Options Skew Analytics

IGV option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 38.65%±4.12skew +2.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$4.55$6.35—$96.00—————
04$4.90$5.40—$97.00—————
06$2.83$4.55—$98.0042.14%$0.40$0.571291
0157$3.30$3.55—$99.0041.31%$0.62$0.779245
30100$2.55$2.79—$100.0041.15%$0.93$1.075116
529$2.22$2.51—$100.5041.71%$1.07$1.351102
15143$1.82$2.10—$101.0039.44%$1.23$1.42565
17920$1.69$1.96—$101.5038.71%$1.39$1.66700
50212$1.43$1.6038.61%$102.00—$1.67$1.885594
2036$1.17$1.3838.16%$102.50—$1.89$2.17322
721$0.93$1.2638.59%$103.00—$2.23$2.461220
12277$0.74$1.0037.31%$103.50—$2.40$2.8150
63109$0.65$0.9339.22%$104.00—$2.94$3.15700
2505$0.54$0.7238.49%$104.50—$3.05$4.752680
—————$105.00—$3.50$4.801437
1711$0.30$0.5037.84%$105.50—$3.90$4.8540
—————$106.00—$4.50$5.75191
—————$106.50—$4.75$6.95300
—————$107.00—$5.20$7.401,2340
—————$107.50—$5.65$7.85100
—————$108.00—$6.10$8.35120

Forward $101.74. The 25-delta put carries +2.81 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 34.81%±6.14skew +1.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
171,125$6.55$7.70—$95.0039.79%$0.50$0.679,362164
0221$5.25$7.00—$96.0038.61%$0.67$0.771,565203
0271$4.45$6.05—$97.0037.80%$0.78$1.0317,922349
0238$4.70$5.05—$98.0036.90%$1.02$1.237,21628
10245$4.05$4.45—$99.0036.09%$1.25$1.541984
1713,643$3.45$3.65—$100.0035.53%$1.62$1.8514,87560
1027$2.65$3.55—$100.5035.16%$1.79$2.05404
062$2.66$3.05—$101.0034.13%$1.91$2.2455130
044$2.45$3.05—$101.5034.96%$2.25$2.501359
5364$2.04$2.5334.77%$102.00—$2.46$2.7896220
23$2.06$2.3536.84%$102.50—$2.63$3.2083421
0194$1.60$2.0734.54%$103.00—$2.99$3.3019,4893
56134$1.68$1.9036.71%$103.50—$3.25$3.803881
615369$1.32$1.8035.98%$104.00—$3.55$3.906,6456
26152$1.10$1.5134.60%$104.50—$3.85$4.75430
3871,550$1.14$1.2735.39%$105.00—$4.20$4.602,5302
34110$0.87$1.2134.94%$105.50—$4.55$5.00880
438441$0.80$1.1035.54%$106.00—$4.90$5.708690
271,625$0.56$0.8635.08%$107.00—$5.40$6.506060
37513,346$0.51$0.6536.01%$108.00—$6.50$8.501,4311
1722,585$0.38$0.4735.67%$109.00—$7.30$9.552400

Forward $101.66. The 25-delta put carries +1.37 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 31.79%±7.18skew +0.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$6.15$7.20—$96.0035.30%$0.90$1.18235138
—————$97.0034.01%$1.00$1.421580
—————$98.0033.67%$1.30$1.67590
—————$98.5034.26%$1.37$2.0310
0104$3.90$5.20—$99.0032.55%$1.51$1.9780
06$4.05$4.55—$99.50—————
9191$3.90$4.15—$100.0034.40%$2.06$2.537921,092
0—$3.10$4.25—$100.5031.79%$2.05$2.52—0
0125$3.10$3.65—$101.0034.43%$2.35$3.1550
24—$2.92$3.45—$101.5033.14%$2.61$3.15—0
05$2.32$3.1031.77%$102.00—$2.83$3.20180
0—$2.36$2.8933.35%$102.50—$3.05$3.95—0
026$2.17$2.9234.86%$103.00—$3.35$3.7590
0—$1.85$2.4232.51%$103.50—$3.50$4.00—0
163$1.72$2.2532.95%$104.00—$3.90$4.70120
05$1.57$2.1033.27%$104.50—$4.25$4.7021
2920$1.22$1.8531.64%$105.00—$4.40$6.80702
011$1.21$1.6932.44%$105.50—$4.75$5.75548
062$1.11$1.6233.15%$106.00—$5.25$5.6580
—————$106.50—$5.45$7.25370
—————$107.00—$5.65$7.90300

Forward $101.69. The 25-delta put carries +0.85 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 32.31%±8.61skew +2.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$6.70$8.80—$95.0035.36%$0.99$1.371410
—————$97.0034.46%$1.45$1.85550
02$5.65$6.05—$98.0035.21%$1.70$2.4069
—————$98.5035.35%$1.96$2.5310
—————$99.0033.31%$1.94$2.53180
09$4.30$5.05—$100.0034.15%$2.31$3.15630
—————$101.0033.23%$2.88$3.3070
218$3.00$3.7032.16%$102.00—$3.20$3.751077
071$2.66$3.3533.18%$103.00—$3.80$4.25440
097$2.05$2.8031.54%$104.00—$4.35$5.35361
055$2.03$2.6332.44%$104.50—$4.65$5.2020
2361$1.82$2.5032.51%$105.00—$4.85$5.40930
01$1.72$2.2532.43%$105.50—$5.30$7.5520
161$1.53$2.1532.55%$106.00—$5.65$6.5540
—————$106.50—$5.95$6.5510
53$1.24$1.7932.12%$107.00—$6.35$8.60700
12$1.01$1.6531.48%$107.50—————
21$1.05$1.4932.15%$108.00—$7.10$9.35300
73$0.93$1.4032.22%$108.50—$7.50$8.9010
—————$109.00—$7.85$10.1510
22$0.75$1.1832.21%$109.50—$8.30$10.5510

Forward $101.87. The 25-delta put carries +2.31 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 32.70%±9.88skew +6.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$7.00$9.15—$95.0038.61%$1.37$2.254939
—————$96.0035.70%$1.66$1.98040
—————$97.0034.35%$1.75$2.24111
—————$98.0035.27%$2.10$2.78140
01$5.05$5.75—$99.5036.30%$2.65$3.65200
01$3.65$5.40—$100.0034.17%$2.89$3.3564
02$4.15$4.80—$101.0032.88%$3.10$3.7510
—————$102.0032.92%$3.60$4.2510
01$3.10$3.8032.36%$103.00—$4.00$5.1010
—————$104.00—$4.60$5.3540
01$2.21$3.1531.06%$104.50—$4.90$7.2010
612$2.33$2.9332.22%$105.00—$5.30$6.2510
—————$106.00—$5.75$8.1510
02$1.54$2.3030.35%$106.50—————
046$1.61$2.2031.57%$107.00—————
01$1.49$2.1031.85%$107.50—————
—————$108.00—$7.25$9.6020
—————$108.50—$7.55$10.0020
—————$109.00—$7.85$10.40220
54$1.04$1.6031.96%$109.50—$8.40$10.8010
73$0.96$1.3831.45%$110.00—$8.70$11.2010

Forward $102.05. The 25-delta put carries +6.65 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 32.61%±10.86skew +3.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
055$9.75$11.60—$92.0035.53%$1.00$1.33179134
012$8.95$10.75—$93.0035.76%$1.23$1.581,40840
020$8.15$9.95—$94.0035.23%$1.43$1.774,015198
011,837$7.55$9.15—$95.0034.53%$1.70$1.9055,45714
023$7.40$8.35—$96.0034.39%$1.87$2.302,0591
024$7.05$7.70—$97.0033.76%$2.24$2.454464
4510$5.80$7.00—$98.0033.24%$2.53$2.762,2345
3112$5.70$6.35—$99.0033.03%$2.93$3.1039716
486,415$5.00$5.70—$100.0033.05%$3.20$3.7022,69927
051$4.50$5.15—$101.0033.10%$3.65$4.205362
164799$4.00$4.5532.69%$102.00—$4.15$4.6040,2190
397$3.40$4.2032.53%$103.00—$4.60$5.1019,2895
0723$3.00$3.6532.11%$104.00—$5.15$5.659662
5523,604$2.88$3.0532.29%$105.00—$5.80$6.406982
926872$2.56$2.9433.36%$106.00—$6.30$6.7532,2120
683160$2.08$2.4732.10%$107.00—$6.95$7.3517,3852
277391$1.69$2.1831.64%$108.00—$7.65$8.203431
11371$1.55$1.8731.90%$109.00—$8.35$8.852620
4,15414,587$1.36$1.4931.35%$110.00—$9.15$11.401,1760
489107$1.05$1.4331.50%$111.00—$9.55$12.20430
655718$0.85$1.1030.51%$112.00—$10.75$13.00470

Forward $101.90. The 25-delta put carries +3.17 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 33.91%±12.10skew +2.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$85.0037.85%$0.41$0.60012
—————$90.0034.71%$0.78$1.15114
0—$9.20$11.20—$93.0034.61%$1.35$1.82—34
0—$8.40$10.50—$94.0035.07%$1.55$2.25—2
01$7.70$9.55—$95.0033.30%$1.67$2.3103
—————$97.0036.44%$2.36$3.7502
—————$98.0032.83%$2.69$3.2502
—————$99.0035.53%$3.00$4.5002
—————$100.0032.08%$3.45$4.0050
—————$101.0031.34%$3.70$4.5001
20$4.35$5.1534.64%$102.00—————
07$3.45$4.5532.50%$103.00—————
40$3.30$4.1533.48%$104.00—————
01$3.00$3.5032.82%$105.00—————
01$2.52$3.8034.74%$106.00—————
10$1.73$2.6532.06%$108.00—————
30$1.64$2.2432.16%$109.00—————
70$1.50$1.9932.52%$110.00—————
60$1.04$1.6832.73%$112.00—————
05$0.92$1.4832.87%$113.00—————

Forward $101.67. The 25-delta put carries +2.55 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 32.25%±14.11skew +4.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0451$11.10$12.60—$92.0035.11%$1.81$2.373,224185
0189$10.60$11.85—$93.0033.64%$1.89$2.451,6293
11,004$10.10$11.05—$94.0034.22%$2.32$2.772,6352
61,963$9.40$10.40—$95.0033.69%$2.58$3.0014,82832
2243$8.90$9.65—$96.0034.93%$2.80$3.855012
11,791$7.65$8.95—$97.0033.17%$3.15$3.702,5312
19400$7.50$8.30—$98.0032.73%$3.45$4.055591
1538$6.90$7.65—$99.0032.89%$3.85$4.553250
2610,959$6.35$7.20—$100.0032.29%$4.30$4.807,48440
9401$5.95$6.50—$101.0031.39%$4.75$5.002633
1830$5.50$5.95—$102.0032.81%$5.15$6.104250
0293$4.85$5.5032.28%$103.00—$5.65$6.305940
2484$4.40$5.0032.02%$104.00—$6.15$6.501440
2773,627$4.00$4.5531.89%$105.00—$6.75$7.103,229151
090$3.70$4.1031.90%$106.00—$7.30$7.804136
61,598$3.30$3.7031.60%$107.00—$7.95$8.70610
2251$2.31$3.3529.47%$108.00—$8.30$9.251,2090
0190$2.23$3.0530.11%$109.00—$9.10$11.504400
6326,146$2.40$2.7431.42%$110.00—$9.95$10.605160
1549$1.65$2.4929.75%$111.00—$10.70$12.902730
2408$1.45$2.2329.70%$112.00—$11.45$13.701470

Forward $102.10. The 25-delta put carries +4.52 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.

IGV option chain | Options Skew Analytics