Options Skew Analytics

LYV option chain

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

Data as of 22 September 2026 (end of day)

2026-10-16(24 days)ATM 26.54%±11.61skew +2.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$58.60$62.60—$110.00—————
01$53.70$57.70—$115.00—————
01$33.80$37.20—$135.00—————
01$28.90$32.30—$140.00—————
02$24.50$27.40—$145.00—————
09$19.80$22.80—$150.00—————
05$14.50$18.00—$155.00—————
09$10.60$13.60—$160.0029.50%$1.10$1.651,4380
023$6.30$10.00—$165.0027.95%$2.15$2.853486
068$4.50$5.40—$170.0026.73%$4.00$4.704147
140$2.35$3.1026.03%$175.00—$6.00$9.202450
010$1.65$2.3526.21%$177.50—————
344$1.15$1.5525.69%$180.00—$8.70$10.80800
3652$0.45$0.7525.51%$185.00—$12.80$15.10310
—————$187.50—$15.50$17.5080
—————$190.00—$18.00$19.90170
—————$195.00—$22.60$26.8040

Forward $170.60. The 25-delta put carries +2.25 volatility points over the 25-delta call.

2026-11-20(59 days)ATM 31.48%±21.66skew +1.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$21.30$25.10—$150.00—————
—————$155.0034.64%$2.60$3.7020
05$13.40$17.00—$160.0032.33%$3.70$4.50332
01$10.20$13.10—$165.0032.78%$5.30$6.801800
0300$8.50$10.10—$170.0032.08%$7.50$8.801160
012$6.20$7.4031.11%$175.00—$9.60$11.70420
031$4.40$5.9031.69%$180.00—$12.10$15.20860
0344$3.10$4.5031.98%$185.00—$15.60$18.80190
1148$2.15$2.7530.72%$190.00—————
—————$200.00—$28.50$32.10300

Forward $171.16. The 25-delta put carries +1.61 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 29.92%±25.16skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$74.50$78.50—$95.00—————
08$69.60$73.50—$100.00—————
02$64.70$68.60—$105.00—————
011$60.00$63.20—$110.00—————
02$55.00$58.10—$115.00—————
064$50.10$53.50—$120.00—————
032$45.60$48.60—$125.00—————
090$40.70$43.50—$130.00—————
04$35.80$39.00—$135.00—————
033$27.00$29.70—$145.0034.90%$1.70$2.651630
0469$22.90$25.30—$150.0033.92%$2.35$3.601261
027$19.20$21.60—$155.0031.34%$3.40$3.809212
066$15.20$18.10—$160.0031.11%$4.60$5.502420
065$12.20$15.30—$165.0030.69%$6.20$7.401760
14,033$10.20$12.60—$170.0031.13%$8.40$10.002380
068$7.80$9.4029.64%$175.00—$11.10$12.60300
06,040$5.90$6.8028.64%$180.00—$13.80$16.006,0730
198$4.30$5.4028.83%$185.00—$16.70$19.70120
11,077$3.10$4.5029.52%$190.00—$20.90$23.80500
029$2.20$3.1028.85%$195.00—$25.00$27.7090
093$1.70$2.6530.11%$200.00—$28.90$32.40350

Forward $172.22. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 29.80%±28.77skew +2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
042$55.60$59.00—$115.00—————
064$50.80$54.20—$120.00—————
0338$46.40$49.50—$125.00—————
0114$41.40$44.80—$130.00—————
0105$36.80$40.70—$135.00—————
015$32.40$35.80—$140.0034.35%$1.75$2.555750
02,100$28.50$31.10—$145.0032.79%$2.15$3.304,5022,000
0230$24.40$27.60—$150.0032.77%$3.40$4.304450
0160$20.60$22.90—$155.0031.74%$4.40$5.506890
01,907$17.10$19.80—$160.0031.17%$5.80$7.106,2482
06,085$14.50$16.40—$165.0030.33%$7.40$8.902,9830
21,363$11.40$13.20—$170.0029.86%$9.50$11.102630
23553$9.40$10.6029.78%$175.00—$11.80$13.502450
1331,922$7.40$8.5029.49%$180.00—$15.20$16.802540
132,310$5.70$7.1029.72%$185.00—$18.50$20.504630
86,231$4.30$5.3028.98%$190.00—$21.70$24.201730
9438$3.00$4.4028.93%$195.00—$25.80$28.50160
3587$2.35$3.6029.47%$200.00—$29.80$32.50300
—————$210.00—$38.90$41.9020
—————$220.00—$47.80$51.90110
—————$230.00—$57.80$61.80160

Forward $172.03. The 25-delta put carries +2.80 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 30.93%±37.45skew +1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$71.10$74.50—$100.00—————
01$43.20$46.90—$130.00—————
02$39.10$42.30—$135.00—————
01$35.20$37.80—$140.0033.57%$2.70$4.30172
034$31.90$34.10—$145.0032.92%$3.60$5.30320
022$26.90$30.40—$150.0031.62%$4.60$6.10150
012$23.40$27.00—$155.0031.84%$5.90$8.10150
015$20.50$24.00—$160.0031.40%$7.50$9.80770
011$17.50$21.00—$165.0030.98%$9.40$11.70770
015$14.90$17.80—$170.0031.20%$12.10$13.90580
029$12.60$15.2030.95%$175.00—$14.50$16.50271
1167$10.70$13.0030.91%$180.00—$16.90$19.40620
052$8.80$11.1030.67%$185.00—$19.80$23.50240
060$7.10$9.6030.57%$190.00—$23.20$26.60570
030$5.70$8.2030.45%$195.00—$26.90$30.50340
037$4.60$6.7030.10%$200.00—$31.30$34.50130
116$3.20$4.8030.55%$210.00—————

Forward $173.37. The 25-delta put carries +1.74 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 31.11%±46.88skew +2.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$63.30$67.30—$110.00—————
05$54.30$58.40—$120.00—————
04$50.10$54.10—$125.00—————
05$38.00$42.00—$140.0035.04%$4.40$7.3010
—————$145.0033.24%$5.40$7.6010
02$31.00$34.70—$150.0032.83%$6.60$9.10200
012$27.70$31.40—$155.0032.97%$8.20$11.10180
023$24.70$28.20—$160.0032.21%$9.90$12.50280
01$21.90$25.30—$165.0031.96%$11.80$14.601420
01$19.10$23.00—$170.0031.79%$14.00$16.90440
08$16.90$20.70—$175.0031.71%$16.50$19.40280
013$14.50$18.2031.10%$180.00—$19.10$22.30400
036$12.80$16.1031.11%$185.00—$22.30$26.10190
034$10.90$14.2030.79%$190.00—$25.50$29.4040
078$9.30$12.4030.51%$195.00—$29.00$32.9050
0124$7.90$11.0030.46%$200.00—————
071$5.60$8.4030.15%$210.00—$40.60$44.30340
035$4.00$6.5030.19%$220.00—————

Forward $175.88. The 25-delta put carries +2.63 volatility points over the 25-delta call.

2027-09-17(360 days)ATM 31.67%±55.82skew +2.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$74.00$77.90—$100.00—————
01$41.10$45.70—$140.00—————
01$34.90$38.50—$150.0033.09%$8.60$11.2012227
—————$155.0032.68%$10.00$13.0020
—————$160.0033.26%$11.80$15.9020
—————$165.0032.22%$13.80$17.00200
—————$170.0032.06%$16.00$19.3020
02$20.70$24.90—$175.0032.02%$18.50$21.80360
013$18.40$22.5032.02%$180.00—$21.30$24.4020
08$16.50$19.9031.55%$185.00—$24.00$28.5080
17$15.30$18.3032.10%$190.00—$27.00$31.50570
050$12.90$16.2031.16%$195.00—$30.50$35.0010
138$11.30$14.6030.98%$200.00—$34.30$37.9010
028$8.60$11.8030.67%$210.00—————
2277$6.90$9.4030.73%$220.00—————
011$5.00$7.6030.43%$230.00—————

Forward $177.49. The 25-delta put carries +2.67 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.