Options Skew Analytics

NDAQ option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 27.17%±4.10skew +1.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$10.00$12.20—$85.00—————
01$9.00$11.30—$86.00—————
03$6.30$8.50—$89.00—————
05$4.60$6.20—$91.0031.69%$0.25$0.4035
310$4.10$5.50—$92.0031.82%$0.40$0.6041
05$3.40$4.00—$93.0029.01%$0.55$0.6550
210$2.70$3.10—$94.0028.38%$0.75$0.9592
629$2.05$2.40—$95.0027.28%$1.05$1.25120
029$1.50$1.85—$96.0027.24%$1.50$1.70110
48$1.05$1.3026.40%$97.00—$2.05$2.2530
11$0.70$1.0026.92%$98.00—————
513$0.50$0.7527.88%$99.00—$3.20$3.7030
912$0.35$0.5028.03%$100.00—$3.20$5.10110
24$0.25$0.3528.74%$101.00—$4.10$6.1020
—————$104.00—$6.40$9.4010

Forward $96.08. The 25-delta put carries +1.13 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 25.61%±5.15skew -0.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.10$13.60—$84.00—————
01$9.20$11.30—$86.00—————
01$6.70$8.40—$89.00—————
010$5.80$7.60—$90.00—————
—————$91.0030.31%$0.50$0.80280
614$4.10$5.60—$92.0026.89%$0.55$0.80341
06$3.90$4.20—$93.0027.11%$0.85$1.05410
146$3.20$3.50—$94.0026.73%$1.15$1.35151
13$2.55$2.80—$95.0025.83%$1.45$1.70140
15$1.95$2.20—$96.0025.61%$1.90$2.15910
4177$1.50$1.7525.66%$97.00—$2.45$2.7094
066$1.15$1.3525.71%$98.00—$3.00$3.3010
219$0.50$0.7027.55%$101.00—————

Forward $96.05. The 25-delta put carries -0.44 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 28.08%±10.80skew +1.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$85.0033.21%$0.85$1.3040
—————$90.0029.81%$1.70$2.1001,038
24$6.40$7.00—$92.5029.65%$2.45$3.0010
—————$95.0029.07%$3.40$4.0011
04$3.60$4.0028.00%$97.50—————
010$2.60$3.0027.89%$100.00—$6.10$6.5010
192$1.30$1.7028.49%$105.00—————
015$0.65$0.8528.92%$110.00—————
10$0.35$0.5530.97%$115.00—————

Forward $96.48. The 25-delta put carries +1.32 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 26.97%±12.64skew +2.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$30.10$33.60—$65.00—————
028$20.90$23.10—$75.00—————
02$18.60$20.60—$77.50—————
018$16.40$18.40—$80.00—————
0165$14.20$16.10—$82.5032.33%$0.90$1.40230
024$12.00$14.20—$85.0030.86%$1.30$1.653580
066$10.00$12.20—$87.5030.20%$1.70$2.301421
0140$8.30$10.20—$90.0029.17%$2.35$2.85653
0159$6.50$8.50—$92.5029.05%$3.10$3.90370
0129$5.50$6.40—$95.0029.04%$4.10$5.10180
027$4.30$4.8026.95%$97.50—$5.30$5.70160
3111$3.30$4.3028.36%$100.00—$6.30$7.80550
18707$1.90$2.5528.05%$105.00—————
103,072$1.15$1.5528.84%$110.00—————

Forward $96.54. The 25-delta put carries +2.15 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 27.71%±15.00skew +2.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$34.70$38.70—$60.00—————
012$32.70$36.10—$62.50—————
05$30.50$33.40—$65.00—————
042$28.10$31.10—$67.50—————
018$25.70$28.20—$70.00—————
07$23.40$26.30—$72.50—————
072$21.10$23.50—$75.0032.55%$0.45$0.651171
013$18.90$21.20—$77.5032.30%$0.60$1.00550
0141$16.70$19.30—$80.0031.53%$0.95$1.201860
040$14.50$17.20—$82.5031.16%$1.25$1.70750
0130$12.50$14.40—$85.0030.43%$1.65$2.20650
065$10.60$13.00—$87.5029.96%$2.15$2.90270
0212$8.80$11.20—$90.0028.54%$2.85$3.30760
025$7.20$9.20—$92.5028.43%$3.60$4.40560
0313$5.80$7.90—$95.0028.15%$4.60$5.501620
064$5.20$6.1027.83%$97.50—$5.80$6.70750
2813$4.20$4.8027.30%$100.00—$7.10$7.801910
18255$2.65$3.2027.55%$105.00—$10.10$12.0070
0363$1.55$2.0527.53%$110.00—————
086$0.95$1.5528.94%$115.00—————
0264$0.55$0.9028.73%$120.00—————

Forward $96.89. The 25-delta put carries +2.44 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 28.55%±19.38skew +1.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$54.50$58.60—$40.00—————
03$35.90$38.50—$60.00—————
01$24.40$26.70—$72.50—————
06$22.20$24.70—$75.00—————
017$20.00$22.70—$77.5032.41%$1.25$1.8550
02$17.90$20.20—$80.00—————
015$15.90$18.60—$82.5031.21%$2.00$2.851490
04$14.00$16.70—$85.0030.80%$2.55$3.50240
05$12.20$14.80—$87.5030.06%$3.10$4.20320
025$10.50$12.90—$90.0029.43%$3.90$4.90620
013$9.00$11.30—$92.5029.18%$4.80$5.90140
036$8.20$9.30—$95.0028.65%$5.80$6.9070
01$7.00$8.2028.79%$97.50—————
0149$5.80$7.1028.46%$100.00—————
0353$4.10$5.0027.97%$105.00—————
0103$2.85$3.7028.27%$110.00—————
046$1.90$2.8528.77%$115.00—————
09$1.30$1.9528.71%$120.00—————

Forward $97.45. The 25-delta put carries +1.29 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.