Options Skew Analytics

LI option chain

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

Data as of 9 November 2026 (end of day)

2026-12-11(32 days)ATM 51.72%±1.90skew -2.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$4.80$5.85—$7.00—————
030$4.35$5.35—$7.50—————
01$2.50$3.30—$9.50—————
11$2.11$2.72—$10.00—————
01$1.70$2.28—$10.50—————
07$1.32$1.86—$11.0052.18%$0.20$0.25613
—————$11.5051.40%$0.32$0.4009
015$0.91$1.01—$12.0051.79%$0.49$0.6310
10107$0.64$0.7851.78%$12.50—————
0108$0.45$0.5149.57%$13.00—————
361$0.31$0.4151.88%$13.50—$1.39$1.5302
2140$0.21$0.3253.49%$14.00—————
59$0.14$0.2052.41%$14.50—$2.07$2.4395
—————$15.50—$2.93$3.6010
—————$16.00—$3.35$4.1510
—————$16.50—$3.85$4.5011

Forward $12.40. The 25-delta put carries -2.09 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 50.03%±2.02skew +0.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$6.00$6.65—$6.00—————
02$5.05$5.70—$7.00—————
058$4.05$4.70—$8.0072.54%$0.01$0.053041
03$3.10$3.70—$9.00—————
0126$2.18$2.76—$10.0055.12%$0.10$0.132,3479
0224$1.59$1.90—$11.0052.13%$0.25$0.323,76237
61,656$0.97$1.05—$12.0050.97%$0.56$0.701,7140
115,210$0.50$0.5949.59%$13.00—$1.11$1.243,5690
82,074$0.28$0.3251.57%$14.00—$1.83$1.961,6610
221,830$0.15$0.1853.66%$15.00—$2.58$3.159070
31,300$0.09$0.1156.91%$16.00—$3.55$4.1090
55742$0.05$0.0759.37%$17.00—$4.50$5.15140
—————$18.00—$5.45$6.1010
—————$30.00—$17.30$18.0011

Forward $12.38. The 25-delta put carries +0.56 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 47.07%±2.50skew -1.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$9.00$9.75—$3.00—————
04$7.05$7.80—$5.00—————
069$4.10$4.65—$8.0057.19%$0.02$0.052730
013$3.15$3.70—$9.0053.16%$0.07$0.1014450
0146$2.32$2.81—$10.0050.16%$0.17$0.222,9238
0954$1.83$1.97—$11.0047.75%$0.37$0.442,1370
0221$1.17$1.26—$12.0048.22%$0.73$0.885170
151,014$0.70$0.7846.69%$13.00—$1.24$1.421,2120
13336$0.41$0.4847.00%$14.00—$1.96$2.12200
01,534$0.26$0.3349.73%$15.00—$2.67$3.202,2010
0462$0.15$0.1849.34%$16.00—$3.55$4.10930
01,538$0.09$0.1250.95%$17.00—$4.50$5.052,9840
0183$0.06$0.0953.53%$18.00—————
05,933$0.02$0.0455.24%$20.00—————
92,186$0.01$0.0360.43%$22.00—$9.55$9.85620
013,058$0.01$0.0268.82%$25.00—$12.55$12.853100

Forward $12.41. The 25-delta put carries -1.99 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 48.12%±3.60skew -0.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$8.10$8.60—$4.00—————
—————$6.0062.92%$0.02$0.04160
—————$7.0057.86%$0.05$0.07570
—————$9.0053.93%$0.23$0.30475
0112$2.69$3.15—$10.0050.93%$0.42$0.47148100
041$2.17$2.36—$11.0048.50%$0.68$0.752152
0757$1.57$1.82—$12.0049.05%$1.12$1.211560
2218$1.15$1.2748.12%$13.00—$1.57$1.802580
3121$0.81$0.9949.09%$14.00—$2.22$2.4590
0285$0.58$0.6848.53%$15.00—$3.05$3.2030
0346$0.41$0.5049.03%$16.00—$3.85$4.0510
0237$0.31$0.3850.36%$17.00—$4.70$5.15750
066$0.23$0.3151.92%$18.00—————
081$0.16$0.2151.41%$19.00—————
053$0.12$0.1752.64%$20.00—————

Forward $12.52. The 25-delta put carries -0.54 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 49.24%±4.84skew +1.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$8.0055.19%$0.27$0.3344
—————$9.0052.71%$0.44$0.5132
02$3.05$3.50—$10.0051.59%$0.69$0.80120
29$2.12$2.32—$12.0050.75%$1.49$1.6520
066$1.63$1.8649.42%$13.00—————
0513$1.01$1.1849.09%$15.00—————
04$0.80$0.9649.52%$16.00—————
010$0.64$0.7950.14%$17.00—$4.90$5.1510
01$0.41$0.5451.16%$19.00—————
133$0.34$0.4652.06%$20.00—————

Forward $12.67. The 25-delta put carries +1.45 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.