Options Skew Analytics

MOS 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 48.57%±1.87skew +0.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$5.40$6.10—$19.00—————
02$4.60$5.70—$19.50—————
40$4.40$5.20—$20.00—————
226$3.40$4.10—$21.00—————
02$2.90$3.70—$21.50—————
020$2.45$3.20—$22.00—————
09$2.00$2.75—$22.50—————
049$1.55$2.20—$23.0048.84%$0.15$0.252994
070$1.30$1.45—$23.5048.78%$0.25$0.403751
0177$0.95$1.10—$24.0047.17%$0.40$0.552082
18118$0.70$0.85—$24.5048.86%$0.65$0.80587
8517$0.45$0.6046.95%$25.00—$0.95$1.101155
1660$0.30$0.4548.33%$25.50—$1.30$1.401680
110632$0.20$0.3048.46%$26.00—$1.70$1.805160
2207$0.15$0.2552.44%$26.50—$1.65$2.3010
22,508$0.10$0.1551.82%$27.00—$2.05$2.75231
—————$27.50—$2.60$3.2033
—————$28.00—$2.95$3.7010
—————$29.00—$3.70$4.9010
—————$30.00—$4.90$5.9010
—————$31.00—$5.80$7.0010

Forward $24.55. The 25-delta put carries +0.33 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 46.34%±2.86skew +2.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$10.70$12.40—$13.00—————
024$9.00$10.30—$15.00—————
02$5.10$6.50—$19.00—————
012$4.40$5.20—$20.00—————
01$3.50$4.30—$21.00—————
074$2.70$3.30—$22.0046.34%$0.20$0.30515114
—————$22.5047.32%$0.30$0.4530841
12279$1.95$2.15—$23.0049.03%$0.50$0.601,4474
—————$23.5046.78%$0.60$0.7514410
161,083$1.35$1.55—$24.0046.55%$0.80$0.951,08413
0127$1.05$1.25—$24.5045.94%$1.00$1.209380
57,183$0.85$1.0546.92%$25.00—$1.30$1.451,06219
0183$0.65$0.8546.55%$25.50—$1.60$1.8004
824,381$0.50$0.7046.99%$26.00—$1.95$2.153891
90107$0.40$0.5547.36%$26.50—————
1601,629$0.30$0.4046.47%$27.00—$2.45$2.951220
48864$0.15$0.2546.61%$28.00—$3.20$3.8050
—————$30.00—$4.90$5.80120
—————$31.00—$5.70$6.9070
—————$32.00—$6.60$8.5010

Forward $24.55. The 25-delta put carries +2.56 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 50.35%±4.96skew +0.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
60$4.00$4.40—$21.0049.90%$0.45$0.60643
—————$22.0049.95%$0.70$0.9010333
040$2.70$2.95—$23.0049.83%$1.05$1.251,204333
1059$2.10$2.40—$24.0050.83%$1.50$1.751037
18207$1.70$1.9550.29%$25.00—$2.00$2.25884
25109$1.40$1.5050.82%$26.00—$2.60$2.906010
41532$0.95$1.2550.14%$27.00—$3.30$3.60150
2974$0.75$0.9550.45%$28.00—————
257$0.55$0.7049.87%$29.00—$4.60$5.10190
461$0.40$0.6051.16%$30.00—$5.20$6.1010
01$0.30$0.5052.31%$31.00—————
—————$35.00—$9.50$10.90—0

Forward $24.70. The 25-delta put carries +0.08 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 49.73%±5.92skew -3.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$11.20$13.00—$12.50—————
047$9.80$11.50—$14.00—————
0387$9.20$10.50—$15.00—————
024$8.50$9.40—$16.00—————
041$7.00$8.00—$17.5051.04%$0.15$0.251,52350
031$5.80$6.70—$19.0049.49%$0.30$0.451,25412
0418$4.90$5.40—$20.0048.65%$0.50$0.604,3233
27,335$4.30$5.00—$21.0047.72%$0.65$0.901,3400
02,345$3.10$4.00—$22.5048.70%$1.25$1.403,9528
0689$2.30$2.65—$24.0048.12%$1.85$2.101,74811
465,082$2.05$2.2049.44%$25.00—$2.50$2.657,41815
282,079$1.70$1.8550.22%$26.00—$3.10$3.302,0731
93,823$1.20$1.3549.60%$27.50—$3.80$4.3046735
2151,089$0.85$0.9549.19%$29.00—$4.90$5.501410
138,201$0.70$0.8550.83%$30.00—$5.60$6.305450
23,248$0.55$0.7051.02%$31.00—$6.50$7.40490
63,378$0.40$0.5552.16%$32.50—$7.70$8.704490
4137$0.25$0.3550.57%$34.00—$9.00$10.1020
01,699$0.25$0.3052.53%$35.00—$10.00$10.80500
—————$36.00—$10.80$12.0020
—————$37.50—$12.40$13.40830

Forward $24.55. The 25-delta put carries -3.11 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 47.66%±6.58skew -2.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$11.20$13.00—$12.50—————
0219$9.30$10.40—$15.00—————
055$8.40$9.50—$16.00—————
0180$7.20$8.00—$17.50—————
08$6.00$6.90—$19.0048.14%$0.40$0.604380
261,172$5.20$5.50—$20.0047.41%$0.60$0.8018,6730
0660$4.30$5.20—$21.0047.28%$0.85$1.101,6920
241,461$3.50$4.10—$22.5047.00%$1.35$1.655,96950
83,186$2.70$3.00—$24.0046.87%$2.00$2.358311
103,132$2.30$2.5547.18%$25.00—$2.55$2.903,0871
1286$2.00$2.1548.01%$26.00—$3.10$3.601340
162,056$1.55$1.7048.84%$27.50—$4.00$4.607,9530
10394$1.10$1.3048.18%$29.00—$5.40$5.80132
7114,114$0.95$1.1549.50%$30.00—$5.90$6.502,1225
34,502$0.60$0.7550.17%$32.50—$7.80$8.902600
—————$35.00—$10.20$10.901610
—————$37.50—$12.30$13.5070
—————$40.00—$15.00$15.70570

Forward $24.70. The 25-delta put carries -2.22 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 48.08%±8.30skew -0.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.70$15.50—$10.00—————
050$11.20$12.50—$13.00—————
098$9.40$10.60—$15.00—————
01$8.60$9.80—$16.00—————
097$7.40$8.40—$17.5049.69%$0.50$0.657570
03$6.20$7.30—$19.0048.53%$0.75$1.002070
43374$5.60$6.40—$20.0048.26%$1.05$1.252,6350
021$4.80$5.80—$21.0048.48%$1.35$1.653120
01,868$3.90$4.90—$22.5047.95%$1.90$2.256,2265
047$3.10$3.70—$24.0049.96%$2.85$3.0020093
41,661$3.00$3.3048.18%$25.00—$3.10$3.601,4790
2261$2.65$2.8548.07%$26.00—$3.70$4.20182
41,473$2.15$2.3548.22%$27.50—$4.60$5.201,00230
051$1.75$1.9548.61%$29.00—$5.80$6.202190
1336,200$1.40$1.6046.88%$30.00—$6.40$7.00820
091$1.30$1.5549.12%$31.00—————
01,596$0.95$1.3048.64%$32.50—$8.20$9.4070
03,247$0.75$0.9550.10%$35.00—$10.50$11.2040
01,041$0.50$0.7550.81%$37.50—————
—————$40.00—$15.10$15.9030

Forward $24.80. The 25-delta put carries -0.16 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.