60.00$65.6036.39%$730.00—————
160$57.00$61.4036.66%$740.00—$76.90$82.0040
06$51.20$56.9035.97%$750.00—————
334$49.00$52.6036.20%$760.00—————
026$45.30$48.8036.05%$770.00—————
050$41.40$45.6035.89%$780.00—$101.20$105.1090
3810$38.60$42.3035.91%$790.00—————
1993$35.40$39.5035.85%$800.00—$114.90$120.4070
014$32.30$36.7035.71%$810.00—————
05$28.00$34.0035.14%$820.00—————

Forward $719.54. The 25-delta put carries +3.32 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.