Options Skew Analytics

IT 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 50.28%±16.63skew +1.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$34.30$37.60—$155.00—————
12$24.70$27.00—$165.00—————
21$19.90$22.70—$170.0055.46%$0.75$1.25161
01$15.50$18.50—$175.0053.51%$1.30$2.00150
01$13.00$14.10—$180.0052.23%$2.30$3.10340
23$9.30$10.50—$185.0050.46%$3.60$4.70180
018$6.30$7.50—$190.0050.32%$5.80$6.901521
337$4.10$5.3050.18%$195.00—$8.00$9.601612
337$2.75$3.5050.60%$200.00—$11.30$12.901340
341$0.95$1.4050.42%$210.00—$19.60$22.20250
669$0.35$0.5051.70%$220.00—$28.50$31.4050
—————$230.00—$38.20$41.2020

Forward $190.55. The 25-delta put carries +1.63 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 45.79%±28.54skew +2.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
016$64.60$68.80—$125.00—————
011$59.70$63.90—$130.00—————
014$54.80$58.20—$135.00—————
016$49.90$52.80—$140.00—————
093$45.10$48.40—$145.00—————
037$40.30$43.50—$150.00—————
016$35.60$38.30—$155.00—————
028$31.10$34.30—$160.00—————
033$27.10$29.70—$165.00—————
2176$23.40$26.20—$170.0047.68%$2.90$4.60232
2334$19.90$22.00—$175.0047.06%$4.10$6.00510
0235$16.80$18.50—$180.0047.33%$6.00$7.70820
20129$13.60$15.70—$185.0046.14%$7.80$9.50251
21179$10.90$12.50—$190.0046.06%$10.00$12.10401
2227$8.50$10.2045.51%$195.00—$12.50$14.80680
0434$6.60$8.1045.02%$200.00—$14.80$17.801090
0492$3.90$4.9044.55%$210.00—$22.50$24.601701
1388$2.25$2.8544.55%$220.00—$30.00$32.801580
9393$1.25$1.6544.85%$230.00—$39.50$41.905070
—————$240.00—$48.60$51.5030
—————$250.00—$57.60$61.30300

Forward $190.65. The 25-delta put carries +2.51 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 48.25%±55.41skew -0.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$72.30$75.00—$120.00—————
09$58.70$61.80—$135.0053.08%$2.50$4.101520
05$54.70$57.40—$140.00—————
09$50.40$53.40—$145.0050.68%$3.50$5.801500
03$46.60$49.60—$150.0049.24%$4.40$6.402460
02$42.80$45.80—$155.0048.15%$4.90$7.8010
04$39.40$41.80—$160.0049.42%$7.50$8.90290
07$35.70$38.50—$165.0046.90%$7.70$10.20151
02$32.50$35.40—$170.0049.05%$10.40$12.70290
0102$29.50$32.50—$175.0047.63%$12.00$14.001523
051$26.60$29.50—$180.0048.74%$14.10$17.20460
0182$23.90$27.00—$185.0048.76%$16.50$19.609115
0183$22.10$24.50—$190.0048.14%$19.10$21.60830
0163$19.10$22.5048.70%$195.00—$21.90$24.802175
1196$17.30$19.9048.27%$200.00—$25.00$26.90131
0488$13.50$16.5048.11%$210.00—$31.20$33.8030
0389$11.00$12.8047.74%$220.00—————
0212$8.10$10.2046.89%$230.00—————
0214$6.50$8.2047.27%$240.00—————
229$5.10$7.3048.53%$250.00—$61.70$64.50150
2116$3.80$5.8048.21%$260.00—————

Forward $192.41. The 25-delta put carries -0.37 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 48.73%±73.74skew +2.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$88.00$91.20—$105.00—————
01$79.00$82.60—$115.00—————
—————$130.0049.03%$4.10$4.504020
01$59.00$62.30—$140.0050.68%$5.70$8.30150
03$55.40$58.80—$145.00—————
—————$150.0049.26%$8.50$10.00500
20$48.60$51.20—$155.00—————
—————$165.0049.93%$13.10$16.5020
—————$170.0049.72%$15.00$18.50210
030$34.00$37.30—$180.0049.65%$19.50$23.00100
050$31.50$34.60—$185.00—————
01$29.10$32.00—$190.0049.48%$24.60$27.901310
04$27.30$30.0049.06%$195.00—$27.40$30.1010
2257$26.00$27.9049.58%$200.00—$29.90$33.401210
05$21.20$24.4048.71%$210.00—$36.50$39.5030
0108$18.00$21.0048.51%$220.00—$43.20$45.5012
098$15.30$18.0048.38%$230.00—————
06$12.60$15.9048.39%$240.00—$57.20$60.5010
03$10.10$13.5047.67%$250.00—————
228$9.00$11.1047.71%$260.00—————
01$6.70$10.5047.84%$270.00—————

Forward $194.90. The 25-delta put carries +2.09 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.