Options Skew Analytics

MPT option chain

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

Data as of 25 September 2026 (end of day)

2027-01-15(112 days)ATM 40.90%±0.81skew +8.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$2.89$3.30—$0.50—————
0138$2.39$2.81—$1.00—————
016$1.90$2.28—$1.50—————
0464$1.43$1.79—$2.0067.25%$0.01$0.046,8209
0687$1.01$1.29—$2.5052.41%$0.03$0.062,9826
02,397$0.59$0.84—$3.0045.94%$0.11$0.1328,2883
22,761$0.32$0.41—$3.5042.74%$0.28$0.3115,86923
228,153$0.13$0.1637.91%$4.00—$0.56$0.6315,576500
010,469$0.05$0.0738.60%$4.50—$0.96$1.056,63120
219,788$0.03$0.0442.94%$5.00—$1.43$1.537,3620
—————$5.50—$1.86$2.0610,01012
1822,360$0.01$0.0261.46%$7.00—$3.35$3.5019,9650
—————$10.00—$6.35$6.50160

Forward $3.57. The 25-delta put carries +8.03 volatility points over the 25-delta call.

2027-03-19(175 days)ATM 40.44%±1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$2.0058.40%$0.02$0.057,0864
0100$1.05$1.30—$2.5052.56%$0.08$0.107814
0387$0.70$0.82—$3.0044.81%$0.14$0.218629
0508$0.39$0.51—$3.5042.82%$0.34$0.404260
175623$0.20$0.2438.29%$4.00—$0.54$0.7416,7550
—————$4.50—$0.92$1.146490
01,479$0.05$0.0739.37%$5.00—$1.36$1.551,2640
01,879$0.01$0.0438.13%$5.50—$1.91$2.0622,1340
—————$7.00—$3.25$3.65640
3001,912$0.01$0.0371.67%$10.00—————

Forward $3.58. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(265 days)ATM 42.51%±1.28skew +9.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$1.45$1.82—$2.00—————
0138$1.13$1.28—$2.5054.56%$0.14$0.2157,9890
01,094$0.75$0.89—$3.0051.09%$0.28$0.374,2070
068$0.47$0.60—$3.5045.18%$0.44$0.5757533
0788$0.28$0.3541.42%$4.00—$0.73$0.837550
0680$0.17$0.2341.68%$4.50—$0.99$1.213950
—————$5.00—$1.50$1.699370
31,113$0.07$0.1143.71%$5.50—$1.85$2.202900
6011,721$0.01$0.0545.89%$7.00—$3.30$3.651380
10299$0.01$0.0368.73%$12.50—————

Forward $3.53. The 25-delta put carries +9.41 volatility points over the 25-delta call.

2027-09-17(357 days)ATM 44.25%±1.54skew +9.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$1.71$2.29—$1.50—————
016$1.46$1.84—$2.00—————
0123$1.05$1.43—$2.5056.10%$0.20$0.318780
0358$0.83$0.96—$3.0050.97%$0.35$0.462930
1172$0.57$0.68—$3.5047.25%$0.57$0.663731
02,106$0.37$0.4543.84%$4.00—$0.66$0.965530
5883$0.25$0.3444.46%$4.50—$0.98$1.324000
0494$0.14$0.2041.03%$5.00—$1.38$1.712720
03,189$0.11$0.1844.38%$5.50—$1.88$2.191400
—————$7.50—$3.75$4.15280
2170$0.01$0.0554.68%$10.00—$6.30$6.5510

Forward $3.51. The 25-delta put carries +9.94 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.