Options Skew Analytics

OMC option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 29.23%±8.50skew +6.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
046$39.70$43.70—$47.50—————
037$37.20$41.10—$50.00—————
036$32.20$36.20—$55.00—————
020$27.20$31.30—$60.00—————
012$24.80$28.70—$62.50—————
019$22.30$26.20—$65.00—————
022$20.00$22.70—$67.50—————
023$17.60$19.90—$70.00—————
018$15.10$17.40—$72.5039.57%$0.20$0.301541
495$13.00$15.00—$75.0039.40%$0.35$0.551900
090$10.40$12.80—$77.50—————
10471$9.50$10.50—$80.0034.09%$0.75$0.957185
0460$6.70$8.40—$82.50—————
2438$5.60$6.60—$85.00—————
8224$4.10$4.70—$87.5030.42%$2.60$3.002830
19878$2.55$3.2028.95%$90.00—$3.60$4.202950
1238$1.65$2.1028.38%$92.50—$5.00$5.80430
037$0.85$1.3527.31%$95.00—————
01$0.50$0.7526.87%$97.50—————
18178$0.30$0.5027.80%$100.00—————

Forward $88.97. The 25-delta put carries +6.78 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 28.24%±10.72skew +5.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$27.30$31.20—$60.00—————
01$22.50$24.90—$65.00—————
04$17.70$20.00—$70.00—————
08$15.30$17.80—$72.50—————
019$12.90$15.40—$75.0034.21%$0.65$0.85530
09$10.60$13.10—$77.50—————
035$9.70$10.60—$80.0032.18%$1.30$1.751590
091$6.90$8.80—$82.50—————
387$6.20$6.90—$85.0029.34%$2.50$3.00130
23210$4.60$5.20—$87.50—————
3602$3.30$3.9028.01%$90.00—$4.70$5.20270
0424$2.20$2.7526.77%$92.50—$6.10$8.3010
01,035$1.65$1.9527.17%$95.00—————
3128$1.05$1.3026.51%$97.50—————

Forward $88.64. The 25-delta put carries +5.66 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.