Options Skew Analytics

OMC option chain

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

Data as of 23 September 2026 (end of day)

2026-11-20(58 days)ATM 32.56%±9.91skew +1.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$15.00$17.90—$60.00—————
01$10.70$13.00—$65.00—————
—————$67.5035.57%$0.90$1.25280
01$7.10$8.80—$70.0033.70%$1.35$1.701,36398
06$5.30$6.90—$72.5033.57%$2.20$2.451,5080
825$4.30$5.00—$75.0032.69%$2.95$3.602,88013
321$3.10$3.7032.51%$77.50—$4.40$4.70310
498$2.15$2.6031.82%$80.00—$5.70$6.20250
755$1.35$1.8031.06%$82.50—$7.00$8.70140
6184$1.05$1.2532.14%$85.00—$8.80$10.7050
—————$87.50—$10.90$12.6010

Forward $76.34. The 25-delta put carries +1.56 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.77%±11.49skew +6.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
046$27.80$30.40—$47.50—————
037$25.40$27.90—$50.00—————
036$20.50$23.10—$55.00—————
022$15.80$18.40—$60.00—————
012$13.50$16.00—$62.50—————
019$11.30$13.70—$65.0038.45%$1.25$1.351,68839
022$9.30$11.50—$67.5036.87%$1.65$1.80330
023$7.80$9.50—$70.0035.59%$2.20$2.4049917
04$6.60$7.70—$72.5035.66%$3.10$3.3011510
069$5.10$5.80—$75.0035.43%$4.10$4.409928
158$4.10$4.5030.89%$77.50—$4.10$5.601421
2110$3.00$3.4030.29%$80.00—$6.70$7.1013910
0421$2.15$2.4529.66%$82.50—$7.60$9.50890
0392$1.40$1.7528.89%$85.00—$9.20$11.10690
0154$1.00$1.2529.05%$87.50—$11.40$13.901740
—————$90.00—$13.60$15.101030
—————$92.50—$15.90$18.20430
—————$95.00—$17.10$21.1030

Forward $76.94. The 25-delta put carries +6.71 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 31.98%±13.61skew +3.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$15.80$18.30—$60.00—————
01$11.40$13.90—$65.0034.96%$1.45$1.7540
—————$67.5034.06%$2.05$2.25190
017$8.20$9.90—$70.0034.14%$2.85$3.1080
—————$72.5033.42%$3.70$4.00150
013$5.80$6.50—$75.0031.86%$4.60$4.90390
23$4.50$5.0031.98%$77.50—$6.00$6.20241
011$3.40$4.0031.46%$80.00—$7.40$7.60243
070$2.55$3.1030.97%$82.50—————
1526$2.00$2.3030.77%$85.00—$10.00$11.8090
12161$1.50$1.7030.50%$87.50—$11.90$14.4040
0395$1.05$1.2530.07%$90.00—$13.90$16.50180
—————$92.50—$16.10$17.9010

Forward $76.13. The 25-delta put carries +3.56 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 31.53%±16.77skew +4.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$16.30$18.70—$60.0035.97%$1.25$1.7030
01$12.30$14.60—$65.0035.15%$2.40$2.75220
—————$67.5034.17%$3.00$3.401,0100
02$9.30$11.10—$70.00—————
300$8.50$9.10—$72.5033.56%$4.90$5.2060
03$7.20$7.90—$75.0033.35%$6.10$6.3040
02$5.80$6.7032.48%$77.50—————
062$3.60$5.5029.01%$80.00—————
01$3.70$4.5030.95%$82.50—————
010$2.95$3.6030.43%$85.00—————
—————$87.50—$12.80$15.3010
0164$1.70$2.3029.48%$90.00—————
0102$1.15$1.8028.67%$92.50—————

Forward $76.38. The 25-delta put carries +4.69 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.