Options Skew Analytics

JBHT option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 32.75%±24.11skew +1.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$48.30$52.20—$175.00—————
07$25.90$28.70—$200.0034.09%$1.30$2.15131
01$18.20$19.70—$210.0033.51%$3.20$4.30111
011$11.70$13.40—$220.0032.98%$6.40$7.90182
021$6.90$8.0032.63%$230.00—$11.40$13.0031
4869$3.60$4.6032.27%$240.00—$18.30$19.90150
115$1.75$2.5032.31%$250.00—$25.50$28.4050

Forward $225.23. The 25-delta put carries +1.25 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 35.09%±34.02skew +1.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
023$83.50$87.40—$140.00—————
015$78.30$82.50—$145.00—————
016$74.20$77.60—$150.00—————
093$69.50$72.60—$155.00—————
055$64.50$67.80—$160.00—————
049$59.50$62.70—$165.00—————
036$54.60$58.10—$170.00—————
018$49.70$53.40—$175.00—————
029$45.60$48.60—$180.0036.53%$0.75$1.25370
032$41.40$44.10—$185.0035.96%$1.05$1.753618
023$36.60$39.80—$190.0035.80%$1.55$2.45460
026$32.30$35.60—$195.0035.27%$2.20$3.20150
025$28.30$31.70—$200.0035.21%$3.10$4.302910
064$21.20$24.00—$210.0034.91%$5.60$7.20770
057$15.20$17.90—$220.0034.85%$9.60$11.00730
171$10.80$12.8035.10%$230.00—$14.50$16.50530
0112$7.00$8.3033.85%$240.00—$20.40$23.00450
4720$4.40$5.5033.73%$250.00—$27.80$30.40880
3357$2.80$3.3033.49%$260.00—$35.90$38.70510
090$1.55$2.3033.88%$270.00—$45.10$47.70260
—————$280.00—$54.10$57.80250

Forward $226.27. The 25-delta put carries +1.17 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 34.74%±41.72skew +2.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$69.30$73.40—$155.00—————
019$42.60$46.00—$185.00—————
—————$190.0035.30%$2.60$4.30220
04$31.40$33.90—$200.0035.81%$5.50$6.40661
011$24.30$27.20—$210.0035.00%$8.10$9.60260
011$18.90$21.20—$220.0035.13%$12.20$13.90101
045$14.40$16.0034.81%$230.00—$17.30$18.70180
055$10.30$11.4033.77%$240.00—$23.20$25.30773
070$7.10$8.2033.33%$250.00—$30.00$32.30200
172$5.10$5.9033.63%$260.00—$37.50$40.10670
0130$3.50$4.2033.73%$270.00—$45.90$48.70180
—————$280.00—$54.70$58.9040
—————$290.00—$64.20$67.60140

Forward $227.17. The 25-delta put carries +2.18 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 34.52%±57.35skew +2.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$180.0036.19%$4.10$6.2010
04$40.40$43.50—$195.0035.42%$7.20$10.2020
02$37.00$40.40—$200.0035.58%$8.80$12.0050
03$31.00$34.10—$210.0034.94%$12.50$15.10200
14$25.50$28.50—$220.0034.78%$16.50$19.80360
02$20.50$23.3034.87%$230.00—$21.80$24.90160
010$16.30$18.7034.21%$240.00—$27.10$30.3010
034$12.60$15.3033.91%$250.00—————
11$10.00$12.1033.72%$260.00—$41.00$43.5060
11$7.60$9.5033.34%$270.00—$48.30$51.3020
060$5.40$7.9033.22%$280.00—$56.50$59.5050

Forward $228.52. The 25-delta put carries +2.35 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.