Options Skew Analytics

IGV option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 30.80%±4.54skew -0.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$6.95$8.90—$99.00—————
01$6.60$8.40—$99.50—————
088$6.20$7.90—$100.00—————
310$5.75$7.10—$100.50—————
141$5.35$7.05—$101.00—————
07$4.90$6.65—$101.50—————
032$4.40$6.20—$102.0033.07%$0.39$0.5563017
311$4.10$4.65—$102.5032.32%$0.43$0.657717
012$3.70$4.75—$103.00—————
216$3.35$4.45—$103.5031.17%$0.59$0.871231
2,00553$3.00$3.75—$104.0034.27%$0.84$1.2377348
134$2.70$3.50—$104.5031.81%$0.85$1.3020,18957
9244$2.38$3.15—$105.0030.87%$1.04$1.381,992518
1393$2.07$2.26—$105.50—————
175317$1.81$2.26—$106.0031.74%$1.59$1.80301323
453463$1.34$1.5029.37%$107.00—$1.89$2.3712945
207374$0.99$1.0629.23%$108.00—$2.80$3.0586135
107658$0.66$0.9831.19%$109.00—$3.00$3.752817
3761,455$0.44$0.5629.39%$110.00—$3.75$4.551000
16141$0.31$0.4931.30%$111.00—$3.85$5.4020
—————$112.00—$4.90$6.3010

Forward $106.34. The 25-delta put carries -0.02 volatility points over the 25-delta call.

2026-10-09(14 days)ATM 30.08%±6.28skew +2.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$98.0034.72%$0.27$0.45222
02$8.00$9.75—$98.50—————
04$7.55$9.30—$99.00—————
210$7.10$8.90—$99.5033.41%$0.39$0.6230
59$6.70$8.45—$100.00—————
02$5.90$7.65—$101.00—————
036$5.45$6.00—$101.50—————
02$5.10$6.85—$102.0033.33%$0.77$1.25351
31$4.75$5.35—$102.50—————
122$4.35$5.25—$103.00—————
06$3.75$5.40—$104.0031.74%$1.32$1.70372
—————$104.5033.58%$1.73$1.95194
6654$3.15$3.65—$105.0032.85%$1.87$2.1018755
010$2.87$4.35—$105.5031.12%$1.74$2.3850
026$2.49$3.50—$106.0031.36%$1.94$2.68152
10538$2.09$2.5129.92%$107.00—$2.29$3.10991
2318$1.60$2.4731.95%$108.00—$2.80$3.7070
8952$1.26$1.7229.81%$109.00—$3.40$4.3540
261,266$1.05$1.5631.54%$110.00—$4.15$5.1081
1411$0.61$0.8930.55%$112.00—$4.95$6.653125
13$0.46$0.6530.19%$113.00—$5.75$7.5510

Forward $106.60. The 25-delta put carries +2.78 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 30.15%±7.70skew +0.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$99.5031.25%$0.61$0.92230
811,621$7.10$8.05—$100.0032.17%$0.90$0.9613,54127
035$6.70$8.40—$100.5031.64%$0.76$1.25410
156$6.25$7.15—$101.0030.71%$0.85$1.266310
—————$101.5031.10%$1.04$1.391510
42291$5.60$6.05—$102.0031.44%$1.28$1.492,0481,081
—————$102.5030.02%$1.19$1.64491
1531$4.90$5.35—$103.0031.06%$1.54$1.807404
—————$103.5029.16%$1.37$1.97350
0234$4.25$5.70—$104.0030.65%$1.83$2.164,1126
011$3.95$5.05—$104.5028.75%$1.65$2.37180
233,544$3.65$4.35—$105.0030.32%$2.10$2.654,46789
—————$105.5028.53%$2.02$2.8210
13430$3.05$3.75—$106.0028.87%$2.28$3.101,2420
226716$2.58$3.1030.31%$107.00—$3.10$3.602882
522,008$2.24$2.4829.84%$108.00—$3.45$4.202260
2180$1.86$2.7533.18%$109.00—$4.15$4.851240
50816,995$1.56$1.6929.65%$110.00—$4.65$5.504402
18582$1.26$1.7131.33%$111.00—$5.25$6.2020
2203,461$1.03$1.3731.00%$112.00—$5.75$6.8001
034$0.83$1.2831.96%$113.00—$7.45$7.80368

Forward $106.49. The 25-delta put carries +0.09 volatility points over the 25-delta call.

2026-10-30(35 days)ATM 30.67%±10.20skew +4.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
028$7.70$9.70—$100.0034.57%$1.58$1.78544
04$7.30$9.35—$100.5034.06%$1.63$1.9040
04$6.95$9.00—$101.0032.05%$1.35$2.04200
01$6.80$8.35—$101.50—————
08$6.50$7.80—$102.0033.27%$1.89$2.38210
16$6.25$7.45—$102.50—————
13$5.95$6.70—$103.0032.18%$1.92$2.7810
45$5.55$6.80—$103.50—————
87$5.25$6.40—$104.0033.44%$2.61$3.1520
62$5.00$5.95—$104.5033.14%$2.74$3.3510
238$4.75$5.20—$105.0032.49%$2.75$3.60101
01$4.40$5.60—$105.5032.92%$3.10$3.80102
086$4.20$5.30—$106.0033.07%$3.35$4.055941
06$3.70$5.35—$107.0032.98%$3.80$4.5510
010$3.25$4.2030.50%$108.00—$4.00$5.301070
07$2.79$4.1031.68%$109.00—————
20275$2.45$2.9829.12%$110.00—$5.25$6.4551
016$1.69$2.7530.61%$112.00—$6.05$8.0030
—————$113.00—$7.30$8.5530
07$1.32$2.1831.37%$114.00—$7.55$9.7520
150$1.03$1.6629.77%$115.00—$8.35$10.5020

Forward $107.35. The 25-delta put carries +4.30 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 30.73%±12.88skew +2.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01,147$12.95$14.20—$95.0035.55%$1.40$1.651,2046
0223$12.00$13.25—$96.0033.83%$1.33$1.781821
1286$11.40$12.30—$97.0034.52%$1.81$1.9412,930338
1157$10.65$11.75—$98.0033.57%$1.85$2.192735
42$9.95$10.40—$99.0033.45%$2.15$2.4352
921,582$9.25$9.90—$100.0033.70%$2.55$2.722,46790
016$8.50$10.10—$101.0032.29%$2.49$3.054031
0281$7.85$9.30—$102.0031.69%$2.68$3.403250
1272$7.20$7.70—$103.0032.17%$3.25$3.7519,58952
0130$6.55$8.00—$104.0031.58%$3.50$4.159291
81,056$6.00$6.25—$105.0032.22%$4.15$4.6041557
14357$5.50$6.45—$106.0032.81%$4.85$5.0538131
3389$5.00$5.3531.25%$107.00—$4.85$5.55234
34614,065$4.50$4.7530.68%$108.00—$5.85$6.1019111
172,045$4.05$4.8032.06%$109.00—$6.45$6.651280
1112,067$3.70$3.9030.68%$110.00—$7.05$7.30916
240$3.30$3.6030.79%$111.00—$6.80$7.901060
1111$2.95$4.0533.26%$112.00—$7.75$8.601010
0391$2.66$3.3031.99%$113.00—$7.70$9.30690
0158$2.29$2.8031.06%$114.00—$8.75$10.05340
1152,826$2.07$2.3830.68%$115.00—$9.80$10.75150

Forward $106.97. The 25-delta put carries +2.77 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 31.01%±16.02skew +3.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$96.0033.41%$1.94$2.554780
015$12.50$14.15—$97.0033.65%$2.29$2.821160
018$11.60$13.25—$98.0033.57%$2.52$3.152840
09$11.10$12.75—$99.0033.15%$2.71$3.453330
106,512$10.40$11.30—$100.0034.19%$3.40$3.8023,731255
010$9.75$11.40—$101.0033.29%$3.45$4.15140
1010,758$9.10$10.45—$102.0032.58%$3.65$4.4536,1931
040$8.45$10.20—$103.0032.56%$4.00$4.9030,3130
0622$7.90$9.65—$104.0032.94%$4.50$5.402020
06,264$7.35$8.10—$105.0032.80%$5.05$5.702710
0512$6.80$8.25—$106.0032.30%$5.30$6.2010,2136
0104$6.40$8.05—$107.0032.55%$5.80$6.803730
3640$5.90$6.6031.46%$108.00—$5.95$7.252370
190$5.45$5.9530.94%$109.00—$6.70$7.901050
61113,727$5.05$5.3530.56%$110.00—$7.80$8.35670
0102$4.65$6.1033.38%$111.00—$7.85$9.0570
0190$4.25$5.3532.40%$112.00—————
036$3.90$5.2533.06%$113.00—————
081$3.60$4.6032.35%$114.00—$9.95$11.05430
8211,898$3.30$3.5530.46%$115.00—$10.90$11.903,02717
10,47213,487$2.00$2.3030.28%$120.00—$13.75$15.706,0010

Forward $107.65. The 25-delta put carries +3.28 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 31.45%±18.81skew +2.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0349$12.55$13.75—$98.0032.65%$3.15$3.701680
0504$11.95$12.85—$99.0032.60%$3.45$4.052980
711,380$11.40$12.20—$100.0032.71%$3.80$4.451,51543
0309$10.70$12.05—$101.0032.47%$4.10$4.802560
0754$10.10$11.85—$102.0032.03%$4.30$5.203801
0221$9.40$11.10—$103.0032.31%$4.85$5.604910
9510$9.00$10.40—$104.0032.26%$5.20$6.1015520
2282,750$8.45$8.80—$105.0032.45%$5.70$6.604750
178$7.85$9.15—$106.0031.90%$5.85$7.15250
11,367$7.45$8.05—$107.0033.30%$7.10$7.5580
2189$7.00$8.0031.94%$108.00—$7.00$8.051071
046$6.55$7.7032.25%$109.00—$8.10$8.55480
176,579$6.10$6.7531.09%$110.00—$7.60$9.35500
0512$5.65$7.2032.82%$111.00—$8.65$9.901670
045$5.30$6.8032.88%$112.00—$8.85$10.401100
0182$4.90$6.3032.54%$113.00—$9.40$11.05120
0197$4.60$5.9532.66%$114.00—$10.05$11.70920
123,136$4.30$4.7030.72%$115.00—$11.20$12.401082
059$4.00$4.9031.89%$116.00—$11.40$13.35320
0114$3.70$4.3031.20%$117.00—$12.25$14.05360
0173$3.35$3.8530.64%$118.00—$13.05$14.55220

Forward $107.97. The 25-delta put carries +2.01 volatility points over the 25-delta call.

2027-02-19(147 days)ATM 31.30%±21.46skew +0.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0360$21.15$21.85—$88.0034.37%$1.70$2.181560
—————$89.0033.80%$1.78$2.33652
023$19.60$20.20—$90.0033.26%$1.91$2.452590
02,615$18.75$19.45—$91.0033.16%$2.11$2.671520
026$18.00$18.70—$92.0033.23%$2.31$2.981480
0163$17.20$18.15—$93.0032.60%$2.52$3.051470
029$16.55$17.20—$94.0032.70%$2.85$3.30331
019$15.65$16.75—$95.0032.39%$3.00$3.602140
0104$15.05$16.10—$96.0032.25%$3.25$3.901810
0110$14.30$15.35—$97.0032.04%$3.50$4.202220
03$13.65$15.05—$98.0032.43%$4.00$4.55350
010$13.15$13.85—$99.0031.96%$4.10$4.9520
098$12.35$13.65—$100.0033.01%$5.00$5.301121
0213$11.95$12.45—$101.0032.61%$5.20$5.70660
0107$11.35$11.90—$102.0031.55%$5.10$6.101040
1342$10.85$11.25—$103.0031.74%$5.60$6.552920
785$9.65$10.35—$105.0031.98%$6.75$7.3523973
1381$7.30$7.8031.30%$110.00—$8.95$10.00890
0286$5.55$5.9031.49%$115.00—$11.95$13.10830
0163$3.95$5.0532.54%$120.00—————
1356$2.80$3.4531.64%$125.00—————

Forward $108.04. The 25-delta put carries +0.61 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.