Options Skew Analytics

KR option chain

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

Data as of 22 September 2026 (end of day)

2026-10-02(10 days)ATM 24.99%±2.43skew -0.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$14.35$16.80—$44.00—————
01$12.85$15.80—$45.00—————
02$5.50$7.85—$53.00—————
06$3.65$5.35—$55.0028.19%$0.07$0.12272
04$2.80$3.85—$56.00—————
—————$57.0026.13%$0.30$0.428692
037$1.28$1.61—$58.0025.33%$0.59$0.711898
2413$0.79$0.9024.97%$59.00—$1.04$1.178512
3456$0.43$0.5525.42%$60.00—$1.49$1.898894
12188$0.23$0.3426.58%$61.00—————
—————$64.00—$3.85$6.3020
—————$65.00—$4.85$7.1090

Forward $58.74. The 25-delta put carries -0.45 volatility points over the 25-delta call.

2026-10-09(17 days)ATM 25.19%±3.20skew +0.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.70$12.90—$48.00—————
02$3.70$5.60—$55.0027.73%$0.17$0.286124
—————$56.0027.01%$0.30$0.45433
—————$57.0025.94%$0.50$0.67745
—————$58.0025.23%$0.81$1.00608
021$1.06$1.3025.19%$59.00—$1.28$1.47810
5016$0.67$0.9025.37%$60.00—$1.75$2.15421
023$0.41$0.6125.80%$61.00—————
067$0.25$0.4126.49%$62.00—————
—————$64.00—$4.00$5.7040
—————$65.00—$4.85$7.2510

Forward $58.80. The 25-delta put carries +0.14 volatility points over the 25-delta call.

2026-10-16(24 days)ATM 24.14%±3.64skew +0.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$12.25$15.90—$45.00—————
029$8.05$10.95—$50.00—————
031$6.05$8.40—$52.50—————
2186$3.90$4.45—$55.0025.75%$0.26$0.341,97512
—————$56.0024.89%$0.42$0.5070
—————$57.0024.54%$0.67$0.7620
5792$2.09$3.00—$57.5024.06%$0.81$0.911,29614
11$1.81$1.95—$58.0024.04%$1.00$1.11153
10$1.32$1.4224.14%$59.00—$1.46$1.611122
181,960$0.91$0.9924.05%$60.00—$1.70$2.161,2058
5111$0.61$0.6824.23%$61.00—————
2319$0.39$0.4624.43%$62.00—————
552,951$0.31$0.3824.63%$62.50—$3.75$4.205701
055$0.25$0.3625.57%$63.00—————
—————$65.00—$5.65$6.652004
141,276$0.03$0.0929.08%$67.50—$6.75$10.55390
—————$70.00—$9.40$11.8510
0381$0.01$0.0436.09%$72.50—————
—————$82.50—$23.60$24.7522

Forward $58.83. The 25-delta put carries +0.46 volatility points over the 25-delta call.

2026-10-23(31 days)ATM 26.92%±4.62skew +1.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$5.75$7.95—$53.00—————
—————$54.0029.01%$0.28$0.46611
02$4.20$6.20—$55.0028.84%$0.43$0.6732
016$3.30$4.95—$56.0028.21%$0.62$0.91772
054$2.73$3.45—$57.0026.62%$0.88$1.092815
042$1.97$2.90—$58.0027.02%$1.24$1.562412
05$1.63$1.9926.93%$59.00—$1.71$2.0370
066$1.19$1.5526.86%$60.00—$1.98$2.6950
022$0.86$1.1927.00%$61.00—$2.61$3.35380
60762$0.62$0.8226.57%$62.00—————
5239$0.29$0.4527.08%$64.00—$4.00$5.7060
189$0.21$0.3027.19%$65.00—————

Forward $58.94. The 25-delta put carries +1.64 volatility points over the 25-delta call.

2026-10-30(38 days)ATM 26.54%±5.05skew +0.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$53.0028.28%$0.25$0.351258
—————$54.0028.00%$0.37$0.51440
—————$55.0028.42%$0.53$0.80102
—————$56.0027.67%$0.73$1.04120
—————$57.0026.74%$1.01$1.29430
01$2.39$3.15—$58.0027.11%$1.38$1.7711
04$1.81$2.2026.55%$59.00—$1.84$2.1830
016$1.37$1.7526.51%$60.00—$2.23$2.7190
19$1.05$1.3826.81%$61.00—$2.75$3.352700
048$0.77$1.0826.95%$62.00—————
019$0.53$0.8426.94%$63.00—————
—————$66.00—$5.85$7.8520

Forward $58.99. The 25-delta put carries +0.74 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 26.18%±6.19skew +1.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$52.5028.36%$0.44$0.614012
—————$55.0027.07%$0.96$1.052773
01$2.99$3.35—$57.5026.06%$1.68$1.9425724
63$1.85$2.0426.23%$60.00—$2.96$3.2553
18262$1.00$1.1825.89%$62.50—$3.90$4.9004
915$0.48$0.6525.70%$65.00—————
96175$0.25$0.3826.62%$67.50—————
—————$75.00—$14.85$17.3040

Forward $58.83. The 25-delta put carries +1.18 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 28.11%±8.08skew +0.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$22.85$26.00—$35.00—————
040$13.85$15.55—$45.00—————
012$9.30$10.35—$50.0029.73%$0.46$0.551,5145
016$7.20$8.65—$52.5029.06%$0.85$0.997455
0704$5.35$6.65—$55.0028.26%$1.43$1.666243
7420$3.80$4.05—$57.5027.81%$2.34$2.613,10362
42,200$2.61$2.8128.16%$60.00—$3.70$3.9099920
341,298$1.74$1.8828.13%$62.50—$4.50$5.501490
111,106$1.04$1.2427.86%$65.00—$6.20$7.402030
67614$0.65$0.7928.08%$67.50—$8.20$9.552660
—————$70.00—$10.30$11.80160
—————$72.50—$12.25$14.20100
—————$75.00—$14.85$16.4510

Forward $58.90. The 25-delta put carries +0.41 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 27.01%±8.97skew +0.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$27.80$30.95—$30.00—————
07$22.60$26.00—$35.0042.29%$0.02$0.082590
063$18.00$20.85—$40.00—————
045$14.00$15.85—$45.0031.64%$0.18$0.305071
0523$9.55$11.50—$50.0030.33%$0.61$0.941,1771
061$7.65$9.45—$52.5028.81%$1.13$1.247727
0391$5.85$7.10—$55.0027.61%$1.65$1.951,7601
5321$4.35$4.60—$57.5027.25%$2.57$2.923616
01,578$2.97$3.3527.01%$60.00—$3.75$4.208551
1700$2.09$2.3827.13%$62.50—$5.45$5.752,3604
6658$1.40$1.6627.15%$65.00—$6.25$7.753800
23493$0.84$1.1526.91%$67.50—$8.05$9.656240
01,368$0.60$0.8728.10%$70.00—$10.25$12.001920
—————$72.50—$12.60$14.25690
—————$75.00—$14.90$16.602750
—————$77.50—$17.15$20.702550
—————$80.00—$19.80$22.7570

Forward $59.17. The 25-delta put carries +0.70 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.