Options Skew Analytics

MDT option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 26.70%±3.71skew -0.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$16.95$21.00—$70.00—————
03$7.50$10.75—$80.00—————
02$7.20$9.75—$81.00—————
11$3.60$5.55—$85.00—————
—————$86.0026.84%$0.45$0.643258
12$2.00$2.49—$87.0026.69%$0.72$0.96541
028$1.60$1.86—$88.0026.66%$1.12$1.367710
12653$1.12$1.3726.75%$89.00—$1.63$1.903713
1,02547$0.74$0.9926.86%$90.00—$2.30$2.531,542223
482,178$0.51$0.6627.09%$91.00—$3.00$3.305253
18567$0.34$0.4627.75%$92.00—$3.60$4.451474
—————$93.00—$3.95$5.5535611
—————$94.00—$4.05$6.251059
—————$95.00—$5.45$7.4051746
—————$96.00—$6.30$8.555360
—————$100.00—$9.90$12.451640

Forward $88.49. The 25-delta put carries -0.25 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 30.37%±6.75skew -1.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$16.90$21.00—$70.00—————
09$12.00$15.95—$75.00—————
0186$8.00$10.95—$80.00—————
—————$84.0029.86%$0.74$1.11116
—————$85.0029.39%$1.02$1.321,500117
—————$86.0029.67%$1.35$1.70421
—————$87.0029.75%$1.70$2.15560
—————$87.5029.71%$1.92$2.362,27274
04$2.66$3.25—$88.0030.58%$2.16$2.743255
2433$2.19$2.7130.34%$89.00—$2.61$3.9050212
2,9781,889$2.15$2.2432.30%$90.00—$3.35$3.904,03531
1143$1.42$1.9830.88%$91.00—————
3234$1.20$1.6331.31%$92.00—————
2,7067,558$1.26$1.4632.44%$92.50—$4.60$6.502,0715
1617$0.73$1.1431.65%$94.00—$5.40$8.20610
1,25011,673$0.80$0.8933.30%$95.00—$6.60$8.952,7180
—————$96.00—$6.40$9.80100
—————$97.50—$7.75$10.752142
—————$100.00—$11.45$13.502,602100
—————$101.00—$11.00$14.45120
—————$105.00—$14.90$18.55220

Forward $88.51. The 25-delta put carries -1.80 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 28.30%±10.05skew +0.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$27.00$31.00—$60.00—————
014$22.00$26.00—$65.00—————
04$17.00$21.00—$70.00—————
029$14.50$18.55—$72.50—————
0310$12.30$16.00—$75.00—————
0108$9.75$13.85—$77.5029.82%$0.49$0.685201
0148$9.25$10.00—$80.0028.61%$0.79$0.991,41323
0427$5.95$8.60—$82.5028.27%$1.25$1.5957727
1733$5.75$6.90—$85.0028.18%$1.95$2.421,13330
3980$4.25$5.30—$87.5028.35%$3.00$3.4570716
32,171$3.00$4.1028.29%$90.00—————
602,397$2.07$2.5426.30%$92.50—$4.20$6.958720
463,029$1.50$1.7926.89%$95.00—$6.10$9.951,2060
911,670$0.93$1.4927.94%$97.50—$8.15$10.602980
—————$100.00—$10.35$12.7550
111,695$0.35$0.5029.70%$105.00—$15.05$17.45760

Forward $89.06. The 25-delta put carries +0.34 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.92%±13.32skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$39.50$43.50—$47.50—————
010$31.90$36.00—$55.00—————
042$27.00$31.00—$60.00—————
013$21.95$25.90—$65.00—————
012$19.50$23.55—$67.50—————
033$17.10$21.15—$70.00—————
04$14.85$18.80—$72.50—————
036$12.75$16.60—$75.00—————
382$10.50$14.40—$77.5027.71%$0.70$1.101157
62957$8.90$12.40—$80.0028.80%$1.38$1.7049872
0186$6.55$10.50—$82.5028.42%$2.00$2.3989120
—————$85.0028.04%$2.81$3.256324
1277$4.70$6.15—$87.5028.18%$3.85$4.4510,45212
27530$3.75$5.7030.97%$90.00—————
9563$2.75$3.7027.89%$92.50—————
51,545$1.97$2.6727.15%$95.00—$6.65$9.352810
153,149$1.51$2.0227.60%$97.50—$8.50$11.15300
1002,304$1.00$1.5327.46%$100.00—$10.65$13.20170
—————$105.00—$15.15$18.05100
—————$110.00—$19.65$23.7550
—————$115.00—$24.60$28.65170

Forward $88.79. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 26.74%±13.25skew +3.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$42.00$46.00—$45.00—————
015$37.00$41.00—$50.00—————
06$31.90$36.00—$55.00—————
066$27.00$31.05—$60.00—————
029$22.00$26.15—$65.00—————
010$19.60$23.65—$67.50—————
0150$17.25$21.35—$70.00—————
053$15.00$19.00—$72.50—————
0439$13.55$16.80—$75.00—————
0402$11.10$14.70—$77.5029.20%$1.38$1.685651
41,206$11.00$12.80—$80.0028.87%$1.92$2.32723483
481,361$8.45$10.95—$82.5028.61%$2.59$3.156700
1817$6.90$9.30—$85.0028.29%$3.50$4.052,7783
0874$4.40$6.45—$87.5028.09%$4.60$5.156710
552,598$4.40$4.8026.60%$90.00—$5.30$6.501,83125
481,088$2.53$2.7825.70%$95.00—$7.20$9.654280
—————$97.50—$9.10$11.905940
—————$100.00—$12.00$13.35564493
511,731$0.71$1.1026.62%$105.00—$15.45$18.053950
182,066$0.50$0.8128.78%$110.00—$20.10$22.6010

Forward $88.68. The 25-delta put carries +3.17 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 29.84%±18.60skew +1.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$37.00$41.00—$50.00—————
02$32.00$35.90—$55.00—————
01$27.20$31.20—$60.00—————
04$22.65$26.70—$65.00—————
03$20.35$24.45—$67.50—————
029$18.90$22.25—$70.00—————
05$16.20$20.10—$72.5031.70%$1.29$1.854022
015$14.35$18.05—$75.0029.91%$1.62$2.0441969
058$12.20$15.95—$77.5029.15%$2.16$2.474963
4115$10.80$14.15—$80.0028.77%$2.74$3.20540
0538$9.30$11.75—$82.5028.64%$3.65$3.9555099
0167$8.10$10.20—$85.0028.11%$4.35$5.002099
0129$5.70$8.65—$87.5028.50%$5.70$6.101927
0110$5.85$7.6528.59%$90.00—$6.95$7.4522413
297$5.10$7.2530.48%$92.50—$6.50$10.351100
2346$4.15$5.2028.04%$95.00—$8.25$12.10310
0143$3.35$4.6028.41%$97.50—————
5116$2.69$3.9028.39%$100.00—$11.90$15.65150
02,022$1.59$2.5027.41%$105.00—————
1555$1.21$1.9529.05%$110.00—————

Forward $89.54. The 25-delta put carries +1.36 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.