Options Skew Analytics

IDXX option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 27.50%±36.99skew +3.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$179.50$188.60—$340.00—————
10$80.80$86.80—$440.00—————
03$71.00$76.50—$450.00—————
02$52.00$59.40—$470.00—————
02$44.20$48.40—$480.00—————
03$35.60$40.50—$490.0030.32%$3.40$4.80541
127$27.50$31.80—$500.0029.29%$5.10$7.00176
07$19.00$24.90—$510.0029.43%$7.90$10.704221
212$16.60$18.50—$520.0028.36%$10.80$15.00190
169$10.00$14.1027.06%$530.00—$15.40$19.70322
10071$6.50$9.7026.67%$540.00—$21.10$26.00160
5011$4.30$5.6025.79%$550.00—$28.80$33.60370
—————$560.00—$36.20$43.00210
—————$570.00—$46.50$51.60160

Forward $524.66. The 25-delta put carries +3.50 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 34.06%±87.67skew +3.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$144.40$150.40—$380.00—————
01$135.00$141.00—$390.00—————
02$117.00$123.00—$410.00—————
01$108.00$116.10—$420.00—————
01$75.00$80.50—$460.0034.74%$7.60$12.1020
—————$470.0036.13%$12.50$14.4040
—————$480.0035.90%$15.10$17.50240
16$54.50$59.20—$490.0035.72%$18.30$20.9040
110$48.60$52.80—$500.0034.68%$20.30$24.70180
01$42.40$46.70—$510.0035.26%$25.90$28.8050
02$36.00$41.40—$520.0034.41%$29.00$33.50150
02$31.40$35.6034.23%$530.00—$34.40$38.1040
13$26.50$31.1033.81%$540.00—$39.80$43.9060
012$22.70$26.5033.46%$550.00—$45.10$49.90200
015$19.30$22.7033.29%$560.00—$51.00$56.90160
04$16.10$19.3033.00%$570.00—$58.00$63.5060
221$13.40$16.4032.84%$580.00—$65.80$70.5070
03$10.60$13.3032.07%$590.00—$73.30$78.1070
019$7.70$11.2031.36%$600.00—$80.00$86.9030
030$5.60$9.1030.67%$610.00—$89.50$94.5010
—————$620.00—$95.80$103.8050

Forward $527.22. The 25-delta put carries +3.83 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 32.28%±95.94skew +3.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$440.0035.55%$8.20$9.9081
—————$450.0035.00%$9.90$11.70160
—————$460.0034.25%$11.20$14.1030
—————$470.0034.44%$14.30$16.9020
03$65.60$69.80—$480.0034.22%$17.00$20.1010
62$59.10$63.40—$490.0034.32%$21.00$23.4040
67$52.80$56.90—$500.0034.09%$24.30$27.5070
62$47.10$51.30—$510.0033.43%$27.60$31.40160
021$41.10$45.60—$520.0033.89%$33.10$36.40240
04$36.40$40.5033.13%$530.00—$36.50$41.50180
05$30.00$35.9032.14%$540.00—$43.00$47.0020
09$26.00$30.9031.68%$550.00—$48.20$52.2050
034$23.30$27.6032.18%$560.00—$54.00$59.0010
010$20.40$23.7032.02%$570.00—$61.30$65.8010
012$15.10$20.8030.87%$580.00—$67.80$71.9020
09$13.20$17.4030.73%$590.00—$73.60$80.7030
084$10.80$14.9030.46%$600.00—$81.70$88.5020
029$10.90$12.6031.37%$610.00—————
032$8.80$10.5030.91%$620.00—————
06$6.80$8.6030.27%$630.00—————
079$5.60$7.3030.24%$640.00—————

Forward $529.44. The 25-delta put carries +3.98 volatility points over the 25-delta call.

2027-04-16(206 days)ATM 34.56%±138.64skew +4.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$123.00$129.60—$420.00—————
—————$430.0037.46%$13.20$20.0020
10$109.30$114.50—$440.0036.72%$16.10$20.9020
06$88.90$93.90—$470.0036.88%$25.70$31.0010
24$83.20$87.90—$480.00—————
102$76.90$81.60—$490.00—————
87$71.40$75.30—$500.0036.08%$36.70$42.1010
82$65.90$69.90—$510.0036.14%$41.20$47.0030
025$60.00$64.10—$520.00—————
02$53.20$60.00—$530.0035.19%$49.40$56.0010
02$48.50$55.3034.96%$540.00—————
03$39.80$46.3034.35%$560.00—$65.80$73.0020
0143$36.40$42.1034.19%$570.00—————
011$31.90$37.3033.31%$580.00—————
0142$28.30$35.1033.41%$590.00—————
010$25.10$32.0033.19%$600.00—————
02$20.40$26.0032.92%$620.00—$106.60$113.0070
01$15.90$20.6032.33%$640.00—————
01$13.70$19.0032.25%$650.00—————
01$10.20$15.2031.78%$670.00—————

Forward $533.99. The 25-delta put carries +4.63 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.