Options Skew Analytics

ILMN option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 61.38%±23.69skew +4.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$75.50$79.10—$145.00—————
04$70.70$73.40—$150.00—————
02$65.60$69.10—$155.00—————
06$60.50$64.10—$160.00—————
01$56.10$59.10—$165.00—————
02$50.80$54.30—$170.00—————
02$46.00$49.30—$175.00—————
03$41.10$44.30—$180.00—————
013$36.50$39.80—$185.00—————
69$31.80$35.00—$190.00—————
010$27.30$30.00—$195.00—————
237$23.10$25.60—$200.0066.12%$1.90$2.75423322
2247$15.80$17.80—$210.0064.13%$3.90$5.4013019
358211$9.60$11.90—$220.0062.31%$7.50$9.309795
2139$5.30$6.8059.98%$230.00—$13.10$14.80540153
6171$2.65$3.7059.45%$240.00—$20.20$21.903461
7119$1.25$2.0560.58%$250.00—$28.00$30.302641
10157$0.55$0.8058.97%$260.00—$37.30$39.505851
—————$270.00—$46.70$49.702640
—————$280.00—$56.10$59.60220
—————$320.00—$96.10$99.3020

Forward $222.35. The 25-delta put carries +4.68 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 58.07%±42.32skew +6.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$71.90$75.10—$150.00—————
038$66.80$70.20—$155.00—————
050$62.10$65.80—$160.00—————
017$57.50$60.70—$165.00—————
033$53.20$55.80—$170.00—————
013$48.70$51.90—$175.00—————
025$44.40$47.60—$180.00—————
0118$40.20$43.30—$185.00—————
0132$36.30$39.30—$190.0061.89%$4.10$6.00740
151$32.30$35.40—$195.0061.08%$5.00$7.401820
176$29.00$31.40—$200.0060.77%$6.50$8.8018111
6293$22.70$24.90—$210.0059.77%$9.70$12.501303
16759$16.90$19.30—$220.0057.75%$13.80$16.50610
3197$13.00$14.6058.16%$230.00—$19.10$21.701661
31219$8.70$9.5053.95%$240.00—$25.40$28.10880
15133$6.00$7.3054.81%$250.00—$32.80$34.90706
480$4.10$5.1054.59%$260.00—$40.50$42.802270
040$2.80$3.9055.71%$270.00—$48.90$51.501090
—————$280.00—$57.80$60.90690
0291$1.15$1.7555.01%$290.00—$67.00$70.10330
—————$300.00—$76.60$80.00120

Forward $222.96. The 25-delta put carries +6.18 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 55.47%±53.13skew +4.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0530$73.10$76.60—$150.00—————
089$69.10$71.90—$155.00—————
078$64.50$67.50—$160.00—————
040$60.10$62.60—$165.0062.20%$2.70$3.70360
0619$55.80$58.50—$170.0060.90%$3.20$4.401880
145$51.60$54.30—$175.0060.37%$4.20$5.10400
2477$48.00$50.40—$180.0060.35%$5.10$6.401150
044$43.90$46.50—$185.0059.50%$6.30$7.30120
0133$40.60$43.40—$190.0058.71%$7.40$8.601890
033$36.60$39.30—$195.0058.43%$9.00$10.001420
0161$33.30$36.50—$200.0057.76%$10.50$11.602020
0134$27.10$29.70—$210.0057.14%$14.40$15.402721
4208$22.00$23.70—$220.0056.03%$18.60$20.00680
01,300$17.30$19.2055.47%$230.00—$23.70$25.40490
0134$13.50$15.2054.90%$240.00—$30.00$31.60630
788$10.50$12.0054.73%$250.00—$36.20$38.601480
043$7.90$9.5054.50%$260.00—$43.80$46.30330
0120$6.00$7.1053.93%$270.00—$52.00$54.40120
138$4.50$5.7054.31%$280.00—$60.30$62.701080
0255$3.40$4.1053.76%$290.00—$69.00$71.80890
1130$2.50$3.1053.66%$300.00—$78.20$81.00170

Forward $223.58. The 25-delta put carries +4.50 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 57.98%±77.96skew +4.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$77.60$81.00—$150.0063.07%$3.60$6.00300
01$73.70$77.00—$155.00—————
03$69.60$73.00—$160.0063.51%$5.50$8.5060
01$65.70$69.00—$165.0062.93%$6.60$9.5090
05$62.00$65.50—$170.0062.20%$7.80$10.50140
05$58.60$61.50—$175.0062.17%$9.20$12.00160
08$55.30$57.80—$180.0060.10%$9.90$12.90430
08$52.00$54.40—$185.0061.01%$12.30$14.60251
09$48.70$51.00—$190.0060.91%$14.10$16.40310
01$45.40$48.40—$195.0060.41%$15.90$18.10240
010$42.10$45.40—$200.0059.87%$17.30$20.40400
15$36.80$39.70—$210.0059.89%$22.00$24.90390
028$31.60$35.00—$220.0058.51%$26.90$28.80111
4134$27.40$30.3058.52%$230.00—$32.20$34.70280
049$23.10$26.4057.93%$240.00—$38.10$40.10150
238$19.70$22.5057.34%$250.00—$44.40$47.2040
028$16.40$19.7057.11%$260.00—$51.30$54.30250
540$13.80$16.7056.61%$270.00—$58.50$61.2040
011$11.50$14.5056.52%$280.00—$66.30$69.1060
013$9.80$12.6056.76%$290.00—$74.20$77.2020
0104$8.10$10.8056.53%$300.00—$82.60$85.4050

Forward $225.33. The 25-delta put carries +4.38 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 56.92%±100.69skew +4.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$83.30$86.50—$150.0062.23%$7.60$10.7040
011$79.50$83.00—$155.0060.46%$8.20$11.4040
050$76.20$79.50—$160.0061.01%$10.10$12.80480
01$72.70$75.50—$165.0061.35%$11.80$14.50120
15$69.40$72.10—$170.0061.01%$13.30$16.0090
07$66.20$68.90—$175.0060.47%$14.80$17.5090
020$63.00$66.40—$180.0060.25%$16.30$19.5070
03$59.90$63.20—$185.0060.30%$18.30$21.50530
01$57.00$60.50—$190.0059.71%$20.10$23.20470
010$54.20$57.50—$195.0059.74%$22.40$25.30110
06$51.70$54.40—$200.0059.09%$24.30$27.204580
0256$46.50$49.40—$210.0058.83%$29.20$31.701010
070$41.50$44.50—$220.0058.34%$34.10$36.70220
040$37.10$40.4058.06%$230.00—$39.60$42.1080
127$33.20$36.4057.77%$240.00—$45.40$48.4040
020$29.30$32.3056.91%$250.00—$51.50$54.6070
051$26.30$29.6057.26%$260.00—$58.30$60.801040
212$23.30$25.9056.45%$270.00—$65.20$68.10720
09$20.60$23.7056.55%$280.00—$72.40$75.5010
098$18.00$21.7056.51%$290.00—————
026$16.20$19.1056.26%$300.00—$88.10$91.0030

Forward $227.85. The 25-delta put carries +4.03 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.