Options Skew Analytics

IP 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 41.48%±2.53skew +3.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
026$4.90$6.10—$30.00—————
01$3.90$5.00—$31.00—————
—————$32.0049.73%$0.15$0.254215
0662$2.60$3.60—$32.5047.47%$0.20$0.304190
216$2.30$3.10—$33.0044.41%$0.25$0.351150
0125$1.70$1.85—$34.0042.01%$0.45$0.60550
189,164$1.00$1.20—$35.0041.63%$0.85$1.005373
17129$0.55$0.7540.99%$36.00—$1.45$1.60600
25226$0.30$0.4040.49%$37.00—$2.05$2.3550
1582$0.20$0.3040.42%$37.50—$2.15$3.201730
1473$0.15$0.2040.39%$38.00—$2.65$3.7010
42722$0.05$0.1046.97%$40.00—$4.50$5.701260
—————$42.50—$6.80$8.3010
—————$45.00—$8.60$10.8050

Forward $35.18. The 25-delta put carries +3.92 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 38.24%±3.52skew +2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$4.90$6.30—$30.00—————
02$4.00$5.00—$31.0043.23%$0.20$0.3031
01$3.20$4.10—$32.0039.86%$0.30$0.40350
03$2.35$3.50—$33.0039.27%$0.45$0.7010
01$1.95$2.20—$34.0038.16%$0.80$0.9540
3139$1.35$1.60—$35.0038.32%$1.20$1.4510
6110$0.90$1.1538.04%$36.00—$1.75$1.95100
01$0.55$0.8538.31%$37.00—$2.20$2.7010
113$0.35$0.5037.17%$38.00—————
21$0.10$0.1540.07%$41.00—————

Forward $35.15. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 37.31%±5.64skew +0.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$14.70$16.30—$20.00—————
0205$9.90$11.40—$25.00—————
054$7.40$8.70—$27.5043.96%$0.20$0.301,7692
0378$5.20$6.30—$30.0042.61%$0.45$0.751,49736
0879$3.60$4.10—$32.5037.66%$0.95$1.154,59717
91,263$2.25$2.50—$35.0037.30%$1.95$2.201,08910
141,253$1.25$1.5037.35%$37.50—$3.10$3.901,8140
221,010$0.60$0.9037.55%$40.00—$5.00$5.802014
9754$0.30$0.4036.63%$42.50—$7.10$8.00760
3523$0.15$0.2037.20%$45.00—$9.50$10.30962
—————$47.50—$11.40$13.301510
—————$50.00—$13.90$16.004760
—————$52.50—$16.40$18.50360
—————$55.00—$18.90$21.001090
—————$57.50—$21.40$23.5050
—————$60.00—$23.50$26.0020
—————$85.00—$48.80$51.00200

Forward $35.30. The 25-delta put carries +0.11 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 38.99%±8.22skew +3.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$14.60$16.30—$20.00—————
033$12.10$13.70—$22.50—————
011$9.90$11.50—$25.00—————
023$7.80$9.00—$27.5043.30%$0.60$0.801790
0106$5.80$7.10—$30.0042.50%$1.20$1.354121
076$4.50$5.00—$32.5041.28%$1.90$2.255180
0286$3.10$3.70—$35.0039.48%$2.90$3.3052198
1275$2.15$2.5038.67%$37.50—$4.20$4.90240
0423$1.40$1.7038.29%$40.00—$5.50$6.901440
0377$0.85$1.3039.09%$42.50—$7.50$8.9090
0104$0.55$0.8038.56%$45.00—$9.60$11.0020
0182$0.35$0.5038.43%$47.50—————

Forward $35.30. The 25-delta put carries +3.41 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 38.97%±9.07skew +1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$27.5043.31%$0.75$1.05230
042$6.00$7.10—$30.0039.88%$1.25$1.45926
01$4.50$5.40—$32.5038.95%$2.05$2.3060016
0152$3.50$4.00—$35.0039.51%$3.10$3.70172
021$2.45$2.8538.51%$37.50—$4.40$5.3090
072$1.55$2.0537.56%$40.00—$5.70$7.00110
015$1.05$1.5038.03%$42.50—————
07$0.70$1.0538.11%$45.00—————
016$0.45$0.7037.83%$47.50—————
02$0.30$0.5038.29%$50.00—————

Forward $35.36. The 25-delta put carries +1.85 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 40.18%±10.93skew +2.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$10.30$11.80—$25.0044.82%$0.70$1.051210
—————$27.5043.10%$1.15$1.60240
02$6.40$7.60—$30.0041.15%$1.90$2.153,0712
06$5.00$6.00—$32.5039.10%$2.70$3.001,1645
047$3.70$4.70—$35.0039.64%$3.80$4.50293
139$3.10$3.5040.27%$37.50—$5.20$5.90330
2166$2.25$2.6539.51%$40.00—$6.60$7.70100
061$1.65$2.0539.54%$42.50—$8.50$9.6020
274$1.20$1.5039.14%$45.00—$10.50$11.60170
039$0.85$1.1539.15%$47.50—————
0380$0.60$0.9539.76%$50.00—————

Forward $35.05. The 25-delta put carries +2.01 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 39.32%±12.82skew +3.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
051$14.70$16.90—$20.00—————
—————$22.5046.43%$0.70$1.053260
01$10.50$12.00—$25.0044.34%$1.10$1.501270
03$8.60$9.90—$27.5043.44%$1.75$2.15300
01$7.00$8.30—$30.0041.63%$2.50$2.859212
02$5.60$6.70—$32.5041.08%$3.40$4.002670
5468$4.70$5.30—$35.0039.24%$4.60$4.901121
09$3.90$4.2039.32%$37.50—$6.00$6.8010
011$2.90$3.6039.28%$40.00—$7.10$8.4070
07$2.30$2.7538.66%$42.50—$9.00$10.20140
218$1.80$2.1038.19%$45.00—$11.00$12.2080
10$1.40$1.7038.35%$47.50—————
0526$1.05$1.3538.15%$50.00—————
0167$0.65$1.0039.44%$55.00—————

Forward $35.26. The 25-delta put carries +3.28 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.