Options Skew Analytics

MO 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 21.62%±2.33skew +1.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
13$23.20$25.05—$45.00—————
17$14.40$15.80—$54.00—————
03$13.45$15.00—$55.00—————
35$12.50$13.65—$56.00—————
11$8.40$9.80—$60.00—————
90$3.60$4.15—$65.00—————
—————$66.0023.81%$0.15$0.221213
055$1.96$2.23—$67.0022.45%$0.31$0.3759339
1431$1.27$1.36—$68.0021.63%$0.59$0.66178100
1171,898$0.74$0.8221.62%$69.00—$1.07$1.13231109
211585$0.38$0.4521.42%$70.00—$1.70$1.922325
1411,929$0.17$0.2421.60%$71.00—$2.13$2.7217422
—————$72.00—$2.53$4.0510
—————$73.00—$3.35$4.75220
965$0.01$0.0524.88%$74.00—————
—————$75.00—$5.25$7.4050

Forward $68.68. The 25-delta put carries +1.03 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 21.78%±3.13skew +0.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$23.40$23.85—$45.00—————
—————$65.0023.65%$0.17$0.2610918
01$2.80$4.10—$66.0022.84%$0.31$0.4041142
01$2.25$2.54—$67.0022.16%$0.52$0.63130124
312$1.59$1.72—$68.0021.76%$0.85$0.97705
44175$1.06$1.1821.78%$69.00—$1.32$1.461929
94198$0.67$0.7721.67%$70.00—$1.91$2.22303
65218$0.39$0.4821.57%$71.00—$2.62$2.85414
187272$0.22$0.2921.72%$72.00—$2.90$3.753827
24104$0.11$0.1721.78%$73.00—————
—————$75.00—$5.40$6.601313

Forward $68.73. The 25-delta put carries +0.59 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 21.27%±3.67skew +1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
035$26.70$30.70—$40.00—————
—————$57.5033.33%$0.01$0.05770
—————$60.0027.57%$0.02$0.0621295
01$6.20$7.30—$62.50—————
08$3.95$4.95—$65.0022.86%$0.29$0.362,80385
—————$66.0022.10%$0.47$0.51850
20$2.47$2.76—$67.0021.78%$0.73$0.77132175
146839$2.15$2.28—$67.5021.88%$0.89$0.971,41884
35$1.86$1.94—$68.0021.43%$1.07$1.13140309
374548$1.33$1.4021.26%$69.00—$1.54$1.59754259
1433,577$0.91$0.9721.08%$70.00—$2.12$2.181,73865
231,088$0.60$0.6521.04%$71.00—————
35306$0.37$0.4321.05%$72.00—————
4672,712$0.28$0.3521.05%$72.50—$3.95$4.35543
5177$0.22$0.2921.30%$73.00—————
722,503$0.06$0.1121.24%$75.00—$5.25$7.80130
296$0.01$0.0528.05%$80.00—————

Forward $68.80. The 25-delta put carries +1.06 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 21.33%±4.21skew +1.50
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$64.0023.45%$0.26$0.355375
—————$65.0023.05%$0.41$0.501548
01$3.40$3.65—$66.0022.56%$0.61$0.706192
05$2.67$2.93—$67.0021.83%$0.81$1.0012195
030$2.05$2.32—$68.0022.27%$1.26$1.381082
1472$1.57$1.7021.34%$69.00—$1.60$1.84991
85175$1.13$1.2521.16%$70.00—$2.28$2.51190
549$0.71$0.8920.48%$71.00—$2.91$3.2542
17656$0.54$0.6221.06%$72.00—————
10372$0.33$0.4320.91%$73.00—————
58155$0.22$0.3521.86%$74.00—————

Forward $68.91. The 25-delta put carries +1.50 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 26.27%±5.77skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.55$10.20—$60.00—————
—————$63.0027.00%$0.36$0.49560
03$4.30$5.05—$65.0026.18%$0.71$0.85608
01$3.80$4.30—$66.0026.30%$0.94$1.204480
110$3.15$3.60—$67.0025.48%$1.25$1.454282
3340$2.54$2.97—$68.0026.31%$1.71$1.951301
1379$2.11$2.4426.28%$69.00—$2.19$2.4315324
2128$1.66$1.9826.16%$70.00—$2.67$2.952050
5193$1.27$1.4225.00%$71.00—$3.25$3.70302
17347$0.97$1.1225.13%$72.00—$3.95$4.25100
666$0.65$0.8324.36%$73.00—$4.45$5.10300
117103$0.48$0.6724.85%$74.00—————
5231$0.35$0.4224.16%$75.00—$5.50$6.9030
—————$76.00—$6.45$7.8030

Forward $68.96. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 24.60%±6.77skew +1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$17.05$20.80—$50.00—————
—————$55.0029.96%$0.06$0.1010
04$9.00$10.30—$60.0027.78%$0.28$0.41532
—————$62.5026.04%$0.57$0.653711
01$5.00$5.50—$65.0025.12%$1.08$1.16258118
12414$3.45$3.60—$67.5024.76%$1.93$2.0224332
134312$2.20$2.2924.55%$70.00—$3.15$3.257936
78277$1.30$1.3824.35%$72.50—$4.45$5.1042
292339$0.70$0.7824.12%$75.00—————
166200$0.32$0.4524.03%$77.50—————
—————$95.00—$24.40$27.4001

Forward $69.04. The 25-delta put carries +1.00 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 23.71%±7.97skew +0.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
216$37.35$40.45—$30.00—————
01$24.55$28.10—$42.50—————
015$22.90$25.65—$45.00—————
010$17.60$21.15—$50.00—————
01$14.00$15.40—$55.0029.29%$0.15$0.231,0781
06$11.75$12.90—$57.5027.01%$0.24$0.332,7420
03,312$9.50$10.60—$60.0025.39%$0.40$0.542,78034
5562$7.35$8.45—$62.5024.96%$0.82$0.913,12056
123,765$5.60$6.15—$65.0024.30%$1.40$1.502,560108
41,591$4.05$4.15—$67.5023.90%$2.27$2.381,68111
465,510$2.76$2.8923.69%$70.00—$3.45$3.6096417
802,683$1.81$1.9123.56%$72.50—$4.85$5.353753
554,828$1.13$1.2123.46%$75.00—$6.45$7.152910
1243,069$0.70$0.7623.68%$77.50—$8.10$9.45340
292,244$0.31$0.4823.16%$80.00—$10.40$11.75430
—————$82.50—$11.90$15.7020
—————$85.00—$14.40$18.1020
—————$90.00—$19.40$22.8010

Forward $69.29. The 25-delta put carries +0.85 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 24.01%±9.23skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$27.50$31.05—$40.00—————
012$24.80$28.60—$42.50—————
067$23.15$26.15—$45.00—————
01$20.05$23.70—$47.5031.97%$0.05$0.091,0512
0114$18.70$20.60—$50.00—————
020$16.55$17.90—$52.50—————
041$14.20$14.60—$55.0027.47%$0.24$0.362,67010
0648$11.85$13.10—$57.5026.22%$0.41$0.5617,4840
32,624$9.65$10.75—$60.0025.43%$0.70$0.912,0991
01,591$7.55$8.35—$62.5025.35%$1.30$1.429,39714
15,096$5.70$6.40—$65.0025.05%$2.04$2.181,86186
03,162$4.30$4.45—$67.5024.71%$3.00$3.201,7500
124,611$3.00$3.1523.86%$70.00—$4.30$4.501,32510
672,872$2.06$2.1923.62%$72.50—$5.65$6.155230
344,342$1.33$1.4723.30%$75.00—$7.35$8.204620
959,123$0.87$0.9723.35%$77.50—$9.20$10.05660
22,736$0.47$0.6923.30%$80.00—$11.15$12.45410
—————$82.50—$13.40$14.7540
—————$85.00—$15.75$17.05920
—————$90.00—$20.50$21.90130
—————$95.00—$24.75$26.955200

Forward $68.79. The 25-delta put carries +2.06 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.

MO option chain | Options Skew Analytics