Options Skew Analytics

JBHT 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 40.51%±24.77skew +2.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$51.50$55.60—$185.00—————
—————$195.0041.28%$0.20$0.305341
05$37.10$39.80—$200.0042.80%$0.50$0.6055186
04$28.00$30.80—$210.0042.01%$1.20$1.6014127
04$19.70$22.50—$220.0041.42%$2.75$3.502648
916$13.30$15.90—$230.0041.73%$5.60$7.00447101
12141$8.50$9.8040.50%$240.00—$10.20$11.104033
347144$5.00$5.6040.18%$250.00—$15.80$17.90375
959$2.35$2.9538.91%$260.00—$23.00$26.00270
14269$1.10$1.7039.78%$270.00—$32.00$34.70306
—————$280.00—$41.50$44.10215

Forward $238.50. The 25-delta put carries +2.50 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 36.78%±35.29skew +2.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$121.60$125.70—$115.00—————
01$91.80$95.80—$145.00—————
02$77.00$81.10—$160.00—————
01$67.10$71.10—$170.00—————
01$62.40$65.60—$175.00—————
01$57.60$60.50—$180.00—————
07$52.90$55.90—$185.00—————
01$48.20$51.30—$190.00—————
01$43.70$46.20—$195.0039.39%$1.25$2.00480
112$39.20$42.00—$200.0038.39%$1.75$2.45432
117$30.90$33.50—$210.0038.32%$3.40$4.40660
029$23.50$26.50—$220.0038.38%$5.80$7.501381
0161$17.60$19.50—$230.0038.16%$9.30$11.40940
251$12.50$14.3036.91%$240.00—$13.70$15.80630
1084$8.50$9.7036.06%$250.00—$19.00$21.80430
141$5.50$6.7035.97%$260.00—$26.50$28.801591
467$3.40$4.4035.69%$270.00—$34.00$36.701375
—————$280.00—$42.50$44.60105
—————$290.00—$50.60$54.4050
—————$300.00—$60.30$64.1020

Forward $238.64. The 25-delta put carries +2.69 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 36.94%±49.88skew +3.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
016$88.10$92.10—$150.00—————
093$83.50$86.60—$155.00—————
017$78.80$81.70—$160.00—————
049$74.10$77.50—$165.00—————
036$69.40$72.30—$170.00—————
018$64.80$68.10—$175.00—————
029$60.40$63.50—$180.00—————
014$56.00$58.80—$185.0039.66%$2.20$3.20363
023$51.60$54.80—$190.0040.22%$2.85$4.40440
025$47.50$50.70—$195.0039.84%$3.50$5.40110
120$43.60$46.40—$200.0038.54%$4.60$5.602903
164$36.10$38.90—$210.0038.52%$7.00$8.40704
026$29.80$32.30—$220.0037.42%$9.80$11.303011
055$23.90$26.40—$230.0037.52%$13.70$15.70280
289$18.90$21.00—$240.0037.12%$18.30$20.50340
45771$14.60$16.6036.81%$250.00—$23.90$26.50440
34357$11.00$12.8036.33%$260.00—$29.80$33.10160
689$7.50$9.6035.15%$270.00—$37.10$40.30320
062$5.90$7.2035.53%$280.00—$44.80$47.90160
0376$3.70$5.6034.97%$290.00—$53.40$56.2010
0708$2.55$4.2034.93%$300.00—$62.10$65.1070

Forward $240.56. The 25-delta put carries +3.00 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 35.47%±54.81skew +3.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$84.20$87.20—$155.00—————
—————$180.0038.32%$2.35$3.4060
019$57.30$60.40—$185.00—————
04$45.60$48.40—$200.0037.31%$5.70$7.10180
02$38.50$40.90—$210.0037.12%$8.50$9.80201
07$32.10$34.20—$220.0036.32%$11.30$13.2060
018$26.30$28.50—$230.0035.94%$15.10$17.40170
013$21.00$23.30—$240.0035.89%$19.90$22.40640
08$16.40$18.8035.29%$250.00—$25.40$28.30210
010$12.50$15.0034.74%$260.00—$32.00$34.50770
091$9.50$11.8034.40%$270.00—$38.80$40.9030
097$7.00$9.1033.92%$280.00—$46.00$48.6020
0106$5.10$7.0033.63%$290.00—$54.50$56.90140
0119$3.70$5.3033.40%$300.00—————
—————$310.00—$70.80$74.9030

Forward $241.02. The 25-delta put carries +3.49 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.