Options Skew Analytics

MNST option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 29.05%±2.31skew +2.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
040$15.20$16.60—$30.00—————
030$9.80$12.30—$35.00—————
01$4.90$6.70—$40.00—————
029$4.00$6.50—$41.00—————
0115$3.00$4.00—$42.00—————
0226$2.20$3.20—$43.0034.52%$0.15$0.253979
0248$1.85$2.25—$44.0031.25%$0.25$0.4048628
131,205$1.30$1.50—$45.0029.29%$0.50$0.651,96591
15447$0.75$0.9029.03%$46.00—$0.95$1.101,17727
65941$0.35$0.5528.95%$47.00—$1.55$1.707461
—————$48.00—$2.35$3.105729
53257$0.10$0.1530.84%$49.00—$2.80$4.201030
—————$50.00—$4.10$4.903213
—————$52.50—$6.10$7.8091

Forward $45.80. The 25-delta put carries +2.30 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 27.55%±4.13skew -1.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
052$18.30$20.90—$26.25—————
062$17.20$19.30—$27.50—————
028$15.80$18.50—$28.75—————
080$14.50$16.90—$30.00—————
079$12.90$15.80—$31.25—————
0712$11.80$14.50—$32.50—————
0102$11.10$13.00—$33.75—————
0218$9.90$11.60—$35.00—————
0486$8.70$10.40—$36.25—————
0326$7.60$9.20—$37.50—————
018$6.50$8.00—$38.75—————
1845$5.80$6.40—$40.0031.87%$0.15$0.255363
050$4.30$5.70—$41.2530.55%$0.30$0.351882
0785$3.50$4.20—$42.5028.87%$0.45$0.551,26056
0463$2.90$3.10—$43.7527.03%$0.70$0.8035611
22877$2.10$2.20—$45.0026.30%$1.10$1.2516519
14295$1.40$1.5027.68%$46.25—$1.70$2.052198
4758$0.90$1.0027.28%$47.50—$2.45$3.001672
31493$0.55$0.7528.21%$48.75—$3.30$4.202190
1821,885$0.30$0.4026.79%$50.00—$3.90$5.302180
21,215$0.10$0.1527.51%$52.50—$6.30$7.90790

Forward $45.82. The 25-delta put carries -1.18 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 27.14%±5.35skew +1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0155$17.20$19.70—$27.50—————
0604$15.60$18.20—$28.75—————
01,032$14.20$17.10—$30.00—————
0340$13.80$15.60—$31.25—————
0316$12.50$14.40—$32.50—————
060$11.30$13.00—$33.75—————
0253$10.10$11.80—$35.00—————
0226$8.90$10.50—$36.25—————
1699$8.20$8.90—$37.5032.38%$0.15$0.208660
7321$7.40$7.80—$38.7531.69%$0.25$0.3025041
03,021$5.90$6.60—$40.0030.54%$0.35$0.458727
0306$4.80$5.50—$41.2529.43%$0.55$0.6065257
0760$3.70$4.90—$42.5028.12%$0.75$0.851,67720
0223$2.95$4.00—$43.7527.54%$1.10$1.204514
81,115$2.55$2.80—$45.0026.94%$1.55$1.6568127
8374$1.95$2.1027.14%$46.25—$2.10$2.356570
14340$1.35$1.6527.04%$47.50—$2.80$3.404281
107262$1.00$1.1526.83%$48.75—$3.40$4.502610
201,447$0.65$0.8026.27%$50.00—$4.50$5.202021
421,390$0.30$0.4026.72%$52.50—$6.30$7.80240
—————$55.00—$8.50$10.40300

Forward $46.05. The 25-delta put carries +1.85 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 28.84%±7.98skew +2.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$19.50$22.10—$25.00—————
035$15.30$17.10—$30.00—————
040$13.00$14.70—$32.50—————
011$11.80$13.50—$33.75—————
020$10.70$12.40—$35.00—————
022$9.60$11.30—$36.2534.05%$0.40$0.50231
021$8.40$10.20—$37.5032.91%$0.50$0.654060
089$7.60$9.10—$38.7532.08%$0.70$0.803,6620
0159$6.60$8.10—$40.0031.72%$0.95$1.05484
677$5.70$6.60—$41.2530.98%$1.20$1.3513657
2815$4.90$6.10—$42.5030.72%$1.55$1.752245
2264$4.10$4.90—$43.7529.52%$1.90$2.101490
1101$3.60$4.30—$45.0029.40%$2.45$2.604320
0110$3.00$3.40—$46.2529.04%$3.00$3.206420
1199$2.45$2.8028.73%$47.50—$3.70$4.203730
0438$1.95$2.3028.44%$48.75—$4.40$5.30760
5200$1.60$1.8528.43%$50.00—$5.10$6.20440
0703$0.95$1.3028.61%$52.50—$6.90$8.1040
0294$0.55$0.8528.56%$55.00—$8.80$10.5010
0100$0.35$0.5529.03%$57.50—————
0221$0.20$0.3028.54%$60.00—————

Forward $46.35. The 25-delta put carries +2.37 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 30.50%±11.05skew +2.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.60$15.30—$32.50—————
013$11.60$13.20—$35.0034.38%$0.65$0.851801
—————$36.0034.29%$0.70$1.15110
06$9.50$11.10—$37.5033.72%$1.00$1.403970
—————$39.0032.60%$1.25$1.70300
028$7.70$9.20—$40.0032.92%$1.55$2.05360
10$7.20$8.00—$41.0032.04%$1.80$2.2510
033$6.00$7.20—$42.5031.26%$2.25$2.706380
30112$5.60$6.20—$43.7530.60%$2.70$3.101880
246$4.60$5.40—$45.0030.87%$3.20$3.801,2330
013$4.00$5.00—$46.2530.71%$3.80$4.401011
4410$3.70$4.2030.66%$47.50—$4.40$5.003070
013$3.10$3.7030.23%$48.75—$5.00$6.00670
02,409$2.70$3.4030.87%$50.00—$5.70$6.80580
0710$1.90$2.5530.24%$52.50—$7.40$8.6090
0390$1.35$1.9030.04%$55.00—————
0369$0.95$1.4530.16%$57.50—$11.30$12.90110
0601$0.45$0.7529.85%$62.50—————

Forward $46.66. The 25-delta put carries +2.00 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 30.87%±13.46skew +3.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$20.90$22.70—$25.00—————
064$16.60$17.90—$30.00—————
014$12.20$13.90—$35.0034.61%$1.00$1.35280
028$8.60$10.10—$40.0032.58%$2.05$2.55210
010$5.80$6.60—$45.0031.12%$3.80$4.40220
010$3.70$4.4030.79%$50.00—$6.30$7.3040
014$2.85$3.4030.03%$52.50—————
01$2.15$2.7529.90%$55.00—$9.60$10.9010
08$1.20$1.7029.54%$60.00—$13.70$15.40250

Forward $47.18. The 25-delta put carries +3.04 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.