Options Skew Analytics

MTD option chain

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

Data as of 9 November 2026 (end of day)

2027-01-15(67 days)ATM 29.93%±228.42skew +3.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0157$222.00$234.00—$1,580.0033.48%$20.50$33.3030
04$205.80$218.00—$1,600.0033.56%$26.00$37.50150
010$190.60$202.00—$1,620.0032.80%$28.60$41.90350
07$175.00$188.00—$1,640.0031.74%$31.80$45.00150
05$160.50$172.00—$1,660.0032.33%$40.10$52.00100
070$146.90$158.00—$1,680.0031.12%$41.40$58.0010
025$133.80$146.00—$1,700.0031.29%$51.10$64.00130
—————$1,720.0031.34%$59.50$72.00530
023$109.30$120.90—$1,740.0030.61%$67.60$77.10860
032$97.10$109.00—$1,760.0030.35%$75.70$86.20205
076$87.60$97.40—$1,780.00—————
01$76.30$87.1029.89%$1,800.00—$93.60$107.1001
01$67.80$77.6029.70%$1,820.00—————
01$58.00$70.3029.44%$1,840.00—————
01$50.00$61.8029.04%$1,860.00—————
01$44.00$54.8029.03%$1,880.00—————
0112$38.00$48.1028.85%$1,900.00—————
01$32.00$42.1028.57%$1,920.00—————
12$26.00$37.8028.38%$1,940.00—————
03$19.40$26.7027.94%$1,980.00—————
34$18.90$25.0028.98%$2,000.00—$236.00$248.5010

Forward $1,781.21. The 25-delta put carries +3.36 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 33.11%±392.44skew +3.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$418.40$432.00—$1,400.0038.48%$28.00$38.0060
—————$1,470.0036.13%$33.20$49.2020
—————$1,500.0035.70%$39.40$54.7010
01$297.50$314.00—$1,550.00—————
—————$1,560.0034.84%$53.20$68.00210
03$251.20$266.00—$1,620.00—————
04$235.70$252.00—$1,640.0034.29%$78.80$92.00500
—————$1,660.0034.30%$86.20$100.0030
046$211.00$226.00—$1,680.0034.02%$94.00$106.0030
039$202.20$216.00—$1,700.0034.01%$102.90$114.00650
05$190.10$201.10—$1,720.0033.70%$109.90$122.0030
02$180.00$192.00—$1,740.0033.86%$119.90$132.0040
074$169.40$182.00—$1,760.0033.42%$127.20$140.0050
06$159.10$172.00—$1,780.00—————
03$129.90$144.0033.13%$1,840.00—$167.70$182.0010
02$113.00$128.0032.96%$1,880.00—————
07$73.00$82.8032.02%$2,000.00—————
01$51.80$62.0031.55%$2,080.00—————
01$46.00$57.4031.25%$2,100.00—————
01$36.00$46.0031.21%$2,160.00—————
—————$2,440.00—$664.40$678.9001

Forward $1,801.41. The 25-delta put carries +3.59 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.