Options Skew Analytics

OSCR option chain

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

Data as of 10 November 2026 (end of day)

2026-11-13(3 days)ATM 68.55%±2.07skew +5.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
81$5.20$6.20—$27.50—————
22$4.65$5.80—$28.00—————
218$4.10$5.20—$28.50—————
817$3.65$4.50—$29.0085.15%$0.02$0.0510424
25$3.20$4.05—$29.50—————
1271$2.70$3.55—$30.0081.91%$0.06$0.1126955
930$2.42$3.20—$30.50—————
998$2.03$3.20—$31.00—————
21200$1.94$2.20—$31.5073.00%$0.18$0.303420
29226$1.59$1.70—$32.0072.17%$0.29$0.423718
113218$1.23$1.39—$32.5070.18%$0.42$0.573924
56284$0.91$1.10—$33.0069.37%$0.61$0.7726723
2766$0.67$0.7968.42%$33.50—$0.85$1.011844
73260$0.47$0.5968.53%$34.00—$1.13$1.301412
117153$0.33$0.4067.79%$34.50—$1.47$1.6360
1,134566$0.22$0.2666.94%$35.00—$1.86$2.04274
771,031$0.15$0.1968.80%$35.50—————
129171$0.10$0.1369.80%$36.00—————
444$0.02$0.0864.25%$36.50—————
8242$0.03$0.0670.06%$37.00—$2.90$4.8010
—————$38.50—$3.65$5.8001

Forward $33.30. The 25-delta put carries +5.23 volatility points over the 25-delta call.

2026-11-20(10 days)ATM 63.04%±3.47skew +6.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
5396$4.75$6.05—$28.00—————
03$3.95$5.55—$28.50—————
0336$3.75$5.05—$29.00—————
27$3.50$4.50—$29.50—————
132,689$3.10$3.95—$30.0068.06%$0.33$0.3513,3741,659
2233$2.64$3.60—$30.5067.97%$0.40$0.496727
4991$2.46$3.10—$31.0067.76%$0.50$0.6474120
5160$2.40$2.60—$31.5066.04%$0.62$0.767225
141,451$1.79$2.25—$32.0064.27%$0.74$0.9261919
37153$1.72$1.93—$32.5064.70%$0.95$1.13372
26907$1.43$1.63—$33.0063.58%$1.16$1.335309
2239$1.17$1.4163.02%$33.50—$1.40$1.58408
51765$0.94$1.1962.51%$34.00—$1.67$1.855464
491$0.77$0.9762.10%$34.50—$1.98$2.151664
2672,401$0.64$0.7360.86%$35.00—$2.17$2.583922
10102$0.44$0.6360.02%$35.50—$2.63$2.85102
64600$0.39$0.5161.57%$36.00—$2.71$3.701040
655$0.28$0.4060.53%$36.50—$3.10$4.75120
521,219$0.24$0.3261.66%$37.00—$3.50$5.75730
—————$38.00—$4.30$6.5516520
59528$0.08$0.1362.85%$39.00—$5.10$6.901420

Forward $33.30. The 25-delta put carries +6.20 volatility points over the 25-delta call.

2026-11-27(17 days)ATM 58.62%±4.22skew +0.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
15$12.30$13.95—$20.00—————
02$10.65$13.85—$21.00—————
01$6.25$8.55—$25.50—————
01$4.95$7.05—$27.00—————
—————$29.0062.20%$0.27$0.381210
—————$30.0063.90%$0.50$0.62617
31$3.00$3.80—$30.50—————
448$2.65$3.25—$31.0060.81%$0.65$0.8988
061$2.23$2.73—$32.0057.87%$0.87$1.231184
01$2.01$2.24—$32.5059.48%$1.17$1.4401
123$1.72$1.97—$33.0059.10%$1.39$1.67392
12257$1.25$1.4958.46%$34.00—$1.85$2.1910
270$1.05$1.3158.60%$34.50—————
61331$0.86$1.0556.67%$35.00—$2.50$2.8040
2338$0.55$0.8056.70%$36.00—$3.20$3.5020
01$0.50$0.7860.09%$36.50—————
1584$0.41$0.5557.42%$37.00—$3.65$5.9010
1227$0.28$0.3857.70%$38.00—————
—————$44.00—$10.10$11.8012

Forward $33.32. The 25-delta put carries +0.71 volatility points over the 25-delta call.

2026-12-04(24 days)ATM 59.41%±5.08skew +4.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.65$15.05—$20.00—————
07$4.00$6.50—$28.0063.13%$0.28$0.42371
—————$29.0062.39%$0.46$0.587610
—————$30.0062.38%$0.65$0.881120
214$3.25$3.50—$31.0061.20%$0.90$1.19993
14227$2.60$2.93—$32.0060.54%$1.26$1.562711
78$2.03$2.34—$33.0059.13%$1.65$2.00140
475$1.55$1.9359.51%$34.00—$2.15$2.53350
11236$1.17$1.5659.74%$35.00—$2.84$3.101175
426$0.87$1.0857.30%$36.00—$3.50$3.8090
1610$0.61$0.8657.52%$37.00—————
1633$0.47$0.6357.85%$38.00—$4.50$7.0020

Forward $33.36. The 25-delta put carries +4.86 volatility points over the 25-delta call.

2026-12-11(31 days)ATM 57.75%±5.62skew +3.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$4.95$6.75—$28.0061.24%$0.39$0.5411733
60$4.45$5.75—$29.00—————
07$3.85$4.60—$30.0060.75%$0.77$1.1097
31$3.40$3.70—$31.0059.11%$1.01$1.42255
010$2.81$3.10—$32.0059.26%$1.43$1.8101
05$2.27$2.63—$33.0058.71%$1.88$2.2620
154$1.79$2.1157.57%$34.00—$2.32$2.7910
760$1.39$1.6456.35%$35.00—$3.00$3.4030
143$1.07$1.3456.71%$36.00—$3.65$4.0510
327$0.82$1.0756.89%$37.00—————
532$0.62$0.8456.92%$38.00—————
4522$0.31$0.5156.42%$40.00—$6.45$8.8520

Forward $33.38. The 25-delta put carries +3.83 volatility points over the 25-delta call.

2026-12-18(38 days)ATM 59.69%±6.43skew +3.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$22.0065.18%$0.02$0.08814
010$9.40$11.05—$23.00—————
02$8.65$10.15—$24.00—————
04$7.60$9.20—$25.0064.65%$0.19$0.2615621
0109$6.70$8.30—$26.0062.58%$0.23$0.388414
0600$5.80$7.40—$27.0063.13%$0.40$0.5320123
346$5.45$6.25—$28.0062.14%$0.59$0.6819419
013$4.35$5.75—$29.0061.36%$0.80$0.9118258
20161$4.30$4.70—$30.0060.13%$1.07$1.1545541
040$3.70$4.00—$31.0059.50%$1.36$1.5214111
18139$3.05$3.45—$32.0060.95%$1.76$2.077421
359217$2.56$2.83—$33.0058.66%$2.22$2.3895282
63309$2.12$2.4559.69%$34.00—$2.76$2.88978
26756$1.65$2.0558.72%$35.00—$3.35$3.651273
79375$1.32$1.6057.43%$36.00—$4.00$4.351160
318364$1.05$1.3958.53%$37.00—$4.60$5.15320
11253$0.77$1.2158.77%$38.00—$5.35$5.80660
5418$0.65$0.8056.73%$39.00—————
75290$0.45$0.6556.07%$40.00—$6.70$8.10220
254$0.40$0.5758.36%$41.00—$7.60$9.00020
26276$0.32$0.4759.05%$42.00—$8.45$10.0510

Forward $33.40. The 25-delta put carries +3.40 volatility points over the 25-delta call.

2027-01-15(66 days)ATM 62.95%±8.93skew +1.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06,983$11.05$12.00—$22.00—————
0152$9.70$11.40—$23.0064.08%$0.25$0.345022
1147$9.20$10.10—$24.00—————
157,562$8.35$9.25—$25.0063.06%$0.51$0.591,3222
2313$7.35$8.75—$26.0062.22%$0.67$0.762802
12,422$6.60$7.95—$27.0061.29%$0.85$0.973695
36338$6.15$6.80—$28.0061.20%$1.11$1.244170
0368$5.30$6.40—$29.0060.86%$1.39$1.562540
882,881$5.00$5.45—$30.0061.02%$1.73$1.961,61064
51,882$4.25$4.95—$31.0060.60%$2.09$2.383331
29760$3.75$4.25—$32.0060.34%$2.52$2.849190
15955$3.20$3.80—$33.0059.58%$2.99$3.303260
1282$2.79$4.3068.23%$34.00—$3.50$3.8510230
13425,313$2.42$2.9259.66%$35.00—$4.10$4.603690
151,071$2.09$2.5960.07%$36.00—$4.70$5.051350
95445$1.75$2.3160.13%$37.00—$5.40$5.8089930
351,553$1.53$1.8859.21%$38.00—$6.00$6.451430
1370$1.39$1.5759.54%$39.00—$6.80$7.251500
3492,160$1.20$1.3559.69%$40.00—$7.45$7.951090
5465$0.89$1.2559.24%$41.00—$8.10$9.45370
0238$0.72$1.0258.25%$42.00—$8.95$10.4070

Forward $33.36. The 25-delta put carries +1.61 volatility points over the 25-delta call.

2027-02-19(101 days)ATM 64.60%±11.33skew +0.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
027$10.20$12.15—$23.0066.41%$0.54$0.86760
25$9.50$11.05—$24.0066.35%$0.73$1.07100
572$8.70$10.25—$25.0066.54%$1.00$1.29355
041$8.05$9.45—$26.0065.59%$1.19$1.568900
027$7.30$8.80—$27.0066.22%$1.39$2.04990
258$7.10$7.70—$28.0064.51%$1.66$2.28750
217$6.55$7.15—$29.0062.87%$1.99$2.521350
0198$5.95$6.70—$30.0064.34%$2.42$3.102220
0439$5.15$5.90—$31.0063.68%$2.90$3.452050
4110$4.80$5.40—$32.0063.02%$3.30$3.951625
038$3.95$4.90—$33.0062.22%$3.80$4.402790
597$3.85$4.6065.48%$34.00—$4.35$5.201275
25255$3.50$4.0564.58%$35.00—$4.85$5.555850
2050$3.10$3.7564.68%$36.00—$5.55$6.251420
149$2.70$3.5064.71%$37.00—$6.10$6.801090
086$2.37$3.0563.37%$38.00—$6.95$7.55350
0157$2.00$2.7265.96%$40.00—$8.35$8.95300
055$1.70$2.3964.59%$41.00—$9.20$10.1530
017$1.48$2.3165.50%$42.00—————
0202$1.32$1.9063.83%$43.00—————
037$1.17$1.7263.86%$44.00—————

Forward $33.33. The 25-delta put carries +0.65 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.