Options Skew Analytics

KOLD option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 108.64%±5.43skew +15.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$23.50122.66%$0.40$0.6062
069$4.90$7.30—$24.00120.17%$0.50$0.653997
—————$24.50120.70%$0.55$0.8570
0146$4.20$6.50—$25.00114.92%$0.70$0.8016452
07$3.80$5.90—$25.50116.93%$0.80$1.0583
992$3.50$4.70—$26.00114.63%$0.90$1.2051071
—————$26.50111.57%$1.05$1.30453
—————$27.00109.15%$1.20$1.4515113
015$2.50$3.40—$27.50108.59%$1.35$1.70110
11206$2.35$2.75—$28.00107.07%$1.55$1.902515
—————$28.50107.20%$1.80$2.15140
1118$1.75$2.30106.37%$29.00—$2.05$2.402817
11309$1.65$2.10109.63%$29.50—$2.30$2.65600
90423$1.45$1.75105.70%$30.00—$2.65$3.00299217
015$1.10$1.75105.94%$30.50—$2.60$3.80100
—————$31.00—$3.20$3.5012027
018$0.90$1.25103.83%$31.50—$2.50$4.1030
—————$32.00—$2.75$4.5091
1418$0.65$1.05105.31%$32.50—————
29173$0.60$0.75101.01%$33.00—$4.60$5.00241
—————$33.50—$3.80$5.60—0

Forward $28.80. The 25-delta put carries +15.92 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 103.69%±6.68skew +14.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$5.10$7.60—$24.00115.75%$0.80$1.00512
13$4.70$7.20—$24.50114.86%$0.90$1.1530
216$4.70$5.30—$25.00115.89%$1.05$1.35963
—————$25.50124.40%$1.25$1.8516
02$3.80$6.20—$26.00111.17%$1.25$1.65100
03$3.60$5.50—$26.50111.44%$1.45$1.852019
02$3.20$5.20—$27.00107.88%$1.55$2.00644
01$3.20$4.20—$27.50111.14%$1.85$2.301510
—————$28.00112.65%$2.20$2.5040
012$2.70$3.30—$28.50113.53%$2.45$2.8030930
01$2.40$3.20—$29.00108.93%$2.60$2.952172
20$2.25$2.95109.68%$29.50—$2.90$3.2031
2417$2.00$2.30100.15%$30.00—$3.10$3.501516
021$1.70$2.1598.82%$30.50—————
0302$1.60$2.25105.83%$31.00—————
—————$31.50—$3.10$4.60—0
5025$1.25$1.70100.52%$32.00—$4.20$4.80100
5610$0.95$1.4099.13%$33.00—$3.90$5.5031
—————$33.50—$4.20$6.00—0
63$0.80$1.20101.37%$34.00—————
—————$34.50—$5.10$6.90—0

Forward $29.03. The 25-delta put carries +14.52 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 104.11%±7.91skew +13.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$23.50122.74%$1.00$1.5532
11$5.60$7.30—$24.00116.75%$1.10$1.5062
06$4.70$7.20—$25.00—————
—————$25.50115.47%$1.60$2.0034
51$4.60$5.50—$26.00114.48%$1.80$2.15582
52$4.20$4.80—$26.50114.94%$2.00$2.40112
320$3.70$4.70—$27.00114.03%$2.20$2.6003
30$3.60$4.10—$27.50113.61%$2.45$2.8002
032$3.40$3.90—$28.00107.65%$2.40$3.0011
013$3.20$3.60—$28.50109.06%$2.70$3.3012
120$3.00$3.50—$29.00107.52%$2.85$3.602590
—————$29.50—$3.40$3.805120
—————$30.00—$3.70$4.103854
02$2.30$2.70103.00%$30.50—$3.90$4.404854
04$2.10$2.45101.54%$31.00—$4.10$4.8010
21$2.00$2.35103.89%$31.50—$4.20$5.00020
416$1.80$2.20103.37%$32.00—$4.40$5.40020
50$1.50$1.90103.00%$33.00—$4.80$6.2010
02$1.40$1.75103.19%$33.50—————
52$1.25$1.65103.07%$34.00—$5.70$6.7010
—————$35.00—$5.70$8.1020

Forward $29.03. The 25-delta put carries +13.68 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 110.80%±9.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$23.00118.53%$1.20$1.65010
10$5.80$7.50—$24.00116.85%$1.50$1.9510
10$5.90$7.50—$24.50—————
02$5.50$7.40—$25.00113.84%$1.75$2.3090
—————$25.50114.45%$2.00$2.5001
—————$26.00114.65%$2.30$2.65011
—————$27.00106.89%$2.20$3.20110
—————$27.50108.51%$2.70$3.30520
—————$28.00123.46%$2.90$4.6040
—————$28.50109.10%$3.30$3.80120
—————$29.00—$3.70$4.1020
—————$29.50—$3.50$4.4001
01$3.00$3.60113.55%$30.00—————
01$2.75$3.20109.44%$30.50—$4.40$5.1020
051$2.55$3.10110.23%$31.00—$4.40$5.3020
01$2.40$3.00111.51%$31.50—$4.30$5.8010
02$2.10$2.80108.78%$32.00—————
136$1.95$2.30107.77%$33.00—————
038$1.80$2.15107.25%$33.50—————
01$1.60$2.40112.01%$34.00—$5.90$7.50520
—————$34.50—$5.70$8.9010

Forward $28.72. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(39 days)ATM 108.87%±10.32skew +17.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$14.00144.85%$0.20$0.300202
—————$15.00143.89%$0.30$0.40120
01$11.90$14.20—$17.00140.24%$0.45$0.7540
—————$19.00132.81%$0.70$1.0550
018$9.40$11.10—$20.00132.02%$0.85$1.3510
—————$21.00128.74%$1.05$1.55500
—————$22.00126.53%$1.40$1.70623
05$7.10$9.50—$23.00124.18%$1.65$2.00521
01$6.50$8.70—$24.00122.53%$2.00$2.30540
039$5.00$8.10—$25.00119.84%$2.25$2.7036
011$5.20$7.40—$26.00125.18%$2.70$3.5090
059$4.70$6.80—$27.00119.71%$3.20$3.60120
05$4.10$5.00—$28.00116.35%$3.60$4.00141
130$4.00$4.70—$29.00—$4.20$4.5030
658$3.30$4.00108.36%$30.00—$4.70$5.0060
09$3.10$3.50108.98%$31.00—$5.30$5.6060
019$2.65$3.80116.03%$32.00—$5.80$6.20100
010$2.25$2.70104.17%$33.00—$6.00$7.1010
041$2.05$2.55106.95%$34.00—$7.10$7.7020
072$1.75$2.20104.81%$35.00—$7.70$8.5020
887$0.90$1.25104.75%$40.00—$10.20$12.6010

Forward $29.00. The 25-delta put carries +17.78 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 108.91%±13.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$9.80$13.30—$19.00121.86%$1.10$1.6522015
0232$9.10$12.50—$20.00121.82%$1.45$1.903806
053$8.10$11.80—$21.00128.98%$1.75$2.751360
037$7.70$11.10—$22.00123.12%$1.95$2.90590
0127$8.00$10.50—$23.00—————
0242$6.60$9.90—$24.00125.18%$2.70$4.001071
2305$6.00$8.80—$25.00118.76%$3.30$3.801472
0155$6.30$8.70—$26.00118.98%$3.70$4.40720
—————$27.00125.11%$3.90$5.80280
0125$4.10$6.20—$28.00114.28%$4.50$5.301860
087$5.00$7.10—$29.00112.78%$5.10$5.702520
16822$4.50$5.10103.76%$30.00—$5.70$6.406170
0173$4.10$4.90105.23%$31.00—$5.20$7.30430
0222$3.50$5.80115.23%$32.00—$5.70$8.80360
0360$3.10$4.60105.55%$33.00—$6.50$8.80410
085$2.95$4.90113.08%$34.00—$7.60$8.90280
0219$2.90$3.60104.97%$35.00—$7.50$11.10420
—————$36.00—$8.70$11.8070
—————$37.00—$9.20$11.4050
1599$2.05$3.00104.54%$38.00—$9.50$13.30280
—————$39.00—$10.30$14.10400

Forward $29.24. Not enough surviving quotes on both wings to measure the skew here.

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.