Options Skew Analytics

MET option chain

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

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 26.49%±10.22skew +1.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$44.20$48.20—$50.00—————
01$24.90$28.40—$70.00—————
03$20.00$23.50—$75.00—————
01$15.10$18.50—$80.00—————
07$11.30$13.40—$85.0030.18%$0.75$1.05420
01$9.10$11.50—$87.5028.67%$1.05$1.453551
047$7.10$9.30—$90.0026.98%$1.45$1.955,0920
0734$5.40$7.80—$92.5027.38%$2.50$2.702247
0528$4.00$5.20—$95.0026.83%$3.50$3.704432
123$3.10$3.6026.27%$97.50—$4.70$5.0027119
301,282$2.15$2.5025.63%$100.00—$6.00$6.60145
119820$0.80$1.3025.25%$105.00—————
683$0.40$0.5525.87%$110.00—————

Forward $96.01. The 25-delta put carries +1.73 volatility points over the 25-delta call.

2027-03-19(178 days)ATM 25.69%±17.36skew +2.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$54.20$58.20—$40.00—————
06$39.50$43.50—$55.00—————
01$35.50$38.70—$60.00—————
02$32.70$36.30—$62.50—————
08$30.30$33.60—$65.0038.00%$0.45$0.75770
012$23.40$26.70—$72.50—————
06$21.40$24.20—$75.0032.62%$1.00$1.501840
04$19.80$22.10—$77.5031.01%$1.15$1.75410
065$17.50$19.50—$80.0030.77%$1.75$2.052041
025$15.60$18.00—$82.5029.74%$2.15$2.451010
132$13.80$15.30—$85.0028.85%$2.65$2.95775
019$11.80$14.40—$87.5028.03%$3.20$3.60902
0260$10.50$12.70—$90.0027.63%$3.90$4.501130
036$8.60$10.20—$92.5026.94%$4.90$5.20567
0350$7.40$8.70—$95.0026.17%$5.60$6.40520
0104$6.00$6.9025.66%$97.50—$6.80$7.50721
1342$5.20$5.7025.77%$100.00—$8.10$9.401010
0289$3.10$3.9024.66%$105.00—$10.30$12.70610
161$2.25$2.5525.10%$110.00—————
01,536$1.35$1.6524.80%$115.00—————

Forward $96.79. The 25-delta put carries +2.93 volatility points over the 25-delta call.

2027-06-17(268 days)ATM 25.63%±21.39skew +3.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$40.60$44.20—$55.00—————
011$36.00$39.40—$60.00—————
05$31.40$34.90—$65.00—————
08$27.50$29.90—$70.0034.28%$1.15$1.904380
07$25.40$28.10—$72.5033.30%$1.50$2.101130
06$23.20$26.00—$75.0032.11%$1.60$2.551540
0138$21.20$23.50—$77.5030.87%$2.15$2.609930
016$19.20$20.90—$80.0030.49%$2.80$3.003522
09$17.20$19.00—$82.5029.25%$3.10$3.501411
042$15.40$17.50—$85.0028.80%$3.70$4.201032
064$13.60$16.20—$87.5028.21%$4.40$4.901600
0190$11.70$14.60—$90.0027.49%$5.10$5.707730
043$10.40$13.10—$92.5026.97%$5.90$6.70300
1612$8.90$10.50—$95.0026.61%$6.90$7.801,4730
098$7.70$9.0026.08%$97.50—$7.90$9.00610
0196$6.50$7.8025.60%$100.00—$8.70$10.30590
1117$4.60$5.8025.04%$105.00—$11.30$13.90330
739$3.30$4.1024.64%$110.00—————
3143$2.35$3.1024.91%$115.00—————
041$1.65$2.1524.75%$120.00—————
081$1.00$1.5524.45%$125.00—————

Forward $97.40. The 25-delta put carries +3.88 volatility points over the 25-delta call.

2027-09-17(360 days)ATM 26.09%±25.47skew +5.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$80.0031.33%$3.80$4.2060
—————$85.0030.22%$5.20$5.4079
—————$87.5029.83%$6.00$6.2060
—————$90.0029.20%$6.80$7.0088
—————$92.5028.65%$7.70$7.9073
043$10.90$13.30—$95.0028.31%$8.70$9.00511
01$9.60$11.10—$97.5026.92%$9.00$10.20300
01$8.40$9.5025.99%$100.00—————
31$7.10$7.4026.38%$105.00—$12.80$14.90670
170$5.40$5.7025.89%$110.00—$16.30$18.7019730
01$3.70$4.4025.08%$115.00—$20.00$22.10030
03$2.65$3.3024.68%$120.00—————

Forward $98.28. The 25-delta put carries +5.54 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.