Options Skew Analytics

MSI option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 22.58%±39.12skew +1.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$99.10$102.70—$430.00—————
013$89.30$92.80—$440.00—————
028$79.50$82.80—$450.00—————
034$69.80$72.90—$460.00—————
041$60.30$63.50—$470.00—————
0509$50.90$54.00—$480.0024.52%$1.95$2.2512975
0101$42.10$44.90—$490.0024.01%$2.95$3.709811
21,066$33.60$36.50—$500.0023.61%$4.10$6.2056
031$25.80$28.90—$510.0023.47%$6.60$9.1048
29244$19.60$22.30—$520.0023.51%$10.10$13.00728
2477$14.80$16.3022.64%$530.00—$14.20$17.0070
57$9.80$12.3022.38%$540.00—————
426$6.80$8.6022.41%$550.00—$26.10$29.0010
1010$4.90$5.5022.44%$560.00—$33.50$36.50350
—————$580.00—$50.90$54.00340

Forward $529.95. The 25-delta put carries +1.16 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 22.38%±51.00skew +1.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
17$169.00$173.00—$360.00—————
06$159.00$163.00—$370.00—————
0925$149.50$153.30—$380.00—————
0924$139.50$143.20—$390.00—————
023$129.50$133.50—$400.00—————
029$119.50$123.70—$410.00—————
08$110.00$113.90—$420.00—————
08$100.00$104.30—$430.00—————
039$90.50$93.80—$440.00—————
030$81.00$84.20—$450.00—————
1036$71.50$74.80—$460.0024.54%$1.50$2.45474
037$63.50$65.90—$470.00—————
0813$54.50$56.60—$480.00—————
150$46.40$48.40—$490.0022.64%$5.00$5.90310
4491$38.00$40.80—$500.0022.24%$7.20$8.00630
0195$31.70$34.00—$510.0022.89%$10.20$12.20402
1206$25.20$27.40—$520.0022.58%$13.60$16.00690
4185$19.60$22.10—$530.00—————
11112$16.00$16.9022.28%$540.00—$23.10$26.0070
41,310$7.80$9.4021.03%$560.00—$35.90$39.0020
47140$4.10$5.8021.87%$580.00—$51.50$55.0010

Forward $531.84. The 25-delta put carries +1.21 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 24.99%±88.00skew +2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$144.50$147.60—$390.00—————
02$116.50$120.40—$420.00—————
01$99.00$102.80—$440.00—————
019$90.50$94.20—$450.0027.33%$6.40$9.0060
03$83.00$85.90—$460.0026.38%$7.30$10.50230
016$74.50$77.80—$470.00—————
0106$66.90$70.50—$480.0025.77%$12.20$14.30130
03$59.90$63.10—$490.0025.56%$14.80$17.3030
024$53.30$56.50—$500.0025.23%$17.70$20.50242
024$47.10$49.50—$510.0025.01%$21.40$24.0020
—————$520.0024.74%$25.30$28.0010
325$35.00$38.00—$530.0024.69%$30.30$32.4020
016$31.90$33.1025.13%$540.00—————
512$25.40$28.5024.12%$550.00—$40.10$43.00640
72225$21.30$24.4023.84%$560.00—————
115$18.20$20.9023.84%$570.00—$52.30$54.9010
715$14.50$17.5023.33%$580.00—————
11$12.10$14.8023.30%$590.00—————
13$10.00$11.8022.97%$600.00—$74.20$77.4020
113$7.50$10.2022.76%$610.00—————
02$5.90$8.9022.87%$620.00—————

Forward $535.24. The 25-delta put carries +2.80 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.