Options Skew Analytics

OSCR option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 62.90%±2.58skew +3.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$4.20$5.70—$24.50—————
554$4.35$4.85—$25.0073.35%$0.03$0.08650
3628$3.90$4.60—$25.50—————
013$3.30$4.25—$26.0066.23%$0.08$0.1057652
3628$3.00$3.65—$26.5067.35%$0.13$0.171395
03$2.49$3.25—$27.0066.34%$0.18$0.2542067
22$2.12$2.73—$27.5064.74%$0.24$0.3514352
254$1.82$2.36—$28.0065.53%$0.37$0.4927224
363$1.49$2.08—$28.5064.89%$0.51$0.65216120
61131$1.19$1.72—$29.0066.50%$0.65$0.9534973
9130$0.85$1.40—$29.5065.71%$0.93$1.11121191
126459$0.60$0.9859.26%$30.00—$1.18$1.47218131
6348$0.56$0.7763.45%$30.50—$1.52$1.75150114
181179$0.44$0.5462.32%$31.00—$1.83$2.0840514
2883$0.33$0.4062.38%$31.50—$1.78$2.58344
113339$0.21$0.3262.25%$32.00—$2.46$3.05322
82100$0.16$0.2061.21%$32.50—$2.75$3.40140
—————$33.00—$3.30$3.751450
—————$33.50—$3.55$5.00261
—————$34.00—$3.95$5.15161
—————$34.50—$4.45$5.95240

Forward $29.61. The 25-delta put carries +3.15 volatility points over the 25-delta call.

2026-10-09(14 days)ATM 63.02%±3.67skew +1.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$8.55$10.30—$20.00—————
11$5.45$5.90—$24.00—————
01$4.25$5.40—$25.00—————
01$2.80$4.00—$26.5066.33%$0.30$0.4518365
02$2.35$3.75—$27.0065.22%$0.41$0.5316764
—————$27.5067.16%$0.50$0.7811350
04$1.91$2.90—$28.00—————
124$1.78$2.54—$28.5060.95%$0.66$1.051346
24$1.56$2.06—$29.0060.91%$0.84$1.286057
47$1.35$1.95—$29.5066.37%$1.26$1.58748
1334$1.16$1.5162.95%$30.00—$1.37$1.8461435
08$0.88$1.4464.46%$30.50—$1.58$2.37102
20137$0.81$1.0562.45%$31.00—$2.03$2.643611
348$0.67$0.9965.23%$31.50—$2.39$2.94210
—————$32.00—$2.76$3.35321
225$0.44$0.7065.31%$32.50—$3.05$4.20100
—————$33.00—$3.50$4.0580
—————$34.00—$4.10$5.60750
491$0.18$0.3068.99%$35.00—————
—————$36.00—$6.00$7.5010
—————$45.00—$14.95$16.8510

Forward $29.73. The 25-delta put carries +1.85 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 65.68%±4.66skew -3.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0107$5.00$6.35—$24.00—————
0214$4.70$5.30—$25.0065.94%$0.25$0.388739
0268$3.75$4.60—$26.0063.00%$0.42$0.4946038
—————$26.5064.05%$0.50$0.694128
0305$3.10$3.70—$27.0063.15%$0.61$0.8241711
06$2.39$3.40—$27.5062.33%$0.76$0.953022
6590$2.53$3.05—$28.0062.89%$0.97$1.131,004175
131$1.93$2.81—$28.5063.86%$1.13$1.43245
12447$1.99$2.52—$29.0063.77%$1.45$1.5662546
033$1.38$2.28—$29.5063.43%$1.61$1.88247
601,113$1.53$1.8265.98%$30.00—$1.84$2.1361810
096$1.31$1.8770.29%$30.50—$2.04$2.48211
16597$1.15$1.4566.61%$31.00—$2.33$2.802843
0117$0.83$1.3565.04%$31.50—$2.63$3.10170
341,483$0.86$1.2369.02%$32.00—$3.05$3.503502
367$0.74$0.9065.46%$32.50—————
381,232$0.65$0.7465.11%$33.00—$3.90$4.401,5490
314$0.54$0.7066.34%$33.50—————
40402$0.46$0.6266.86%$34.00—$4.55$5.551380
—————$34.50—$4.85$6.1070
581,897$0.34$0.4065.70%$35.00—$5.30$6.351960

Forward $29.59. The 25-delta put carries -3.19 volatility points over the 25-delta call.

2026-10-23(28 days)ATM 62.50%±5.14skew -2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$6.50$7.40—$23.00—————
—————$24.0066.64%$0.25$0.35608
01$4.25$5.65—$25.00—————
—————$27.0063.54%$0.80$1.0327115
088$2.80$3.25—$28.0063.83%$1.17$1.401753
052$2.23$2.75—$29.0063.20%$1.55$1.861881
1460$1.75$2.0762.39%$30.00—$1.96$2.43853
027$1.27$1.8564.09%$31.00—$2.58$3.40250
022$0.97$1.5064.49%$32.00—$3.20$4.1041
228$0.86$1.2167.13%$33.00—$3.90$4.8060
112$0.61$0.9365.81%$34.00—$4.65$5.95180
614$0.49$0.6565.00%$35.00—$5.45$6.7510
159$0.38$0.5065.51%$36.00—————
—————$37.00—$7.05$8.601720

Forward $29.71. The 25-delta put carries -2.27 volatility points over the 25-delta call.

2026-10-30(35 days)ATM 66.41%±6.11skew +3.53
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$8.45$10.40—$20.00—————
—————$25.0064.84%$0.50$0.681508
09$4.25$5.10—$26.0066.85%$0.74$1.0619719
07$3.40$4.40—$27.0063.26%$0.96$1.27732
05$2.96$3.60—$28.0064.20%$1.41$1.65874
112$2.41$3.10—$29.0062.65%$1.72$2.14877
854$2.03$2.5666.67%$30.00—$2.50$2.705531
645$1.69$2.0065.47%$31.00—$2.80$3.501001
0432$1.16$1.8165.08%$32.00—$3.50$4.005150
32155$1.08$1.4066.45%$33.00—$4.15$5.00130
0777$0.85$1.0564.99%$34.00—$4.85$6.1510
7986$0.54$0.8763.32%$35.00—$5.65$7.10100
—————$36.00—$6.50$7.2501

Forward $29.69. The 25-delta put carries +3.53 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 74.12%±8.64skew -0.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0781$9.80$10.50—$20.0076.11%$0.26$0.351,4594
059$8.65$9.55—$21.00—————
0543$8.10$8.85—$22.0074.71%$0.49$0.672047
0112$7.30$7.95—$23.0076.77%$0.79$0.9045121
0156$6.55$7.10—$24.0077.81%$0.99$1.297854
31,617$5.80$6.45—$25.0074.21%$1.25$1.4011,158305
0510$5.10$5.85—$26.0074.27%$1.52$1.8329611
2105$4.65$5.10—$27.0073.83%$1.91$2.2052715
31360$4.10$4.50—$28.0072.87%$2.28$2.642,67311
10385$3.60$3.95—$29.0071.90%$2.67$3.15902176
131,676$3.15$3.4073.52%$30.00—$3.35$3.7087679
30326$2.69$3.1074.09%$31.00—$3.80$4.657564
41,253$2.40$2.8476.02%$32.00—$4.45$5.256350
24510$2.07$2.2673.16%$33.00—$5.10$5.604147
0753$1.52$2.1772.41%$34.00—$5.80$6.804270
671,684$1.51$1.9775.87%$35.00—$6.55$7.553210
56512$1.36$1.5874.82%$36.00—$7.30$8.351230
91,577$1.18$1.4676.06%$37.00—$8.20$8.7020
9785$0.99$1.2074.73%$38.00—$8.90$10.151040
0731$0.79$1.1976.07%$39.00—$9.75$11.00590
542,550$0.75$0.9375.60%$40.00—$10.55$11.8560

Forward $29.75. The 25-delta put carries -0.51 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 69.76%±11.56skew -1.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
316,632$10.35$10.90—$20.0074.14%$0.68$1.016,5581
054$9.50$10.20—$21.0069.02%$0.75$1.041,9037
07,273$8.80$9.50—$22.0071.09%$1.10$1.359919
1182$7.75$8.95—$23.0072.63%$1.33$1.854302
0153$7.10$8.10—$24.0070.69%$1.66$2.013125
257,489$6.95$7.35—$25.0069.05%$2.02$2.221,1802
0309$5.90$6.90—$26.0070.57%$2.34$2.882450
32,467$5.40$6.35—$27.0067.71%$2.68$3.102321
11323$5.25$5.75—$28.0068.63%$3.25$3.603230
5327$4.65$5.35—$29.0070.34%$3.75$4.3516810
863,155$4.35$4.5569.08%$30.00—$4.35$4.701,07145
11406$3.95$4.4071.00%$31.00—$4.85$5.5023710
24684$3.55$3.9069.73%$32.00—$5.50$6.109608
24857$3.25$3.5569.92%$33.00—$6.10$6.9020719
8208$2.89$3.2569.61%$34.00—$6.75$7.601422
2425,716$2.63$2.9269.43%$35.00—$7.45$8.3529419
2911$2.35$2.8871.01%$36.00—$8.20$9.20990
29317$1.96$2.4267.96%$37.00—$9.05$9.801080
01,370$1.66$2.2867.83%$38.00—$9.70$10.80820
0186$1.46$2.2369.02%$39.00—$10.50$11.60220
571,848$1.66$1.8070.13%$40.00—$11.30$11.951210

Forward $29.92. The 25-delta put carries -1.08 volatility points over the 25-delta call.

2027-02-19(147 days)ATM 71.21%±13.51skew -2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
110$11.15$12.35—$19.00—————
057$10.25$11.70—$20.0074.55%$1.06$1.40355
07$9.55$10.95—$21.0073.62%$1.18$1.76430
0605$8.85$10.20—$22.0073.26%$1.48$2.05340
027$8.25$9.55—$23.0070.83%$1.78$2.18670
04$7.65$8.80—$24.0069.85%$2.11$2.4861
066$7.15$8.20—$25.0070.45%$2.58$2.8990
04$6.60$7.70—$26.0069.99%$2.99$3.301002
026$6.10$7.15—$27.0071.23%$3.40$4.00890
057$5.60$6.60—$28.0071.84%$3.90$4.60481
016$5.20$6.10—$29.0071.64%$4.40$5.15500
16161$4.75$5.7071.38%$30.00—$4.95$5.701501
0416$4.35$5.3071.20%$31.00—$5.55$6.25230
1120$4.10$4.8571.34%$32.00—$6.15$7.001120
013$3.75$4.5071.14%$33.00—$6.80$7.7016713
2164$3.75$4.2073.30%$34.00—$7.45$8.35830
13176$3.20$4.0072.15%$35.00—$8.10$9.0553713
017$2.86$3.6571.10%$36.00—$8.85$9.751150
1447$2.95$3.3573.08%$37.00—$9.55$10.50130
08$2.40$3.1070.71%$38.00—$10.30$11.4090
0128$2.11$2.8472.65%$40.00—$11.90$12.95280

Forward $29.90. The 25-delta put carries -2.80 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.