Options Skew Analytics

IVV 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 10.88%±21.77skew +2.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$740.0016.32%$1.25$1.90290
—————$745.0015.80%$1.70$2.2568
08$30.10$34.30—$750.0015.00%$2.00$2.70600
01$25.50$29.60—$755.0014.34%$2.50$3.3040
010$21.20$25.80—$760.00—————
041$18.20$20.80—$765.0013.00%$3.90$5.0040
—————$769.0012.51%$4.80$5.90077
058$14.00$17.40—$770.0012.32%$5.00$6.1060
045$10.10$14.30—$775.0011.96%$6.40$8.00100
430$7.50$9.60—$780.00—————
70$6.70$8.5010.74%$782.00—————
—————$782.50—$9.70$11.6005
—————$783.00—$9.40$11.70021
80$6.00$7.6010.83%$784.00—————
12752$5.60$7.0010.72%$785.00—$10.50$13.6020
016$4.40$5.7010.55%$788.00—————
0117$3.70$5.0010.50%$790.00—————
01$3.40$4.5010.36%$791.00—————
02$2.40$3.4010.36%$795.00—————
0124$1.50$2.0510.10%$800.00—————
027$0.95$1.4510.34%$805.00—————

Forward $780.01. The 25-delta put carries +2.63 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 12.31%±31.01skew +3.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$80.00$84.30—$700.00—————
—————$725.0018.60%$1.75$2.90210
—————$733.0017.91%$2.30$3.7010
—————$737.0016.92%$2.60$3.5010
—————$741.0016.56%$2.65$4.3010
—————$757.0014.87%$4.40$7.0080
—————$757.5014.82%$4.70$6.9080
—————$762.0014.36%$5.60$7.8010
01$21.00$25.40—$765.00—————
01$20.10$24.90—$766.00—————
01$17.50$21.90—$770.0013.61%$7.30$10.2010
01$14.10$18.20—$775.00—————
01$10.10$13.5012.27%$782.00—————
055$8.60$11.8012.05%$785.00—————
026$6.60$9.5011.92%$790.00—————
06$5.10$7.3011.78%$795.00—————
030$3.50$5.7011.56%$800.00—————
01$2.55$4.0011.29%$805.00—————

Forward $781.00. The 25-delta put carries +3.31 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 13.27%±41.75skew +2.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$700.0021.77%$2.40$3.80570
01$74.00$78.40—$710.00—————
05$69.10$73.70—$715.00—————
—————$730.0017.89%$3.60$6.0010
04$46.60$50.90—$740.00—————
01$39.00$42.00—$750.00—————
015$30.10$34.60—$760.0015.12%$8.20$10.8060
02$26.40$31.00—$765.0014.67%$9.10$12.30530
014$22.70$27.30—$770.0014.54%$11.00$13.9050
01$19.80$23.10—$775.0014.08%$12.50$15.5030
211$17.00$19.70—$780.00—————
027$13.70$16.8013.18%$785.00—————
053$11.30$14.3012.98%$790.00—————
054$9.10$11.9012.69%$795.00—————
04$7.10$9.9012.44%$800.00—————
02$5.70$8.1012.33%$805.00—————
02$4.30$6.6012.15%$810.00—————
05$2.55$4.0011.86%$820.00—————
10$1.90$2.8511.58%$825.00—————

Forward $782.50. The 25-delta put carries +2.97 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 13.84%±52.99skew +4.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$60.00$64.50—$730.0018.04%$6.30$9.20170
04$55.70$60.00—$735.0017.59%$6.90$9.90590
011$51.40$55.90—$740.0017.12%$7.60$10.6010
03$47.20$51.70—$745.0016.76%$8.50$11.5030
030$43.10$47.50—$750.0016.37%$9.50$12.4030
022$39.20$43.50—$755.0016.16%$11.00$13.5010
010$35.30$39.70—$760.0015.61%$11.70$14.7060
016$32.30$36.00—$765.0015.30%$13.10$16.1080
03$28.20$32.50—$770.0014.97%$14.60$17.6001
016$25.20$28.80—$775.00—————
053$21.80$25.70—$780.0014.33%$18.10$21.1060
367$18.70$22.6013.91%$785.00—————
040$16.20$19.5013.57%$790.00—$22.60$25.5010
070$13.60$17.0013.27%$795.00—$24.00$28.4010
2303$11.60$14.5013.03%$800.00—————
038$9.50$12.4012.76%$805.00—————
044$7.70$10.7012.59%$810.00—————
015$6.40$8.8012.39%$815.00—————
919$5.60$6.9012.24%$820.00—————
0103$4.00$6.4012.20%$825.00—————
07$2.65$4.1011.97%$835.00—————

Forward $784.19. The 25-delta put carries +4.52 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 14.21%±62.64skew +4.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
042$59.70$64.30—$735.0017.52%$9.60$12.4020
0104$55.50$60.10—$740.0017.33%$10.90$13.3020
040$51.60$55.90—$745.0016.76%$11.40$14.10600
3269$48.20$52.00—$750.0016.59%$13.20$14.90511
060$44.60$47.20—$755.00—————
040$40.00$44.10—$760.0015.66%$14.70$17.4010
2465$36.50$40.40—$765.00—————
028$32.90$36.30—$770.0015.00%$17.50$20.3060
06$29.70$33.70—$775.0014.67%$19.50$21.5051
0153$26.40$29.90—$780.00—————
061$23.80$26.60—$785.00—————
024$20.90$23.8014.12%$790.00—————
053$18.20$21.1013.81%$795.00—$27.60$30.7020
178$16.20$18.5013.63%$800.00—$29.20$33.5020
077$13.60$16.5013.36%$805.00—————
044$11.70$14.5013.20%$810.00—————
044$9.90$12.6012.99%$815.00—————
037$8.20$11.1012.84%$820.00—————
028$6.80$9.7012.72%$825.00—$46.30$50.5010
146$5.80$8.2012.60%$830.00—————
04$4.80$7.1012.53%$835.00—————

Forward $785.37. The 25-delta put carries +4.61 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 14.85%±82.13skew +5.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$720.0019.10%$12.10$15.4040
—————$725.0018.79%$12.90$16.2040
04$74.50$79.00—$730.00—————
02$70.50$75.00—$735.00—————
01$66.50$70.70—$740.00—————
02$58.80$63.00—$750.0017.38%$18.10$21.1040
08$47.80$52.00—$765.0016.55%$22.00$25.0050
—————$770.0016.31%$23.60$26.5020
03$37.60$41.90—$780.00—————
07$31.50$36.00—$790.00—————
010$28.70$33.0014.93%$795.00—————
015$26.30$29.5014.59%$800.00—————
01$21.50$24.5014.21%$810.00—————
12$19.50$21.9014.00%$815.00—————
034$16.80$20.0013.72%$820.00—————
02$14.80$18.3013.60%$825.00—————
01$13.00$16.5013.45%$830.00—————
040$10.30$13.5013.34%$840.00—————
01$8.70$12.0013.12%$845.00—————
066$7.60$10.0012.82%$850.00—————
01$6.50$9.6012.95%$855.00—————

Forward $791.95. The 25-delta put carries +5.67 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 15.76%±107.97skew +4.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$80.50$85.00—$740.0018.83%$23.00$26.0060
04$77.10$81.00—$745.0018.52%$23.90$27.10120
020$73.10$77.40—$750.00—————
032$69.70$74.00—$755.00—————
07$65.90$70.40—$760.00—————
07$62.60$66.50—$765.0017.72%$29.60$32.5010
1011$59.70$62.90—$770.00—————
033$55.80$60.00—$775.00—————
06$52.30$56.50—$780.00—————
04$49.10$53.50—$785.00—————
040$46.00$50.50—$790.00—————
09$40.10$44.5016.06%$800.00—————
015$37.50$41.5015.85%$805.00—————
04$34.90$38.6015.62%$810.00—————
084$29.90$33.7015.27%$820.00—————
07$27.60$31.3015.10%$825.00—————
026$25.10$29.0014.86%$830.00—————
02$23.00$26.9014.71%$835.00—————
01$19.30$23.0014.44%$845.00—————
017$17.40$21.2014.27%$850.00—————
09$15.90$19.5014.17%$855.00—————

Forward $799.57. The 25-delta put carries +4.66 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.