Options Skew Analytics

NDXP option chain

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

Data as of 2 October 2026 (end of day)

2026-10-05(3 days)ATM 10.87%±303.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
170$166.10$176.50—$30,740.0011.23%$85.10$90.20018
1834$161.80$166.90—$30,750.0011.19%$88.60$93.80030
126$155.40$160.60—$30,760.0011.12%$92.40$96.8008
164$149.40$155.20—$30,770.0011.09%$96.40$100.8002
10$146.40$152.20—$30,775.0011.06%$98.10$102.70010
80$143.50$149.40—$30,780.0011.05%$100.40$104.70016
890$137.70$142.40—$30,790.0011.00%$104.20$108.90018
1647$132.00$137.40—$30,800.0010.98%$108.60$113.20157
140$126.40$131.10—$30,810.0010.94%$112.90$117.70015
523$121.00$125.40—$30,820.0010.91%$117.40$122.2009
51$118.20$122.7010.87%$30,825.00—$119.70$124.20045
230$115.80$120.2010.88%$30,830.00—$122.10$126.60019
481$109.50$114.8010.78%$30,840.00—$126.90$131.4009
12433$104.40$109.7010.75%$30,850.00—$131.70$136.30038
210$99.50$105.0010.73%$30,860.00—$136.60$141.5006
342$94.70$100.2010.69%$30,870.00—————
750$92.40$97.8010.68%$30,875.00—$144.20$149.4003
253$90.10$95.3010.65%$30,880.00—$147.00$152.2007
212$85.60$90.8010.62%$30,890.00—$152.20$157.8002
1429$81.60$87.2010.64%$30,900.00—$154.80$165.60136
151$77.40$82.8010.60%$30,910.00—$159.20$170.7004

Forward $30,823.50. Not enough surviving quotes on both wings to measure the skew here.

2026-10-06(4 days)ATM 12.87%±415.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$214.00$219.60—$30,740.00—————
35$208.00$213.40—$30,750.0013.16%$131.10$136.4006
40$196.00$202.00—$30,770.00—————
01$193.00$199.00—$30,775.00—————
10$189.20$196.20—$30,780.0013.06%$143.00$148.6003
80$182.60$190.20—$30,790.0013.01%$147.00$152.6005
218$177.00$184.40—$30,800.0013.01%$152.00$156.9007
303$171.40$179.00—$30,810.0012.95%$155.60$161.4002
410$166.00$173.20—$30,820.0012.91%$160.10$165.8006
13$163.40$169.80—$30,825.00—————
400$160.60$167.0012.87%$30,830.00—$164.70$170.1005
460$155.10$161.7012.83%$30,840.00—$169.40$175.0002
133$150.00$156.5012.80%$30,850.00—$173.80$179.4008
03$145.00$151.3012.77%$30,860.00—$178.60$184.40030
90$139.80$146.4012.73%$30,870.00—$183.80$189.40028
13$137.40$143.8012.71%$30,875.00—————
11$135.00$141.3012.70%$30,880.00—$188.80$194.60046
43$130.20$136.5012.67%$30,890.00—$194.10$199.80038
245$125.60$131.7012.64%$30,900.00—$199.00$205.00012
60$116.60$122.6012.58%$30,920.00—$210.00$216.0001
10$114.60$121.3012.61%$30,925.00—————

Forward $30,826.40. Not enough surviving quotes on both wings to measure the skew here.

2026-10-07(5 days)ATM 14.03%±506.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$255.00$264.00—$30,730.00—————
02$249.00$257.50—$30,740.0014.35%$161.80$167.4003
54$243.00$251.50—$30,750.0014.32%$165.70$171.4020
40$231.50$239.50—$30,770.00—————
17$228.50$236.40—$30,775.0014.23%$175.80$181.4004
100$225.60$233.50—$30,780.00—————
20$219.80$227.00—$30,790.0014.18%$182.10$187.8004
101$214.20$221.80—$30,800.0014.18%$187.10$192.2002
50$208.60$216.20—$30,810.00—————
02$200.60$207.40—$30,825.00—————
10$197.80$205.4014.04%$30,830.00—$199.50$205.4001
—————$30,840.00—$204.20$210.0002
02$187.00$193.9013.95%$30,850.00—$209.00$214.6008
10$181.70$188.6013.91%$30,860.00—————
20$176.50$183.4013.87%$30,870.00—————
100$171.80$178.6013.86%$30,880.00—————
101$161.90$168.6013.79%$30,900.00—$233.70$239.5010
20$157.20$163.6013.76%$30,910.00—————
20$152.60$159.0013.73%$30,920.00—$244.00$250.5001
40$150.20$156.6013.71%$30,925.00—$246.50$253.0001
40$147.80$154.2013.69%$30,930.00—————

Forward $30,829.15. Not enough surviving quotes on both wings to measure the skew here.

2026-10-08(6 days)ATM 14.62%±578.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$279.50$287.50—$30,740.0014.95%$189.10$195.00—0
02$273.50$281.50—$30,750.0014.92%$193.00$199.0005
0—$268.00$276.00—$30,760.0014.88%$197.00$203.00—0
0—$262.00$269.50—$30,770.0014.85%$201.00$207.00—0
20$259.00$266.50—$30,775.0014.84%$203.10$209.4001
0—$256.20$264.30—$30,780.0014.81%$205.00$211.20—0
0—$250.50$258.40—$30,790.0014.79%$209.40$215.50—0
15$245.00$252.60—$30,800.0014.79%$214.50$219.9013
0—$239.10$247.00—$30,810.0014.74%$218.40$224.20—0
0—$233.70$241.50—$30,820.0014.69%$222.50$228.50—0
—————$30,825.0014.68%$224.70$231.00010
0—$228.30$236.00—$30,830.0014.66%$227.00$233.00—10
2—$223.00$229.8014.61%$30,840.00—$231.90$237.50—0
03$217.50$224.4014.57%$30,850.00—$236.40$242.2001
0—$212.10$219.1014.54%$30,860.00—$241.00$247.00—0
0—$207.10$214.0014.52%$30,870.00—$245.50$251.70—1
0—$202.00$208.7014.49%$30,880.00—$250.80$256.50—0
0—$196.80$204.0014.46%$30,890.00—$255.50$261.50—0
40$192.00$198.6014.43%$30,900.00—————
0—$187.00$193.8014.40%$30,910.00—$265.50$271.70—0
0—$182.00$188.8014.36%$30,920.00—$270.50$277.00—0

Forward $30,832.15. Not enough surviving quotes on both wings to measure the skew here.

2026-10-09(7 days)ATM 15.26%±651.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1213$406.30$416.90—$30,600.0016.01%$163.00$169.7044
18$382.90$407.70—$30,625.0015.94%$170.90$177.9046
28$374.40$382.20—$30,650.0015.87%$179.20$186.4020
22$348.30$372.80—$30,675.0015.80%$187.80$195.4037
09$341.40$350.10—$30,700.0015.72%$197.90$203.40210
101$326.00$335.00—$30,725.0015.63%$206.70$212.7003
147$311.00$319.50—$30,750.0015.55%$216.00$222.5029
47$296.00$304.00—$30,775.0015.49%$226.50$233.0013
9455$282.00$289.10—$30,800.0015.43%$237.50$243.20154
61$268.00$276.00—$30,825.0015.33%$247.50$254.0016
313$254.00$261.5015.26%$30,850.00—$259.00$265.2015
713$241.60$248.0015.21%$30,875.00—$270.60$276.9012
1021$228.00$235.1015.13%$30,900.00—$282.50$288.90311
19$215.50$222.5015.06%$30,925.00—$295.00$301.5004
43$204.40$210.3015.02%$30,950.00—$307.50$314.3001
512$191.50$198.6014.91%$30,975.00—————
5142$180.80$188.4014.90%$31,000.00—$334.20$341.90122
13$169.90$177.4014.83%$31,025.00—$339.30$358.7012
33$159.50$166.7014.76%$31,050.00—$362.40$370.7020
84$149.50$156.5014.69%$31,075.00—$367.80$392.8002
35811$139.90$146.7014.63%$31,100.00—$391.80$401.3001

Forward $30,845.65. Not enough surviving quotes on both wings to measure the skew here.

2026-10-12(10 days)ATM 14.48%±739.36skew +2.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$30,375.0015.75%$132.70$140.4010
1108$558.00$616.40—$30,400.0015.69%$138.70$146.5030
01$544.30$557.90—$30,450.0015.56%$151.30$159.4030
02$509.00$520.90—$30,500.00—————
—————$30,525.0015.35%$171.90$180.5030
—————$30,575.0015.22%$186.90$196.0002
07$440.70$450.20—$30,600.0015.15%$194.90$204.1020
01$421.90$441.60—$30,625.0015.08%$203.10$212.6010
02$408.00$416.90—$30,650.00—————
01$392.00$400.70—$30,675.00—————
27$376.40$384.80—$30,700.00—————
03$346.30$354.10—$30,750.0014.75%$249.70$258.1022
10$316.90$324.70—$30,800.00—————
02$262.70$270.6014.37%$30,900.00—————
01$214.20$221.7014.13%$31,000.00—$366.60$375.9020
01$190.80$199.9013.99%$31,050.00—————
—————$31,075.00—$398.80$424.8020
—————$31,100.00—$423.40$433.9020
159$134.10$141.9013.68%$31,200.00—————
02$125.90$133.5013.63%$31,225.00—————
10$103.40$110.8013.50%$31,300.00—————

Forward $30,846.41. The 25-delta put carries +2.26 volatility points over the 25-delta call.

2026-10-13(11 days)ATM 14.93%±799.85skew +2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$779.60$840.40—$30,150.00—————
12$741.60$802.90—$30,200.00—————
0105$701.10$761.90—$30,250.0016.68%$126.80$134.3030
03$658.90$723.20—$30,300.00—————
—————$30,400.0016.27%$160.80$169.2011
—————$30,425.0016.20%$167.10$175.80150
—————$30,450.0016.13%$173.80$182.60150
—————$30,500.0015.99%$187.50$196.9013
12$467.70$477.50—$30,600.00—————
11$403.50$412.50—$30,700.00—————
03$288.80$297.7014.83%$30,900.00—————
03$239.00$248.2014.59%$31,000.00—————
01$157.20$165.6014.18%$31,200.00—————
11$148.30$156.7014.12%$31,225.00—————
12$132.00$140.1014.03%$31,275.00—————
01$124.50$132.3013.99%$31,300.00—————
11$117.20$124.9013.95%$31,325.00—————
11$103.60$111.0013.88%$31,375.00—————
20$80.10$86.8013.75%$31,475.00—————
013$75.00$81.5013.72%$31,500.00—————
01$55.80$63.7013.61%$31,600.00—————

Forward $30,851.67. The 25-delta put carries +2.80 volatility points over the 25-delta call.

2026-10-14(12 days)ATM 15.78%±882.81skew +3.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$30,150.0017.73%$132.60$139.3010
—————$30,175.0017.65%$137.30$144.2022
—————$30,200.0017.59%$142.30$149.4010
01$727.30$789.10—$30,250.0017.44%$152.90$160.1030
06$688.60$750.40—$30,300.00—————
06$650.70$711.70—$30,350.00—————
—————$30,450.0016.90%$202.80$210.9030
—————$30,475.0016.83%$209.90$218.1020
05$568.50$578.60—$30,500.00—————
01$501.30$510.00—$30,600.00—————
01$437.50$445.60—$30,700.00—————
01$376.80$385.70—$30,800.00—————
01$350.40$357.60—$30,850.00—————
22$323.50$330.8015.70%$30,900.00—$370.20$378.0002
03$273.60$280.8015.47%$31,000.00—$419.50$428.2004
03$261.70$268.7015.40%$31,025.00—————
01$250.30$257.2015.35%$31,050.00—————
03$227.20$236.4015.24%$31,100.00—————
22$206.70$215.5015.14%$31,150.00—————
10$109.40$115.8014.58%$31,450.00—————
07$97.30$103.6014.51%$31,500.00—————

Forward $30,852.99. The 25-delta put carries +3.01 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.