Options Skew Analytics

MET option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 25.90%±8.70skew +2.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$65.60$69.30—$35.00—————
01$33.80$37.10—$67.50—————
012$30.70$34.60—$70.00—————
09$28.30$32.20—$72.50—————
01$25.90$29.70—$75.00—————
0145$24.50$26.50—$77.50—————
057$21.90$24.20—$80.00—————
090$19.60$21.50—$82.50—————
0395$17.20$18.80—$85.0038.13%$0.25$0.402,7304
0153$14.80$16.40—$87.50—————
0561$12.50$14.10—$90.0033.01%$0.45$0.653213
0763$10.20$11.80—$92.5031.10%$0.65$0.9020611
82,151$8.40$9.30—$95.0029.28%$1.00$1.204198
24609$6.50$6.90—$97.5027.86%$1.45$1.7518412
16621$4.80$5.40—$100.0026.90%$2.20$2.5024342
1882$2.20$2.6525.54%$105.00—$4.50$4.90960
331,726$0.80$1.2025.30%$110.00—————
1690$0.30$0.4025.24%$115.00—————

Forward $102.72. The 25-delta put carries +2.56 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 25.17%±11.10skew +3.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
045$41.00$44.70—$60.00—————
07$38.30$42.40—$62.50—————
034$36.00$39.90—$65.00—————
0100$34.30$37.30—$67.50—————
0194$32.10$34.40—$70.00—————
0121$30.20$31.30—$72.50—————
01,798$27.40$29.00—$75.00—————
02,867$25.00$26.70—$77.5038.39%$0.20$0.306,3670
01,913$22.80$24.30—$80.00—————
0986$20.10$21.80—$82.50—————
0374$17.80$19.40—$85.0033.68%$0.50$0.6531815
0212$15.40$17.10—$87.5032.05%$0.65$0.8582612
2691$13.20$14.80—$90.0031.42%$0.85$1.309502
0428$11.10$12.60—$92.5029.02%$1.20$1.401,06612
01,659$9.20$10.50—$95.0027.84%$1.60$1.9053055
0712$7.10$8.70—$97.5026.60%$2.20$2.451361
232,976$5.90$6.90—$100.0025.75%$2.95$3.3031435
211,096$3.20$3.7024.96%$105.00—$5.20$5.801480
311,252$1.60$1.8524.18%$110.00—————
22,670$0.70$0.9024.05%$115.00—————
202146$0.30$0.4524.58%$120.00—————

Forward $102.93. The 25-delta put carries +3.66 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 26.77%±16.50skew +3.95
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$41.20$45.00—$60.0046.37%$0.15$0.2579921
02$38.80$42.60—$62.50—————
010$37.40$39.20—$65.00—————
312$30.20$31.10—$72.50—————
09$27.80$29.80—$75.00—————
04$25.50$27.30—$77.5035.77%$0.65$0.90470
063$23.10$24.90—$80.0034.52%$0.85$1.05361115
025$20.90$22.70—$82.5033.61%$1.05$1.351341
038$18.60$20.40—$85.0033.43%$1.30$1.902200
019$16.50$18.40—$87.5031.01%$1.65$1.852854
0264$14.40$16.20—$90.0029.97%$2.05$2.251935
036$12.50$14.10—$92.5029.18%$2.55$2.801944
0411$10.70$12.30—$95.0028.39%$3.10$3.502100
1202$9.50$10.30—$97.5027.88%$3.90$4.30921
16503$8.00$8.60—$100.0027.45%$4.80$5.303880
17391$5.40$6.0026.70%$105.00—$7.10$7.70764
10462$3.30$3.9025.51%$110.00—$9.90$10.7010
121,541$2.00$2.5025.22%$115.00—————
3125$1.25$1.5525.35%$120.00—————
440$0.75$1.0025.69%$125.00—$22.00$24.3010
08$0.45$0.6526.13%$130.00—————

Forward $103.27. The 25-delta put carries +3.95 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 28.29%±22.80skew +4.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
08$37.30$40.60—$65.00—————
09$32.90$35.80—$70.00—————
08$31.00$33.10—$72.50—————
06$28.70$30.90—$75.0036.42%$1.35$1.653502
0138$26.50$28.40—$77.5036.31%$1.45$2.351,0030
017$24.40$26.20—$80.0033.76%$1.55$2.3535920
09$22.20$24.10—$82.5034.48%$2.00$3.201640
042$20.10$22.20—$85.0032.50%$2.40$3.203640
066$18.20$20.30—$87.5032.01%$2.70$4.001610
0237$16.20$18.20—$90.0031.00%$3.50$4.2093211
045$14.40$16.40—$92.5030.71%$3.90$5.30710
0615$12.70$14.60—$95.0029.36%$4.70$5.601,54752
098$11.20$13.00—$97.5028.47%$5.50$6.30662
0203$9.70$11.50—$100.0028.12%$6.40$7.403250
1132$7.90$8.8028.33%$105.00—$8.80$10.20330
378$5.80$6.8027.92%$110.00—$11.40$13.9030
5155$4.00$5.0027.04%$115.00—$14.80$16.5030
0144$2.80$3.6026.62%$120.00—————
084$1.85$2.8026.71%$125.00—————
034$1.40$1.8526.55%$130.00—————
064$0.95$1.3526.61%$135.00—————

Forward $103.82. The 25-delta put carries +4.37 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 28.42%±27.39skew +4.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$37.50$41.00—$65.0037.66%$0.85$1.3540
—————$75.0036.19%$1.90$2.95960
01$24.80$27.60—$80.0033.74%$2.60$3.40225
09$18.90$21.50—$87.5030.85%$4.00$4.60170
01$17.30$20.40—$90.0031.32%$4.40$6.10652
—————$92.5029.56%$5.20$6.00475
047$14.10$16.40—$95.0029.06%$6.10$6.70540
04$13.20$15.00—$97.5029.50%$7.00$8.20210
021$11.70$14.70—$100.0028.95%$8.00$9.101010
11,574$9.60$10.8028.43%$105.00—$10.30$11.50670
087$7.60$8.9028.40%$110.00—$12.50$15.40640
078$5.60$7.1027.64%$115.00—$15.80$18.50370
012$4.20$5.0026.40%$120.00—$19.00$22.00600
04$3.20$4.5027.36%$125.00—$22.90$25.901970
08$2.45$3.3026.96%$130.00—————
07$1.85$2.9527.74%$135.00—————

Forward $104.27. The 25-delta put carries +4.36 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.