Options Skew Analytics

JD option chain

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

Data as of 22 September 2026 (end of day)

2026-09-25(3 days)ATM 35.96%±0.90skew -0.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
64$8.30$8.65—$19.00—————
15$7.00$7.70—$20.00—————
05$6.00$6.75—$21.00—————
02$5.10$5.80—$22.00—————
17$4.20$4.90—$23.00—————
124$3.20$4.00—$24.00—————
01$2.67$4.10—$24.50—————
8186$1.18$1.84—$26.0039.72%$0.01$0.04567127
827862$0.78$1.20—$26.5037.51%$0.06$0.072,336595
841,032$0.59$0.68—$27.0036.50%$0.15$0.182,007599
1841,056$0.34$0.3735.96%$27.50—$0.34$0.381755
2,77810,342$0.16$0.1836.76%$28.00—$0.66$0.8285614
259769$0.06$0.0938.16%$28.50—————
1841,928$0.03$0.0440.81%$29.00—————
—————$30.00—$2.35$3.1561
—————$31.00—$3.15$4.2031
—————$32.50—$4.50$6.3540
—————$33.00—$5.35$6.8501
—————$34.00—$6.15$8.1502
—————$35.00—$7.10$9.4012
—————$36.00—$8.15$10.4503

Forward $27.49. The 25-delta put carries -0.26 volatility points over the 25-delta call.

2026-10-02(10 days)ATM 32.13%±1.46skew -1.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0628$3.45$4.00—$24.00—————
0468$2.40$2.95—$25.00—————
1327$2.01$2.19—$25.5036.08%$0.05$0.11633
831205$1.06$1.28—$26.5033.04%$0.18$0.275813
15359$0.76$0.93—$27.0031.79%$0.33$0.4039915
10810$0.52$0.6232.13%$27.50—$0.53$0.66222
235342$0.32$0.4132.28%$28.00—$0.84$1.044952
7371$0.21$0.2834.07%$28.50—————
67375$0.12$0.1533.35%$29.00—————
2522$0.07$0.1034.74%$29.50—$1.71$2.52200
23572$0.01$0.0338.23%$31.00—$2.98$4.8540
—————$32.00—$4.00$6.0520
—————$37.00—$8.35$11.5510

Forward $27.47. The 25-delta put carries -1.02 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 31.86%±1.89skew +0.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$6.90$8.95—$20.00—————
—————$25.5033.25%$0.11$0.1810425
—————$26.0032.01%$0.18$0.26278120
03$1.25$1.62—$26.5031.66%$0.30$0.3951,360
86156$0.79$1.09—$27.0031.92%$0.46$0.60105272
09$0.68$0.8131.85%$27.50—$0.69$0.8310
159117$0.47$0.6032.08%$28.00—$0.95$1.119825
9231$0.32$0.4131.92%$28.50—————
1104$0.21$0.2631.52%$29.00—————
17$0.14$0.2032.95%$29.50—————
6151$0.10$0.1333.62%$30.00—$2.51$3.90394
51$0.07$0.1336.60%$30.50—————
—————$31.00—$3.10$4.85940
—————$32.00—$4.00$6.0520
—————$37.00—$8.85$10.8510
—————$38.00—$9.85$11.8511

Forward $27.48. The 25-delta put carries +0.14 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 31.00%±2.19skew -2.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$6.15$7.20—$21.00—————
0107$5.30$6.00—$22.00—————
447$4.50$4.85—$23.0036.45%$0.01$0.042,2332
01,030$3.55$3.70—$24.0033.79%$0.05$0.062,82367
—————$24.5033.35%$0.08$0.1003
14,150$2.20$2.88—$25.0033.10%$0.12$0.174,68412
—————$25.5032.90%$0.17$0.2870
0317$1.66$2.12—$26.0031.51%$0.29$0.332,946164
—————$26.5032.01%$0.39$0.5521
311,265$1.01$1.22—$27.0030.12%$0.57$0.653,84655
134$0.81$0.97—$27.50—————
1081,919$0.64$0.7131.83%$28.00—$1.12$1.222,076482
53074$0.48$0.5532.51%$28.50—$1.26$1.68072
2,0385,113$0.37$0.3932.78%$29.00—$1.67$1.958,507184
1574$0.23$0.3633.97%$29.50—————
4294,334$0.18$0.2233.47%$30.00—$2.40$2.981,3179
12$0.12$0.1834.32%$30.50—————
471,657$0.08$0.1334.53%$31.00—$3.35$3.951,1000
22,022$0.02$0.0734.28%$32.00—$4.40$4.901,1202
7093,996$0.03$0.0538.90%$33.00—$5.20$6.1051
—————$34.00—$5.45$7.1010

Forward $27.50. The 25-delta put carries -2.46 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 31.57%±2.81skew -0.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0630$2.52$4.05—$25.0031.84%$0.21$0.28500
—————$26.0032.53%$0.41$0.601320
5055$1.26$1.58—$27.0031.89%$0.75$0.963213
386$0.81$1.0331.52%$28.00—————
330$0.49$0.6932.22%$29.00—————
16266$0.29$0.4533.00%$30.00—$2.67$2.9347
—————$32.00—$3.35$5.5530

Forward $27.57. The 25-delta put carries -0.47 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 36.60%±4.07skew -0.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$8.20$8.90—$19.00—————
022$7.60$7.95—$20.00—————
02$4.40$5.30—$23.0038.62%$0.17$0.28600
01$3.55$4.35—$24.0037.08%$0.29$0.413212
2126$2.79$3.45—$25.0036.62%$0.49$0.648644
08$2.27$2.70—$26.0035.70%$0.76$0.938134
060$1.59$1.98—$27.0035.60%$1.14$1.364315
3111$1.40$1.5036.60%$28.00—$1.67$1.941322
3422$0.96$1.1336.19%$29.00—$2.15$2.57664
56438$0.76$0.8237.34%$30.00—$2.86$3.303213
2226$0.46$0.6136.66%$31.00—$3.60$4.30390
29$0.37$0.4938.78%$32.00—$4.30$5.15270
—————$33.00—$5.30$6.052320
4641$0.19$0.2940.53%$34.00—————
8855$0.15$0.2341.90%$35.00—————

Forward $27.64. The 25-delta put carries -0.04 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 36.58%±4.95skew -2.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
032$11.35$13.90—$15.0057.91%$0.01$0.053000
064$9.00$10.20—$18.00—————
21,463$7.70$7.90—$20.00—————
015$6.60$7.30—$21.00—————
074$5.70$6.40—$22.00—————
0300$4.65$5.50—$23.0036.74%$0.33$0.3615,1701
22569$3.85$4.65—$24.0036.13%$0.51$0.541,0033
04,698$3.25$3.75—$25.0036.17%$0.75$0.8414,56411
0310$2.66$3.05—$26.0035.40%$1.08$1.135,97211
42,805$2.11$2.49—$27.0036.81%$1.49$1.7212,53916
212,101$1.78$1.8736.56%$28.00—$2.00$2.213,8786
3073,313$1.40$1.4936.93%$29.00—$2.62$2.801,9292
15511,097$1.08$1.1737.10%$30.00—$3.15$3.558,3425
6526$0.84$0.9237.54%$31.00—$4.00$4.403030
174,653$0.66$0.7438.33%$32.00—$4.65$5.252,2530
2623,364$0.49$0.7740.94%$33.00—$5.40$6.258170
171,097$0.35$0.5039.22%$34.00—$6.60$6.955010
114,599$0.33$0.4040.82%$35.00—$7.45$8.109110
—————$36.00—$8.20$9.051710
—————$37.00—$9.15$10.002820
87,711$0.12$0.1544.56%$40.00—————

Forward $27.72. The 25-delta put carries -2.15 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 35.84%±5.60skew -2.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0110$9.05$10.30—$18.00—————
010$8.35$9.35—$19.00—————
111,938$7.75$8.10—$20.00—————
2013$6.65$8.30—$21.0038.65%$0.18$0.29880
048$4.85$6.55—$22.0037.19%$0.27$0.391222
0573$4.90$5.55—$23.0036.28%$0.42$0.536,8406
01,118$4.15$4.75—$24.0035.59%$0.59$0.769440
07,414$3.60$3.90—$25.0035.86%$0.93$1.0326,694157
057$2.98$3.35—$26.0035.26%$1.20$1.42952233
73,844$2.50$2.65—$27.0035.09%$1.66$1.8110,39528
62,150$2.09$2.1535.70%$28.00—$2.22$2.344,29213
27592$1.70$1.7636.01%$29.00—$2.65$3.05577137
96222,502$1.38$1.4336.34%$30.00—$3.35$3.658,40916
01,808$1.12$1.1937.01%$31.00—$3.85$4.502,1046
164,399$0.91$1.0237.95%$32.00—$4.90$5.304,5290
02,133$0.74$0.8138.15%$33.00—$5.50$6.553680
2613$0.61$0.6939.03%$34.00—$6.40$7.201280
8115,147$0.41$0.5137.65%$35.00—$7.35$8.302,0620
0108$0.39$0.4839.92%$36.00—$8.25$9.051630
—————$37.00—$9.50$9.754571
—————$38.00—$10.15$11.00280

Forward $27.84. The 25-delta put carries -2.29 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.