Options Skew Analytics

ON option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 78.33%±5.71skew +7.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
22$9.85$11.55—$59.00—————
2625$7.95$9.40—$61.0089.56%$0.18$0.259821,097
—————$62.0087.56%$0.26$0.3233110
17$5.85$7.75—$63.0085.73%$0.34$0.449057
28$4.90$6.80—$64.0084.51%$0.40$0.6632634
410$4.70$5.80—$65.0084.80%$0.63$0.8513940
1321$4.30$4.75—$66.0082.34%$0.88$1.00671,258
5942$3.70$4.00—$67.0081.78%$1.11$1.364115
1333,043$3.05$3.40—$68.0081.18%$1.46$1.725452
14220$2.46$2.76—$69.0079.54%$1.86$2.101109
3573,151$1.98$2.2678.19%$70.00—$2.33$2.56599
70100$1.50$1.7876.32%$71.00—$2.90$3.151623
115576$1.17$1.4076.43%$72.00—$3.55$3.751150
232165$0.88$1.0876.07%$73.00—$4.20$4.501082
1011,052$0.63$0.8175.12%$74.00—$4.65$6.50560
1,1151,012$0.44$0.6375.21%$75.00—$5.35$7.3510814
120210$0.32$0.4675.21%$76.00—$6.25$8.556060
1,270107$0.21$0.3374.50%$77.00—$7.05$8.25192
—————$78.00—$7.80$10.30381
—————$79.00—$8.80$10.6091
—————$80.00—$9.85$11.2583

Forward $69.67. The 25-delta put carries +7.22 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 69.07%±8.36skew +3.93
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
053$8.80$10.85—$60.0077.23%$0.52$0.6294620
0—$7.90$10.10—$61.0077.57%$0.58$0.90—0
04$6.90$9.20—$62.0074.51%$0.72$0.96851
1209$6.10$8.40—$63.0073.40%$0.90$1.142181
7182$6.20$7.55—$64.0071.59%$1.11$1.3025627
1252$6.00$6.50—$65.0071.44%$1.32$1.651,24592
572593$5.35$5.90—$66.0070.99%$1.65$1.941795
943373$4.65$5.10—$67.0069.36%$1.89$2.3021285
7084$4.10$4.45—$68.0069.97%$2.37$2.71518
62274$3.50$3.90—$69.0068.70%$2.79$3.10533
2016,932$3.00$3.4069.07%$70.00—$3.30$3.651,91743
1,164778$2.57$2.9569.05%$71.00—$3.85$4.2540826
84297$2.16$2.4367.53%$72.00—$4.10$4.851280
1250$1.82$2.1768.56%$73.00—$5.10$5.501050
161,705$1.52$1.8668.62%$74.00—$5.45$6.35752
1123,620$1.23$1.4366.40%$75.00—$6.45$6.8574621
6956$1.00$1.2967.51%$76.00—$6.80$8.25741
53154$0.80$1.0867.30%$77.00—$7.65$8.908611
14170$0.65$0.9267.69%$78.00—$8.35$10.80420
19263$0.52$0.8268.63%$79.00—$9.25$11.60230
286,467$0.35$0.5865.43%$80.00—$10.05$11.852969

Forward $69.72. The 25-delta put carries +3.93 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 64.05%±9.94skew +7.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$8.85$11.25—$60.0069.97%$0.72$1.026900
—————$61.0070.90%$0.90$1.3130
—————$62.0070.27%$1.05$1.57237
215$6.90$8.80—$63.0071.91%$1.27$2.03190
07$6.80$7.95—$64.0068.40%$1.50$2.05360
1633$6.55$7.10—$65.0070.81%$1.80$2.66850
50$5.30$6.55—$66.0066.88%$2.07$2.69281
99$5.35$5.85—$67.0068.81%$2.43$3.351131
384$4.75$5.15—$68.0064.78%$2.88$3.3050
50$4.15$4.70—$69.0063.33%$3.25$3.70230
614$3.70$4.1064.34%$70.00—$3.80$4.30290
2117$3.25$3.6063.85%$71.00—$4.35$4.80192
63$2.82$3.2564.12%$72.00—$4.95$5.4010
5156$2.45$2.8063.43%$73.00—$5.55$6.002450
1315$2.10$2.4563.13%$74.00—$6.25$6.75330
848$1.80$2.1262.82%$75.00—$6.75$8.0570
4116$1.38$1.9762.44%$76.00—$7.70$8.15100
564$1.11$1.5860.52%$77.00—$8.10$10.2070
306$1.06$1.3461.70%$78.00—$8.80$10.9540
59$0.91$1.1361.66%$79.00—$9.60$11.8040
920$0.65$0.9860.42%$80.00—$10.45$12.654081

Forward $69.85. The 25-delta put carries +7.87 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 62.35%±11.41skew +5.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$60.0068.25%$1.14$1.36186
0236$8.60$10.80—$61.0066.36%$1.21$1.5720
03$7.95$10.10—$62.0066.98%$1.51$1.85220
—————$63.0066.12%$1.73$2.1120
014$7.80$8.40—$64.0064.59%$1.96$2.3310
015$7.15$7.75—$65.0064.96%$2.35$2.685725
02$6.30$7.15—$66.0064.27%$2.60$3.1070
4268$6.00$6.30—$67.0063.85%$2.97$3.5051
010$5.40$5.70—$68.0062.67%$3.35$3.850609
16$4.85$5.15—$69.0062.93%$3.75$4.4563
67443$4.35$4.7062.70%$70.00—$4.35$4.85370
0115$3.90$4.2062.31%$71.00—$4.75$5.35550
341$3.45$3.8062.14%$72.00—$5.45$5.954192
3413$3.05$3.4061.85%$73.00—————
06$2.71$3.0561.89%$74.00—$6.70$7.2040
1126$2.38$2.6761.34%$75.00—$7.35$8.00143
020$2.09$2.3861.31%$76.00—$7.95$9.3510
015$1.50$2.1158.62%$77.00—$8.90$9.4510
201$1.35$1.8759.15%$78.00—————
036$1.31$1.6560.46%$79.00—$10.05$12.2510
14$0.89$1.4558.14%$80.00—$10.85$12.7544

Forward $69.92. The 25-delta put carries +5.67 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 62.12%±12.82skew +6.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$11.30$14.05—$58.0069.03%$1.10$1.49—25
—————$59.0066.70%$1.06$1.7310
—————$60.0066.79%$1.33$1.95710
20$9.20$11.45—$61.00—————
—————$62.0067.38%$1.77$2.7101
—————$63.0065.16%$2.09$2.7410111
038$6.90$8.45—$65.0065.21%$2.69$3.60252
—————$68.0063.18%$3.90$4.7020
—————$69.0071.83%$4.35$6.6510
312$4.70$5.5564.08%$70.00—$5.10$5.7040
04$4.00$5.0562.10%$71.00—$5.35$6.2030
1390$3.90$4.4062.50%$72.00—$5.90$7.2520
—————$73.00—$6.45$7.3520
1412$3.10$3.7562.58%$74.00—$7.05$8.6520
86$2.74$3.4562.52%$75.00—$7.85$8.6001
13$2.11$3.2060.68%$76.00—$8.25$9.4020
21$2.23$2.8963.06%$77.00—————
01$1.91$2.5461.93%$78.00—————
—————$79.00—$10.35$12.9040
74$1.37$2.0861.00%$80.00—$11.15$13.7010
31$1.34$1.7661.19%$81.00—$11.95$14.5070

Forward $69.72. The 25-delta put carries +6.38 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 61.38%±14.02skew +6.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
040$43.00$45.95—$25.00—————
0453$38.05$40.55—$30.00—————
0250$33.10$35.70—$35.0093.34%$0.03$0.091266
0141$28.15$30.80—$40.00—————
0206$23.30$25.75—$45.00—————
090$18.55$21.00—$50.0074.79%$0.43$0.698833
081$14.45$16.50—$55.0069.58%$0.95$1.151,35588
22440$11.60$12.30—$60.0065.93%$1.90$2.001,12776
43566$8.10$8.70—$65.0063.53%$3.40$3.502,596304
136698$5.45$5.6561.76%$70.00—$5.55$5.752,43954
393957$3.40$3.6060.52%$75.00—$8.45$8.7097411
1301,296$2.03$2.2059.90%$80.00—$11.70$13.501,5847
5262,348$1.15$1.3159.56%$85.00—$15.75$18.104840
1021,743$0.60$0.8359.89%$90.00—$20.15$22.551661
50468$0.33$0.4960.30%$95.00—$24.95$27.251250
—————$100.00—$29.80$32.151110
—————$105.00—$34.55$37.1520
—————$115.00—$44.55$47.1020
—————$120.00—$49.55$52.1080
—————$125.00—$54.50$57.1010
—————$130.00—$59.45$62.1010

Forward $69.90. The 25-delta put carries +6.03 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 58.22%±17.50skew +4.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0127$38.20$40.75—$30.00—————
0128$35.25$37.75—$33.00—————
074$33.35$35.90—$35.00—————
070$30.45$32.85—$38.00—————
0457$28.50$31.00—$40.00—————
0128$26.65$29.10—$42.00—————
0873$23.80$26.25—$45.00—————
0231$22.00$24.35—$47.0070.11%$0.61$0.836580
0579$19.30$21.75—$50.0070.79%$0.90$1.457,84974
15528$15.05$17.45—$55.0064.39%$1.59$1.923,75356
2714$12.15$13.55—$60.0061.78%$2.76$3.054,19837
17629$8.95$10.15—$65.0060.00%$4.50$4.702,75444
1081,531$6.95$7.10—$70.0058.62%$6.75$7.001,69793
712,975$4.85$5.0557.83%$75.00—$9.60$9.903,14546
932,669$3.30$3.4557.05%$80.00—$12.70$14.001,1486
1931,154$2.22$2.3757.00%$85.00—$16.55$17.509092
1811,870$1.46$1.5856.80%$90.00—$20.95$22.554931
16569$0.78$1.1556.23%$95.00—$25.35$26.805620
11,440$0.56$0.7657.00%$100.00—$30.15$32.051376
—————$105.00—$35.05$35.954549
—————$110.00—$39.75$42.1040

Forward $70.15. The 25-delta put carries +4.77 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 60.03%±22.39skew +5.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$38.35$41.15—$30.00—————
01$33.60$36.10—$35.00—————
253$29.20$31.45—$40.00—————
15$24.55$26.95—$45.0070.41%$0.96$1.302550
02$20.30$22.80—$50.0069.43%$1.69$2.301,2272
016$16.40$18.70—$55.0065.22%$2.74$3.053119
330$14.35$15.15—$60.0063.67%$4.15$4.601,69812
2290$11.25$12.00—$65.0061.86%$6.00$6.451,0259
25114$9.00$9.20—$70.0060.48%$8.40$8.7064524
13148$6.85$7.2059.94%$75.00—$11.25$11.551,47812
6341$5.15$5.4559.11%$80.00—$14.45$14.853462
15233$3.85$4.3059.42%$85.00—$18.00$20.00910
15152$2.88$3.0558.42%$90.00—$22.00$24.00460
41127$2.14$2.3358.60%$95.00—$26.20$28.25270
30658$1.44$1.7257.68%$100.00—$30.65$33.00530
—————$105.00—$35.25$37.6570
—————$110.00—$40.00$42.3520
—————$115.00—$44.90$47.2020
—————$120.00—$49.50$52.1070

Forward $70.56. The 25-delta put carries +5.25 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.