Options Skew Analytics

ILMN 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 52.09%±33.06skew -0.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$105.60$109.10—$140.00—————
01$100.60$104.10—$145.00—————
04$95.60$99.10—$150.00—————
02$90.70$94.40—$155.00—————
06$85.70$89.50—$160.00—————
06$80.70$84.20—$165.00—————
011$70.90$74.20—$175.00—————
03$66.00$69.30—$180.00—————
018$61.10$64.40—$185.00—————
033$56.20$59.40—$190.00—————
237$51.70$54.60—$195.0056.31%$0.50$0.80440
018$47.10$49.40—$200.0054.39%$0.65$1.053445
129$37.70$40.70—$210.0051.86%$1.40$1.7514822
15101$29.10$31.70—$220.0051.63%$3.00$3.3010714
396$22.20$24.50—$230.0050.58%$5.40$5.60307522
12496$16.60$17.60—$240.0050.44%$9.00$9.30146171
71315$11.60$12.4052.10%$250.00—$13.90$15.101325
39290$7.80$8.5052.11%$260.00—$20.00$21.20137
43120$5.00$5.4051.48%$270.00—$26.30$29.30100
4274$3.10$3.3051.13%$280.00—$34.60$37.3030
243$1.70$2.1050.92%$290.00—————

Forward $247.49. The 25-delta put carries -0.90 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 56.98%±56.95skew -1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$77.60$81.10—$170.00—————
01$59.60$63.20—$190.00—————
022$51.30$54.90—$200.0058.38%$4.40$5.50120
01$43.70$47.40—$210.0057.32%$6.60$7.5001
221$36.70$40.00—$220.0056.96%$9.60$10.30157
03$30.40$33.20—$230.0057.19%$13.00$14.50170
225$26.20$28.00—$240.0058.49%$17.50$19.90342
1420$21.30$22.4056.87%$250.00—$22.50$24.0013
426$17.10$18.6057.08%$260.00—————
050$13.30$15.3056.82%$270.00—————
712$10.80$12.4057.30%$280.00—————
51$8.60$9.3056.50%$290.00—————
013$6.80$8.2058.02%$300.00—————
01$5.30$6.7058.36%$310.00—————
100$4.00$5.2057.93%$320.00—————
322$2.30$2.7056.44%$340.00—————

Forward $248.59. The 25-delta put carries -1.06 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 55.81%±67.79skew -0.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$83.70$87.30—$165.00—————
035$79.30$82.90—$170.00—————
014$74.90$78.40—$175.00—————
127$70.60$73.90—$180.00—————
1117$66.40$69.90—$185.00—————
5132$62.30$65.30—$190.0056.95%$4.70$5.80540
064$58.30$61.70—$195.0058.59%$5.60$8.001690
073$54.50$57.90—$200.0058.26%$6.70$9.20351
1282$47.30$50.30—$210.0055.99%$9.30$10.80747
1757$40.80$43.60—$220.0056.80%$12.60$15.00450
2162$35.10$37.50—$230.0056.06%$16.50$18.60322
2201$30.10$32.40—$240.0055.81%$20.90$23.3030
1111$25.30$27.1055.88%$250.00—$26.10$28.7020
038$21.20$23.0055.81%$260.00—$31.90$34.20410
010$17.60$19.8056.08%$270.00—$38.30$40.9010
114$14.90$16.2055.86%$280.00—————
332$12.20$13.5055.64%$290.00—$52.20$55.0010
180$10.00$11.7056.15%$300.00—————
01$8.20$9.7056.09%$310.00—————
0141$6.80$8.6057.00%$320.00—————
02$5.60$6.6056.22%$330.00—————

Forward $248.79. The 25-delta put carries -0.09 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 56.30%±79.01skew +1.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
039$85.70$89.20—$165.00—————
2628$81.40$84.70—$170.00—————
049$77.20$80.50—$175.00—————
0492$73.20$76.60—$180.0060.17%$4.70$7.60760
043$69.20$72.70—$185.0059.54%$5.70$8.4060
0134$65.30$68.90—$190.0057.14%$6.80$8.1018114
051$61.50$65.00—$195.0058.90%$8.00$10.70290
0153$57.80$61.00—$200.0058.28%$9.30$11.8010816
076$50.90$54.40—$210.0056.67%$12.30$13.90629
0159$44.80$48.00—$220.0056.64%$15.70$17.902518
31,299$38.80$42.20—$230.0056.72%$19.80$22.40150
0160$34.50$36.80—$240.00—————
072$29.90$32.30—$250.00—$29.80$32.4010
030$25.70$28.1056.30%$260.00—————
018$22.20$24.4056.32%$270.00—————
013$18.90$21.2056.21%$280.00—$48.50$50.9010
0134$16.10$18.4056.20%$290.00—————
97105$13.80$15.0055.40%$300.00—$62.70$65.80100
101$11.80$12.7055.31%$310.00—————
17$10.00$12.5057.11%$320.00—————
43$8.30$9.5055.39%$330.00—————

Forward $250.00. The 25-delta put carries +1.28 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.