Options Skew Analytics

JD option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 38.66%±1.15skew +2.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
90$7.10$7.45—$21.00—————
610$6.10$6.45—$22.00—————
1036$5.20$5.45—$23.00—————
81$4.50$5.05—$23.50—————
226$4.05$5.10—$24.00—————
20$3.75$4.40—$24.50—————
73748$3.30$3.45—$25.00—————
3140$2.72$2.95—$25.5061.45%$0.01$0.06706
33423$2.26$2.45—$26.0053.79%$0.02$0.0685921
542$1.59$2.26—$26.5048.98%$0.03$0.099957
32718$1.38$1.50—$27.0043.70%$0.07$0.11516457
5181$0.99$1.06—$27.5041.12%$0.14$0.19102155
932,281$0.64$0.70—$28.0039.68%$0.29$0.321,200509
131447$0.37$0.4238.51%$28.50—$0.50$0.55767339
301528$0.19$0.2338.22%$29.00—$0.79$0.8751539
156678$0.09$0.1138.11%$29.50—————
297859$0.04$0.0639.66%$30.00—$1.28$2.04940
2626$0.02$0.0442.95%$30.50—$1.96$2.52700
3251,531$0.01$0.0346.70%$31.00—————
—————$35.00—$5.70$7.3002
—————$36.00—$7.45$7.8501

Forward $28.37. The 25-delta put carries +2.91 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 50.15%±2.47skew +2.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2885$5.80$7.25—$22.0072.62%$0.01$0.041366
223$4.90$6.25—$23.00—————
02,461$3.30$4.90—$24.0058.75%$0.04$0.071,08915
—————$24.5058.94%$0.06$0.1234044
11,555$3.20$3.60—$25.0055.32%$0.10$0.121,210228
0241$2.30$3.40—$25.5054.28%$0.15$0.1732131
911,195$2.56$2.72—$26.0053.40%$0.22$0.242,27711
090$1.92$2.47—$26.5051.94%$0.30$0.33109129
3977,325$1.80$1.89—$27.0052.59%$0.43$0.491,918421
60394$1.45$1.55—$27.5051.14%$0.58$0.6311015
2642,414$1.15$1.23—$28.0050.76%$0.75$0.86372142
422172$0.89$0.9850.15%$28.50—$1.00$1.086345
3,9071,642$0.67$0.7449.26%$29.00—$1.28$1.35423716
361,853$0.51$0.5649.49%$29.50—$1.61$1.94700
3,8823,133$0.39$0.4149.77%$30.00—$1.98$2.293751
27164$0.27$0.3049.39%$30.50—————
21819$0.20$0.2250.03%$31.00—$2.67$3.151091
10147$0.14$0.1750.81%$31.50—$3.15$3.75250
50292$0.10$0.1251.13%$32.00—$2.54$4.0580
1297$0.06$0.0854.67%$33.00—$4.35$5.755940
0314$0.03$0.0758.95%$34.00—————

Forward $28.39. The 25-delta put carries +2.82 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 44.61%±2.81skew +3.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
045$6.85$8.35—$21.00—————
0—$4.55$5.75—$23.50—————
04$4.00$5.60—$24.00—————
0155$2.86$4.70—$25.00—————
—————$26.5047.51%$0.35$0.54—0
066$1.91$2.07—$27.0046.04%$0.49$0.6423736
20—$1.57$1.75—$27.5046.00%$0.66$0.83—32
5204$1.26$1.37—$28.0043.97%$0.83$0.9911722
30—$1.00$1.1444.61%$28.50—$1.07$1.28—20
46705$0.79$0.9144.41%$29.00—$1.36$1.562045
12—$0.60$0.6943.41%$29.50—$1.68$1.88—0
37970$0.46$0.6245.38%$30.00—$2.05$2.221210
12—$0.35$0.4243.85%$30.50—————
4206$0.21$0.3242.48%$31.00—————
100—$0.20$0.2444.30%$31.50—————
4034$0.07$0.1145.16%$33.00—————
—————$35.00—$5.40$8.4510
—————$37.00—$7.80$9.3001
—————$38.00—$8.40$11.40—0
—————$39.00—$9.40$12.35—1
—————$40.00—$10.85$12.4501

Forward $28.39. The 25-delta put carries +3.66 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 41.02%±3.06skew -1.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0100$7.10$10.30—$20.00—————
025$3.20$4.85—$25.0044.34%$0.18$0.23452
—————$26.0044.20%$0.32$0.46490
064$2.00$2.21—$27.0041.55%$0.56$0.66321
539$1.39$1.50—$28.0040.98%$0.93$1.05171
685$0.90$1.0541.04%$29.00—$1.46$1.60354
16221$0.56$0.6540.24%$30.00—$2.13$2.33320
15136$0.34$0.5142.84%$31.00—————
051$0.21$0.3343.57%$32.00—————
—————$38.00—$8.40$11.70—0
—————$39.00—$9.80$12.70—0

Forward $28.46. The 25-delta put carries -1.29 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 39.63%±3.34skew +1.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
13$3.35$4.20—$25.0043.51%$0.22$0.34145
—————$26.0043.34%$0.39$0.59180
029$2.09$2.30—$27.0040.32%$0.67$0.75741
043$1.50$1.65—$28.0039.94%$1.05$1.16140
177$1.01$1.1739.54%$29.00—$1.54$1.70520
059$0.66$0.8039.49%$30.00—$2.21$2.44600
081$0.42$0.6341.47%$31.00—————
033$0.25$0.3640.04%$32.00—————
093$0.17$0.2340.93%$33.00—————
—————$35.00—$5.40$7.95350
—————$36.00—$6.50$8.4001
—————$38.00—$8.35$11.70—0
—————$39.00—$8.95$12.70—0

Forward $28.47. The 25-delta put carries +1.87 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 38.64%±3.60skew +1.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
031$12.90$15.30—$15.00—————
064$9.90$11.05—$18.00—————
01,751$8.15$9.10—$20.00—————
059$7.15$8.10—$21.00—————
064$6.15$7.15—$22.00—————
0307$5.25$6.10—$23.0044.98%$0.09$0.1514,45773
0570$4.35$5.25—$24.0042.69%$0.17$0.211,760170
103,546$3.60$3.90—$25.0041.32%$0.30$0.3314,656147
5311,437$2.92$3.05—$26.0039.92%$0.47$0.536,06520
59,580$2.21$2.40—$27.0039.17%$0.76$0.8113,1338
886,288$1.64$1.77—$28.0039.24%$1.16$1.243,56219
1273,562$1.18$1.2338.52%$29.00—$1.71$1.802,16674
15411,798$0.82$0.8638.60%$30.00—$2.29$2.628,4911
115,570$0.54$0.5938.57%$31.00—$3.00$3.4030346
610,595$0.36$0.4239.39%$32.00—$3.55$4.251,5250
923,802$0.22$0.2739.12%$33.00—$4.75$5.201,548912
01,028$0.16$0.1940.52%$34.00—$5.20$6.10860
—————$35.00—$6.15$7.10270
475,503$0.07$0.1142.99%$36.00—————
—————$38.00—$9.10$10.6550
317,719$0.02$0.0448.26%$40.00—————

Forward $28.51. The 25-delta put carries +1.35 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 38.44%±3.84skew -0.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$24.0041.14%$0.19$0.253133
—————$25.0040.02%$0.31$0.4103
01$2.29$2.52—$27.0037.96%$0.80$0.9110
07$1.69$1.84—$28.00—————
—————$29.00—$1.69$1.8770
150$0.83$1.0238.75%$30.00—$2.33$2.6080
011$0.57$0.7238.76%$31.00—————
—————$32.00—$3.85$4.2003
20$0.26$0.4040.41%$33.00—————
—————$38.00—$8.40$11.70—0
—————$39.00—$8.70$12.70—0

Forward $28.45. The 25-delta put carries -0.80 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 36.33%±4.44skew +0.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0110$10.15$11.00—$18.00—————
040$9.20$10.00—$19.00—————
11,772$8.45$8.70—$20.00—————
042$7.25$8.10—$21.00—————
148$6.55$6.80—$22.00—————
04,416$5.45$6.20—$23.0040.80%$0.20$0.267,31850
0197$4.60$5.25—$24.0040.00%$0.30$0.421,39745
26,644$3.85$4.15—$25.0037.30%$0.43$0.5326,8274
0916$3.25$3.50—$26.0037.60%$0.65$0.861,5370
765,978$2.60$2.69—$27.0035.48%$0.94$1.0810,0950
302,686$2.02$2.16—$28.0036.47%$1.44$1.534,8960
301,001$1.46$1.6636.32%$29.00—$1.92$2.087020
14827,386$1.16$1.2637.06%$30.00—$2.57$2.748,7313
206,038$0.79$0.9536.34%$31.00—$3.25$3.402,089100
714,129$0.62$0.7237.31%$32.00—$4.05$4.354,5600
411,759$0.42$0.5437.20%$33.00—$4.50$5.254070
0765$0.31$0.4638.68%$34.00—$5.45$6.251160
015,344$0.25$0.3339.28%$35.00—$6.70$7.1030559
1139$0.17$0.2840.15%$36.00—$7.30$8.1010
—————$37.00—$8.25$9.10100
18634,117$0.06$0.1042.84%$40.00—$10.30$12.7520

Forward $28.56. The 25-delta put carries +0.29 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.