Options Skew Analytics

NDAQ option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 30.45%±3.48skew +2.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$17.10$18.50—$91.00—————
01$13.50$15.50—$94.00—————
02$11.50$13.50—$96.00—————
044$10.80$12.70—$97.00—————
05$9.90$11.80—$98.00—————
01$8.90$10.60—$99.00—————
013$8.50$9.60—$100.00—————
08$6.90$8.80—$101.00—————
028$5.90$7.60—$102.00—————
016$5.20$6.90—$103.00—————
09$4.60$5.60—$104.00—————
028$4.00$4.80—$105.0035.84%$0.25$0.40201
095$2.85$3.90—$106.0033.78%$0.35$0.553221
2296$2.55$2.85—$107.0032.99%$0.55$0.801,27436
615$1.85$2.20—$108.0031.41%$0.80$1.10107
1888$1.25$1.60—$109.0030.48%$1.20$1.50520
8111$0.80$1.1530.37%$110.00—————
3189$0.50$0.8030.65%$111.00—$2.45$2.7530
153$0.30$0.5030.41%$112.00—$3.00$3.801010
—————$114.00—$4.60$6.5050

Forward $109.08. The 25-delta put carries +2.58 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 27.64%±5.24skew +3.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$9.70$10.70—$99.00—————
3325$8.70$9.60—$100.00—————
012$7.20$8.90—$101.00—————
027$6.30$7.90—$102.00—————
029$4.70$6.10—$104.00—————
0678$3.90$5.30—$105.0031.10%$0.65$0.95161
06$3.90$4.30—$106.0029.56%$0.80$1.151101
07$3.20$3.60—$107.0029.20%$1.05$1.50240
2—$2.50$2.90—$108.0028.64%$1.40$1.85—0
0—$2.00$2.35—$109.0027.82%$1.80$2.25—18
284$1.50$1.8527.34%$110.00—$2.35$2.803440
0—$1.15$1.5528.22%$111.00—$3.00$3.40—0
1—$0.85$1.2028.19%$112.00—$3.70$4.10—0
0—$0.60$0.9027.94%$113.00—$4.40$5.00—19
—————$114.00—$5.10$6.30—0
070$0.30$0.4527.59%$115.00—————
—————$116.00—$6.80$8.50—0
—————$117.00—$7.60$9.30—0
—————$118.00—$8.30$10.30—0
—————$119.00—$9.50$11.40—0
—————$120.00—$10.70$12.5055

Forward $109.15. The 25-delta put carries +3.16 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 25.64%±12.01skew +0.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$44.60$48.60—$62.50—————
04$42.20$46.20—$65.00—————
042$39.70$43.70—$67.50—————
018$37.20$41.30—$70.00—————
07$34.80$38.80—$72.50—————
072$32.70$36.20—$75.00—————
011$30.30$32.60—$77.50—————
0134$27.80$30.20—$80.00—————
040$25.40$27.70—$82.50—————
0128$23.40$25.10—$85.00—————
065$20.50$22.70—$87.50—————
0211$18.40$20.40—$90.00—————
024$16.10$18.00—$92.50—————
1309$13.90$15.70—$95.0028.63%$0.65$0.901581
159$12.20$13.50—$97.5028.56%$0.95$1.40703
0820$9.50$11.40—$100.0026.32%$1.35$1.502515
6225$5.90$7.70—$105.0025.40%$2.55$3.00642
686384$4.20$4.7025.64%$110.00—$4.70$5.50141
1101$2.30$2.8525.64%$115.00—$7.80$9.00100
5292$1.20$1.7026.15%$120.00—————
058$0.60$1.0026.79%$125.00—————

Forward $109.35. The 25-delta put carries +0.18 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 26.80%±17.56skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$47.70$51.80—$60.00—————
01$35.90$38.30—$72.50—————
06$33.30$35.90—$75.00—————
017$30.90$33.40—$77.50—————
02$28.60$30.60—$80.00—————
19$26.20$28.50—$82.50—————
04$24.20$26.10—$85.00—————
05$21.90$23.90—$87.5030.81%$0.75$1.10510
030$19.70$21.60—$90.0030.39%$1.00$1.45280
015$17.60$19.50—$92.5029.66%$1.25$1.85140
027$15.50$17.50—$95.0028.95%$1.65$2.2570
062$13.60$15.30—$97.50—————
0149$11.60$13.60—$100.0027.99%$2.70$3.50100
1394$9.30$9.90—$105.0027.45%$4.20$5.40590
2169$6.40$7.2026.79%$110.00—$6.50$7.5030
2117$4.40$5.2026.85%$115.00—————
0889$2.90$3.6026.70%$120.00—————
236$1.85$2.2526.17%$125.00—————
0296$1.15$1.6526.77%$130.00—————
027$0.75$1.1027.11%$135.00—————
01$0.50$0.7527.63%$140.00—————

Forward $109.80. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 27.70%±23.72skew -0.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$57.80$61.70—$50.00—————
05$34.50$36.80—$75.00—————
010$32.30$34.60—$77.50—————
04$30.10$32.30—$80.00—————
05$25.80$27.90—$85.00—————
05$23.70$25.60—$87.5029.75%$1.50$2.15130
051$21.50$23.70—$90.0029.26%$1.85$2.6030
010$19.60$21.60—$92.5029.27%$2.30$3.30560
06$17.80$19.50—$95.0028.90%$2.85$3.90130
—————$97.5027.46%$3.50$4.0094
081$14.20$15.80—$100.0028.41%$4.20$5.5020
0160$11.10$12.70—$105.00—————
070$8.20$9.80—$110.0026.66%$7.90$9.5090
042$6.70$8.3028.33%$115.00—$10.70$12.4010
043$5.10$5.9027.35%$120.00—————
0226$3.60$5.1027.98%$125.00—————
01$2.00$2.8527.89%$135.00—————
010$1.40$2.3028.18%$140.00—————

Forward $110.31. The 25-delta put carries -0.43 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.