Options Skew Analytics

ON option chain

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

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 65.14%±3.58skew -0.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2848$9.55$10.65—$64.0088.95%$0.01$0.031319
1817$8.55$10.00—$65.0080.71%$0.01$0.0326910
0119$6.90$8.65—$66.0080.51%$0.02$0.0630825
15171$6.10$7.55—$67.00—————
2136$5.40$6.55—$68.0071.47%$0.05$0.111,00853
15137$4.15$5.60—$69.0066.18%$0.09$0.1335553
382,862$3.80$4.65—$70.00—————
7196$3.15$3.80—$71.0063.65%$0.30$0.3647130
543,459$2.49$3.00—$72.00—————
72782$1.92$2.15—$73.0062.77%$0.74$0.9921620
75370$1.36$1.64—$74.0065.11%$1.08$1.625099
173619$0.96$1.1465.18%$75.00—$1.62$1.90209120
381,408$0.63$0.7063.16%$76.00—$2.24$2.9013723
33210$0.37$0.5164.42%$77.00—$3.05$3.45834
21843$0.25$0.3566.85%$78.00—$3.85$4.255876
16184$0.16$0.2468.84%$79.00—$4.75$5.15148
87569$0.10$0.1469.16%$80.00—$5.70$6.05233
—————$81.00—$6.65$8.10141
—————$82.00—$7.50$9.7091
—————$83.00—$8.40$10.70101
—————$84.00—$9.35$11.6520

Forward $74.15. The 25-delta put carries -0.77 volatility points over the 25-delta call.

2026-10-02(9 days)ATM 56.42%±6.57skew -0.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
44$8.95$10.95—$64.00—————
123$8.15$9.85—$65.0060.76%$0.20$0.301478
030$7.30$9.05—$66.0059.81%$0.27$0.4022113
024$6.40$8.10—$67.0059.73%$0.36$0.579310
022$5.55$7.20—$68.0057.68%$0.50$0.6515491
030$5.15$6.35—$69.0057.63%$0.69$0.8695114
1870$4.70$5.50—$70.0056.82%$0.87$1.12116823
954$4.25$4.70—$71.0056.73%$1.18$1.406813
11206$3.55$4.05—$72.0056.49%$1.52$1.7582342
2928$3.15$3.50—$73.0055.95%$1.90$2.156323
9312$2.45$2.92—$74.0055.85%$2.37$2.623711
1395,140$2.19$2.3857.21%$75.00—$2.76$3.30681
22130$1.80$2.0057.65%$76.00—$3.40$3.75180
9350$1.45$1.6457.55%$77.00—$4.05$4.40322
68181$1.18$1.3257.63%$78.00—$4.70$5.106170
937$0.86$1.1357.55%$79.00—$5.35$6.30146
13108$0.75$0.8858.39%$80.00—$6.20$7.05271
26$0.53$0.7057.56%$81.00—$6.90$8.50240
425$0.35$0.5656.76%$82.00—$7.70$9.60290
—————$83.00—$8.55$10.05131
110$0.26$0.3659.26%$84.00—$9.55$11.95350

Forward $74.19. The 25-delta put carries -0.72 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 56.09%±8.72skew +1.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.25$11.15—$64.0057.95%$0.37$0.52472
1013$8.50$10.20—$65.0055.50%$0.43$0.58452
01$7.65$9.45—$66.0055.97%$0.61$0.74264
04$6.85$8.55—$67.0055.63%$0.78$0.92270
912$6.65$7.70—$68.0055.33%$0.98$1.141562
03$5.95$6.90—$69.0055.20%$1.23$1.40179
1137$5.65$6.15—$70.0055.14%$1.53$1.701239
07$4.60$5.50—$71.0055.19%$1.87$2.06194
09$4.30$4.85—$72.0055.64%$2.25$2.522012
732$3.50$4.30—$73.0055.46%$2.64$2.9930
46$3.45$3.75—$74.0056.23%$3.10$3.60201
1448$3.00$3.2556.06%$75.00—$3.60$4.0090
346$2.62$2.8356.38%$76.00—$4.20$4.60102
1046$2.24$2.4456.25%$77.00—$4.80$5.4020
712$1.92$2.1056.35%$78.00—$5.45$5.8590
09$1.31$1.8353.77%$79.00—$6.15$6.8010
1552$1.31$1.5255.66%$80.00—$6.85$7.3092
03$0.86$1.3654.03%$81.00—$7.60$8.70180
06$0.75$1.2355.57%$82.00—$8.45$9.45620
—————$83.00—$9.25$9.9521
013$0.44$0.7055.91%$85.00—————

Forward $74.25. The 25-delta put carries +1.17 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 56.07%±10.46skew +2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$11.05$13.30—$62.0057.26%$0.37$0.5926
—————$63.0056.30%$0.49$0.661,5182
—————$64.0056.22%$0.62$0.8220
7263$9.40$10.70—$65.0055.54%$0.80$0.933,48719
—————$66.0057.05%$0.98$1.3024
—————$67.0055.94%$1.24$1.4070
—————$68.0055.79%$1.50$1.6691
—————$69.0055.65%$1.78$1.9710
161,758$6.20$6.80—$70.0055.58%$2.11$2.312,47354
048$5.30$6.15—$71.0055.54%$2.48$2.695715
232$4.75$5.55—$72.0055.45%$2.89$3.10120
2569$4.50$5.00—$73.0055.44%$3.30$3.6015
310$3.70$4.50—$74.00—————
1336,311$3.75$3.9556.08%$75.00—$4.30$4.752,70316
231,228$3.15$3.6055.42%$76.00—————
20543$2.79$3.2055.56%$77.00—————
252$2.61$2.8056.47%$78.00—————
13$1.84$2.5453.70%$79.00—————
5826,045$2.06$2.1556.69%$80.00—$7.50$8.401,2793
217$1.35$1.9353.52%$81.00—$8.20$8.6530
1063,943$1.01$1.1457.29%$85.00—$11.30$12.851,7300

Forward $74.32. The 25-delta put carries +2.27 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 55.97%±11.93skew -1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.30$11.10—$65.00—————
—————$66.0054.79%$1.30$1.54332
05$8.05$9.65—$67.0056.04%$1.44$2.09250
06$7.40$8.70—$68.0054.44%$1.83$2.08383
09$7.35$8.00—$69.0056.05%$2.12$2.6830
049$6.65$7.35—$70.0054.52%$2.53$2.7720102
0134$5.80$6.85—$71.0054.76%$2.73$3.4070
02$5.40$6.15—$72.0055.42%$3.15$3.9580
10141$5.25$5.55—$73.0055.20%$3.70$4.3030
53166$4.75$5.05—$74.0056.07%$4.20$4.9530
1169$4.30$4.5555.90%$75.00—$4.70$5.30221
211$3.85$4.2056.24%$76.00—$5.30$6.2520
15$3.45$3.7555.90%$77.00—$5.95$6.5011
524$2.59$3.4553.29%$78.00—————
4162$2.39$3.1053.99%$79.00—$7.25$7.9010
291,069$2.49$2.7156.01%$80.00—$7.90$8.4530
210$2.22$2.4456.15%$81.00—$8.65$9.4060
01$1.60$2.3154.53%$82.00—$9.40$9.90200
05$1.29$1.9853.19%$83.00—$9.95$11.5060
021$1.28$1.9455.84%$84.00—————
114$1.38$1.5756.67%$85.00—$11.65$13.1540

Forward $74.33. The 25-delta put carries -1.40 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 60.81%±18.11skew -0.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$45.0067.66%$0.16$0.20222
04$23.55$25.50—$50.0066.71%$0.37$0.551720
11$19.10$20.85—$55.0063.55%$0.81$0.963026
040$15.05$16.60—$60.0061.80%$1.59$1.75559
024$11.55$12.85—$65.0061.00%$2.87$3.0536218
306,897$9.25$9.75—$70.0060.84%$4.70$5.001,05432
1,2001,142$6.95$7.1060.81%$75.00—$7.20$7.4540351
884,893$4.95$5.2060.83%$80.00—$10.25$10.501531
143139$3.55$3.7061.13%$85.00—$13.70$14.80100
231600$2.50$2.5861.26%$90.00—$17.55$18.40107
050$1.73$1.8761.93%$95.00—$21.70$22.6002
1780$1.15$1.3462.17%$100.00—$26.25$27.8580
1231$0.86$1.0764.37%$105.00—————
23$0.63$0.7264.68%$110.00—————

Forward $74.70. The 25-delta put carries -0.26 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 58.77%±21.38skew -0.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
040$47.45$50.65—$25.00—————
0453$43.30$45.25—$30.00—————
0250$37.80$40.30—$35.00—————
0141$33.35$35.45—$40.00—————
0206$28.20$30.60—$45.0064.44%$0.32$0.451,1762
093$24.10$26.00—$50.0061.93%$0.59$0.9082143
052$19.80$21.65—$55.0061.38%$1.31$1.608066
4444$15.85$17.70—$60.0059.46%$2.35$2.471,0389
2527$12.75$14.00—$65.0058.90%$3.80$4.001,63718
12566$10.65$11.05—$70.0058.99%$5.80$6.101,24211
11686$8.25$8.5558.80%$75.00—$8.30$8.6056213
781,114$6.30$6.5558.76%$80.00—$11.20$12.001,1208
25518$4.75$5.0058.88%$85.00—$14.70$15.853560
9365$3.60$3.8059.27%$90.00—$18.40$19.951680
2350$2.70$2.8759.55%$95.00—$22.60$23.901240
9291$2.02$2.2060.04%$100.00—$26.70$28.351160
0444$1.24$1.6858.90%$105.00—$31.25$32.90840
1750$0.96$1.4260.68%$110.00—$36.05$37.601140
6183$0.68$1.1361.17%$115.00—$40.60$43.004680
—————$120.00—$45.50$47.8580
—————$125.00—$50.25$52.7510

Forward $74.95. The 25-delta put carries -0.65 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 58.46%±24.49skew -1.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0128$39.85$42.75—$33.00—————
083$37.90$41.60—$35.00—————
084$35.15$37.60—$38.00—————
0458$33.70$35.65—$40.0065.17%$0.27$0.401,1051
0128$31.40$33.65—$42.00—————
0871$29.05$30.95—$45.0062.28%$0.53$0.727121
0231$26.80$29.30—$47.0061.77%$0.64$0.996320
0584$24.65$26.55—$50.0061.62%$1.10$1.338,7620
0530$20.55$22.25—$55.0059.25%$1.76$2.163,6241
0727$16.85$18.55—$60.0058.32%$3.05$3.253,55923
0595$14.40$15.15—$65.0057.33%$4.65$4.801,16422
311,337$11.45$12.20—$70.0057.39%$6.75$7.009850
522,038$9.45$9.7058.45%$75.00—$9.25$10.001,41620
212,222$7.50$7.7558.46%$80.00—$12.25$12.506400
7640$5.85$6.1558.31%$85.00—$15.55$16.405840
231,778$4.60$4.8558.43%$90.00—$19.25$20.504850
2512$3.60$3.8058.51%$95.00—$23.10$23.655600
201,410$2.82$3.0058.77%$100.00—$27.30$29.101210
2973$2.24$2.3859.23%$105.00—$31.55$32.354540
1856$1.70$1.8559.06%$110.00—$36.25$38.051900
0310$1.06$1.6558.86%$115.00—$40.95$42.701780

Forward $74.95. The 25-delta put carries -1.44 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.