Options Skew Analytics

MTCH option chain

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

Data as of 23 September 2026 (end of day)

2026-12-18(86 days)ATM 39.28%±7.80skew +1.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$13.70$17.90—$25.00—————
06$7.60$9.40—$32.50—————
035$6.20$7.40—$35.0041.19%$0.80$1.051,2878
082$4.60$5.20—$37.5040.70%$1.55$1.751,52519
21144$3.40$3.80—$40.0040.21%$2.45$2.907638
5371,809$2.30$2.5038.99%$42.50—$3.90$4.307633
296$1.35$1.8038.83%$45.00—$5.40$6.701391
9114$0.85$1.1538.74%$47.50—————

Forward $40.93. The 25-delta put carries +1.96 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 37.24%±8.50skew +1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$23.60$27.80—$15.00—————
054$22.90$23.70—$17.50—————
056$18.70$22.60—$20.00—————
0154$16.20$20.40—$22.50—————
0532$15.50$16.40—$25.00—————
0543$13.10$13.60—$27.50—————
0360$9.80$11.70—$30.00—————
0563$7.80$9.60—$32.50—————
111,566$6.60$7.20—$35.0039.19%$1.00$1.3046113
0500$4.10$6.00—$37.5039.28%$1.80$2.15220651
2,8075,548$3.60$4.20—$40.0038.95%$2.80$3.308552
6768$2.50$2.7536.84%$42.50—$4.00$4.8012414
2553,969$1.65$2.0537.38%$45.00—$5.80$6.60204143
151,906$1.05$1.4537.39%$47.50—$7.20$8.801000
1573$0.65$0.9536.98%$50.00—$9.40$11.1010

Forward $40.86. The 25-delta put carries +1.79 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 39.13%±11.21skew +1.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$18.70$22.80—$20.00—————
—————$30.0042.18%$0.60$0.8522
—————$32.5039.99%$0.90$1.30524
07$6.70$8.60—$35.0040.32%$1.70$1.95735
17$5.20$6.60—$37.5039.04%$2.45$2.80400
853$4.70$5.10—$40.0039.33%$3.60$4.009115
118$3.60$4.0039.16%$42.50—$4.90$5.402153
035$2.55$3.1038.28%$45.00—$6.50$7.0020
040$1.85$2.6539.43%$47.50—————
0123$1.50$1.7538.65%$50.00—————
318$1.10$1.3038.57%$52.50—————
522$0.80$0.9538.45%$55.00—————

Forward $41.12. The 25-delta put carries +1.67 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.