Options Skew Analytics

IVV option chain

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

Data as of 9 November 2026 (end of day)

2027-03-19(130 days)ATM 16.00%±73.13skew +6.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$715.0020.12%$13.40$17.5040
01$61.10$64.50—$720.0019.75%$14.90$18.0080
—————$725.0019.35%$15.80$19.1060
05$53.20$56.40—$730.0019.27%$17.60$20.5020
01$49.30$52.40—$735.0018.74%$18.80$21.2013
02$45.50$48.50—$740.0018.25%$20.00$22.20144
03$42.40$45.10—$745.0017.92%$21.40$23.7021
05$38.10$41.40—$750.0017.39%$22.00$25.5040
01$34.80$37.70—$755.0017.06%$23.90$26.90124
03$31.60$34.30—$760.0016.74%$25.60$28.8010
313$28.60$30.90—$765.0016.37%$27.40$30.6050
08$25.20$28.1015.93%$770.00—$29.50$32.6030
110$22.00$25.0015.40%$775.00—$31.90$34.8030
08$19.50$22.5015.14%$780.00—————
07$17.00$19.9014.78%$785.00—$36.00$40.3020
010$14.50$18.1014.56%$790.00—————
011$12.50$15.9014.27%$795.00—————
026$10.50$14.5014.14%$800.00—————
01$8.90$11.6013.56%$805.00—————
14$7.30$9.9013.24%$810.00—$53.70$57.0020
04$5.80$9.1013.17%$815.00—————

Forward $765.76. The 25-delta put carries +6.88 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 16.67%±99.99skew +5.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
057$74.40$78.50—$720.0020.02%$22.00$26.0070
034$70.70$75.00—$725.00—————
034$67.50$70.70—$730.0019.68%$25.30$28.5030
02$63.00$67.50—$735.00—————
09$60.00$63.50—$740.0018.69%$26.70$30.6060
04$56.30$60.00—$745.0018.44%$28.00$32.30640
043$53.30$56.20—$750.00—————
032$49.30$53.40—$755.00—————
06$46.00$49.70—$760.0017.61%$32.50$37.30700
08$43.00$45.70—$765.0017.35%$34.50$38.9020
021$39.40$43.40—$770.00—————
035$36.30$40.2016.91%$775.00—$38.50$42.9010
07$33.50$37.2016.61%$780.00—$41.00$45.1050
011$30.80$34.3016.32%$785.00—$43.30$47.4020
030$28.00$31.0015.87%$790.00—————
02$25.50$28.9015.71%$795.00—$48.50$52.60140
020$23.00$26.1015.34%$800.00—$51.00$55.5050
038$20.80$24.2015.20%$805.00—$54.00$58.6050
025$18.50$22.0014.91%$810.00—————
037$16.50$19.8014.63%$815.00—$61.20$64.4010
3114$14.50$17.5014.28%$820.00—————

Forward $772.49. The 25-delta put carries +5.74 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.