Options Skew Analytics

JBLU option chain

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

Data as of 9 November 2026 (end of day)

2026-11-27(18 days)ATM 70.93%±0.63skew +6.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
6121$3.20$3.70—$0.50—————
033$2.70$3.40—$1.00—————
02$2.20$2.88—$1.50—————
041$1.70$2.38—$2.00—————
1547$1.26$1.62—$2.50135.72%$0.01$0.048061
331,132$0.98$1.10—$3.0094.76%$0.01$0.053,34811
47416$0.54$0.65—$3.5079.74%$0.07$0.1134826
396621$0.20$0.2870.90%$4.00—$0.22$0.309662
2682,356$0.08$0.1073.54%$4.50—$0.50$0.69203
78293$0.02$0.0372.33%$5.00—$0.83$1.2043
—————$6.00—$1.77$2.3121
—————$6.50—$2.33$2.8101
—————$7.00—$2.85$3.2521
—————$7.50—$3.40$3.6002
—————$8.00—$3.85$4.1001

Forward $3.98. The 25-delta put carries +6.20 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 77.03%±1.01skew +16.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$3.20$3.80—$0.50—————
085$2.70$3.40—$1.00—————
7100$1.78$2.21—$2.00139.97%$0.01$0.0619,7673
03$1.37$1.64—$2.50104.53%$0.02$0.061,663745
2906,727$0.98$1.18—$3.0095.37%$0.09$0.1116,276207
37126,216$0.67$0.79—$3.5088.58%$0.20$0.241,789183
49622,808$0.40$0.43—$4.0077.98%$0.37$0.427,795208
147556$0.21$0.2375.48%$4.50—$0.63$0.80141
1,33967,391$0.08$0.1272.00%$5.00—$1.04$1.224,756107
2818$0.04$0.0673.32%$5.50—$1.39$1.7010
34,505$0.02$0.0477.53%$6.00—$1.86$2.251051
138161,311$0.01$0.0287.54%$7.00—————

Forward $4.02. The 25-delta put carries +16.58 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 80.13%±1.37skew +11.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0400$2.73$3.40—$1.00—————
010$2.34$2.82—$1.50—————
135,799$1.99$2.29—$2.00132.81%$0.06$0.1132,0981
014$1.59$1.93—$2.50—————
1194,472$1.18$1.30—$3.0098.73%$0.18$0.2551,45744
291,719$0.78$0.88—$3.5086.83%$0.28$0.404125
11,30172,793$0.51$0.5882.00%$4.00—$0.49$0.6375,2156,103
89737$0.30$0.3878.11%$4.50—$0.72$0.93110
10,78843,993$0.18$0.2275.04%$5.00—$1.09$1.3124,90383
3119$0.09$0.1574.43%$5.50—$1.44$1.75110
43031,337$0.06$0.0772.34%$6.00—$1.86$2.221,1720
19613,321$0.02$0.0476.65%$7.00—$2.87$3.303,9300
181,592$0.01$0.0383.99%$8.00—————

Forward $3.98. The 25-delta put carries +11.79 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 90.05%±2.17skew +24.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
366$2.92$3.40—$1.00—————
01$2.54$2.93—$1.50—————
1076$2.17$2.40—$2.00123.56%$0.15$0.2125,6102,580
2113$1.73$1.95—$2.50113.67%$0.27$0.3192,509
60113,452$1.41$1.50—$3.00107.71%$0.40$0.5046,7534
142316$1.10$1.23—$3.5099.45%$0.60$0.6540
20958,887$0.86$0.98—$4.0096.74%$0.81$0.957,2760
5230$0.65$0.7390.86%$4.50—$1.08$1.2531
6148,958$0.46$0.6088.78%$5.00—$1.41$1.581,249113
2152$0.36$0.4285.49%$5.50—————
3310,789$0.26$0.3283.66%$6.00—$2.15$2.363710
13011,993$0.14$0.1881.24%$7.00—$2.99$3.253160
133$0.02$0.0478.93%$10.00—————

Forward $4.04. The 25-delta put carries +24.05 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.