Options Skew Analytics

KR 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 30.56%±3.59skew +2.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
039$9.80$11.60—$57.50—————
—————$59.0039.00%$0.01$0.06495
1200$7.60$8.30—$60.00—————
016$5.55$7.25—$61.00—————
024$4.85$6.15—$62.00—————
11,213$4.95$5.70—$62.50—————
01,625$3.75$6.15—$63.00—————
0204$3.30$4.25—$64.0033.05%$0.28$0.401874
322,654$2.85$3.40—$65.0032.10%$0.45$0.5934020
756$2.35$2.54—$66.0031.29%$0.70$0.862625
90260$1.66$1.94—$67.0030.09%$1.00$1.233533
58698$1.37$1.61—$67.5030.64%$1.29$1.463673
21,574$1.12$1.3630.36%$68.00—$1.48$1.723370
2108$0.73$0.9129.73%$69.00—$2.14$2.331100
941,145$0.47$0.6230.09%$70.00—$2.88$3.05600
—————$71.00—$3.65$5.90190
18194$0.19$0.2831.42%$72.00—$4.15$6.5510
—————$74.00—$6.40$7.8010
—————$76.00—$8.35$10.30—0
—————$77.00—$9.15$11.55—0
—————$78.00—$9.50$12.55—0

Forward $67.62. The 25-delta put carries +2.01 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 28.51%±4.28skew +0.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$7.85$11.05—$58.00—————
055$5.90$9.10—$60.00—————
01,420$5.05$8.05—$61.00—————
019$3.75$6.25—$63.0030.79%$0.28$0.41219
043$3.55$4.40—$64.0029.77%$0.43$0.55521
152$3.30$3.65—$65.0029.23%$0.61$0.81490
127$2.54$2.81—$66.0027.55%$0.77$1.1180
158$1.89$2.17—$67.00—————
321$1.36$1.7128.54%$68.00—$1.81$1.9920
013$0.96$1.2428.07%$69.00—$2.34$2.5830
153$0.68$0.9628.83%$70.00—$2.95$3.306610
041$0.46$0.6628.57%$71.00—————
1024$0.31$0.4929.14%$72.00—————
—————$85.00—$16.45$19.30—0

Forward $67.63. The 25-delta put carries +0.66 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 36.11%±6.38skew -1.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$6.55$9.20—$60.00—————
03$4.60$7.55—$62.0036.48%$0.51$0.738286
—————$63.0036.46%$0.71$0.973418
01$4.45$4.90—$64.0034.84%$0.80$1.24820
013$4.00$4.35—$65.0035.61%$1.24$1.54382
120$3.35$3.70—$66.0035.51%$1.62$1.92472
2012$2.78$2.97—$67.0034.50%$2.03$2.27221
5632$2.22$2.4836.38%$68.00—$2.54$3.05110
133$1.83$2.2137.71%$69.00—$3.10$3.55210
322$1.47$1.7136.77%$70.00—————
5260$1.16$1.3736.54%$71.00—$4.25$4.75130
0128$0.71$0.8936.74%$73.00—————
5042$0.44$0.5236.75%$75.00—————

Forward $67.55. The 25-delta put carries -1.90 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 33.44%±7.40skew +0.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$30.85$33.95—$35.00—————
03$25.80$29.20—$40.00—————
039$21.20$24.70—$45.00—————
0164$16.55$18.30—$50.00—————
021$13.35$16.20—$52.50—————
0680$12.10$13.85—$55.00—————
0390$9.65$10.85—$57.5035.38%$0.22$0.294,72883
02,183$7.85$8.55—$60.0033.90%$0.46$0.522,30410
661,316$6.20$6.40—$62.5033.44%$0.89$1.0221918
1051,547$4.35$4.65—$65.0033.79%$1.51$2.001,36345
82,026$2.91$3.20—$67.5033.58%$2.68$3.0033831
85674$1.82$2.0833.00%$70.00—$3.95$4.95160
1237$1.10$1.3333.18%$72.50—$5.80$7.10100
11404$0.65$0.8133.44%$75.00—$7.65$9.0010
18248$0.38$0.5134.19%$77.50—————
2685$0.22$0.2834.37%$80.00—$12.25$13.9010

Forward $67.72. The 25-delta put carries +0.26 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 31.19%±9.06skew -0.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$35.85$39.15—$30.00—————
07$31.30$33.85—$35.00—————
062$25.80$28.20—$40.00—————
045$21.10$23.75—$45.00—————
0519$16.85$18.70—$50.00—————
061$14.00$15.90—$52.5034.36%$0.11$0.189070
1390$12.65$13.40—$55.00—————
0351$9.95$11.10—$57.5033.44%$0.43$0.6742011
71,563$8.00$9.05—$60.0030.69%$0.74$0.8475515
3782$6.75$7.20—$62.5030.06%$1.29$1.372,408191
471,046$5.00$5.45—$65.0030.60%$2.07$2.3950616
22,857$3.55$3.95—$67.5031.38%$3.10$3.807905
63,136$2.43$2.7630.66%$70.00—$4.55$4.8021024
01,598$1.61$1.8930.39%$72.50—$6.20$7.30680
0750$1.05$1.3130.66%$75.00—$8.10$8.352720
0416$0.67$0.8630.73%$77.50—$10.10$11.602550
0624$0.42$0.6131.35%$80.00—$11.90$13.8590

Forward $67.80. The 25-delta put carries -0.59 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 30.84%±12.52skew +1.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$21.05$24.20—$45.00—————
039$17.00$18.75—$50.00—————
0138$15.00$16.70—$52.50—————
081$12.80$14.20—$55.0032.78%$0.73$0.934608
0308$10.60$12.65—$57.5032.90%$1.02$1.613010
0621$8.90$10.15—$60.0031.46%$1.70$1.8670610
1135$7.85$8.40—$62.5030.94%$2.39$2.611340
69671$6.25$6.85—$65.0031.89%$3.25$4.001670
4453$4.95$5.40—$67.5031.01%$4.50$4.85910
10646$3.75$4.3530.75%$70.00—$5.70$6.05127
0215$2.84$3.3030.23%$72.50—$7.20$7.606818
2216$2.14$2.5730.31%$75.00—$9.05$9.8040
024$1.44$2.0530.07%$77.50—$10.95$11.65140
0100$1.19$1.4630.33%$80.00—$12.55$14.3020
188$0.81$1.1630.43%$82.50—————
0119$0.61$0.9931.39%$85.00—————
027$0.33$0.5431.54%$90.00—————

Forward $68.01. The 25-delta put carries +1.39 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 29.93%±13.45skew +1.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$50.0033.93%$0.38$0.56450
02$14.80$16.95—$52.50—————
07$12.85$14.45—$55.0033.54%$0.90$1.38110
02$11.10$13.00—$57.5031.37%$1.34$1.52240
141$9.15$10.50—$60.0030.50%$1.79$2.141947
025$8.30$8.85—$62.5030.88%$2.74$2.92270
10266$6.75$7.25—$65.0030.42%$3.60$3.90220
13188$5.55$5.90—$67.5030.42%$4.80$5.0550
8132$4.25$4.8029.85%$70.00—$6.10$6.40160
051$3.30$3.7529.42%$72.50—————
294$2.51$3.1029.70%$75.00—$9.20$10.1550
039$1.42$1.7629.06%$80.00—$12.75$14.5530
048$0.79$1.3030.46%$85.00—————
25106$0.53$0.8131.40%$90.00—————

Forward $68.31. The 25-delta put carries +1.43 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 30.78%±16.28skew +0.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$36.40$38.20—$30.00—————
03$31.80$34.00—$35.00—————
023$26.85$28.75—$40.00—————
018$22.20$23.85—$45.0034.85%$0.30$0.491800
0128$17.80$19.65—$50.0033.16%$0.68$0.954,3740
069$15.80$17.15—$52.50—————
075$13.80$15.15—$55.0032.03%$1.22$1.974,3250
015$11.90$13.20—$57.5030.72%$1.79$2.283660
3349$10.75$11.35—$60.0030.57%$2.47$3.053041
0260$8.95$10.05—$62.5031.03%$3.30$4.20870
0284$7.45$8.45—$65.0030.68%$4.25$5.252600
0573$6.10$7.05—$67.5030.70%$5.55$6.401670
22331$5.15$5.9030.78%$70.00—$6.85$7.80800
0224$4.00$4.9530.16%$72.50—$8.35$9.301220
0373$3.35$4.0030.11%$75.00—$10.00$10.8530
0254$2.50$3.2529.41%$77.50—$11.65$12.75210
072$2.13$2.8530.38%$80.00—$12.85$14.551170
056$1.51$2.3729.89%$82.50—$15.45$17.0060
0376$1.12$1.8329.32%$85.00—————
070$0.79$1.1929.91%$90.00—————

Forward $68.12. The 25-delta put carries +0.68 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.