Options Skew Analytics

PH 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 30.40%±95.86skew +3.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$153.40$160.20—$810.0034.39%$2.10$3.0052
01$143.80$150.80—$820.00—————
—————$840.0033.85%$4.10$5.9041
01$107.00$115.00—$860.0032.20%$5.10$8.20173
—————$870.0032.44%$7.10$9.80421
—————$880.0032.54%$9.20$11.7090
—————$890.0031.49%$9.60$13.9062
110$75.10$82.60—$900.0031.25%$13.00$15.0054
233$67.90$75.50—$910.0031.48%$15.40$18.7052
215$62.00$68.30—$920.0031.97%$18.40$23.20671
078$56.00$61.80—$930.0031.01%$20.80$25.80540
015$49.00$54.70—$940.0031.58%$25.20$30.7030
664$43.00$49.20—$950.0030.41%$29.00$32.80116
113$38.00$43.50—$960.00—————
41$33.30$37.9030.40%$970.00—$37.90$43.8010
12$28.00$32.9029.77%$980.00—————
110$19.00$25.8029.31%$1,000.00—————
—————$1,010.00—$61.00$67.2001
026$13.00$18.2028.54%$1,020.00—————
133$10.00$15.1027.91%$1,030.00—$76.00$81.4010
04$8.00$12.9027.87%$1,040.00—————

Forward $964.73. The 25-delta put carries +3.34 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 32.09%±164.42skew +2.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
21$121.30$128.90—$870.0033.04%$23.90$27.80110
04$116.00$122.00—$880.0032.79%$27.20$29.8021
08$109.10$115.00—$890.0032.58%$29.50$33.3090
06$102.40$108.40—$900.0032.95%$31.10$40.00120
09$93.30$102.00—$910.0032.93%$34.80$43.70250
011$89.60$95.50—$920.0032.48%$40.20$44.6080
213$83.60$89.40—$930.0032.27%$43.20$49.2060
025$78.00$83.40—$940.0032.14%$47.50$53.30200
044$72.20$77.80—$950.0031.92%$51.60$57.70102
029$67.00$72.60—$960.0031.96%$56.60$62.70660
010$62.00$67.2032.15%$970.00—$60.70$69.7040
010$56.10$64.0032.11%$980.00—$65.90$75.00570
027$51.30$59.9032.01%$990.00—$71.30$80.50460
0105$48.00$53.7031.64%$1,000.00—$77.00$86.00670
03$42.30$51.5031.55%$1,010.00—$82.80$91.40260
019$40.00$46.5031.50%$1,020.00—$89.00$94.80150
517$36.00$42.4031.14%$1,030.00—$95.20$102.6030
054$33.00$38.3030.91%$1,040.00—$102.10$108.9020
029$29.00$36.2030.84%$1,050.00—$109.00$114.7030
517$26.80$33.2030.90%$1,060.00—$116.00$121.9040
098$24.00$29.2030.40%$1,070.00—$123.10$131.101000

Forward $969.39. The 25-delta put carries +2.39 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 32.10%±228.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$149.00$155.00—$870.0032.91%$39.40$46.60200
011$142.70$148.00—$880.0033.01%$42.60$51.0030
018$136.30$142.00—$890.0033.04%$46.20$55.0020
024$130.10$136.00—$900.0033.01%$49.90$59.0050
014$124.10$130.00—$910.0032.92%$55.60$61.0020
211$118.20$124.00—$920.0032.84%$59.70$65.0050
62$112.50$118.40—$930.0032.73%$64.00$69.0020
25$107.00$113.00—$940.0032.77%$68.40$74.00370
021$101.30$107.30—$950.0032.56%$72.80$78.00450
025$96.40$102.20—$960.0032.52%$77.50$83.0080
132$91.30$96.90—$970.0032.43%$82.20$88.0030
018$86.20$92.4032.38%$980.00—$87.50$93.00160
03$79.80$89.0032.18%$990.00—$91.50$100.0030
07$75.70$84.0032.04%$1,000.00—$97.00$106.00550
0125$72.20$80.0032.13%$1,010.00—$102.70$111.90350
065$68.50$76.0032.13%$1,020.00—$108.60$118.00620
03$63.20$72.0031.78%$1,030.00—$114.60$123.20490
015$60.80$66.2031.57%$1,040.00—$121.00$127.00120
2148$57.00$62.5031.43%$1,050.00—————
110$53.40$58.9031.29%$1,060.00—$133.70$140.0010
03$46.60$52.3031.03%$1,080.00—————

Forward $979.03. Not enough surviving quotes on both wings to measure the skew here.

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.