Options Skew Analytics

PODD option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 49.94%±13.00skew +4.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$48.90$50.80—$100.00—————
01$26.50$31.40—$120.00—————
01$21.60$26.80—$125.00—————
03$16.80$21.80—$130.00—————
019$13.30$17.00—$135.0055.82%$0.75$1.204750
051$10.40$12.90—$140.0053.90%$1.65$2.00315
1121$7.90$8.60—$145.0052.07%$2.90$3.50552
6302$4.70$5.6049.90%$150.00—$4.90$5.501,2440
141,352$3.00$3.5051.23%$155.00—$7.50$8.502030
0159$1.35$2.1549.77%$160.00—————
31,486$0.85$1.3552.75%$165.00—$15.00$20.0070
441$0.30$0.5056.78%$175.00—$24.50$29.2010

Forward $149.95. The 25-delta put carries +4.12 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 43.65%±21.50skew +1.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$46.90$51.90—$100.00—————
02$41.80$47.50—$105.00—————
05$37.20$41.70—$110.00—————
04$32.40$36.90—$115.00—————
225$30.50$32.20—$120.0050.53%$0.70$1.003400
021$24.20$27.60—$125.0047.41%$0.95$1.407910
0121$18.10$23.40—$130.0046.59%$1.75$2.001294
07$16.30$19.20—$135.0044.96%$2.50$3.00451
037$14.30$15.60—$140.0044.33%$3.80$4.406140
029$11.10$12.20—$145.0044.16%$5.60$6.30580
14113$8.50$9.30—$150.0043.95%$7.80$8.701530
0116$5.90$7.2043.08%$155.00—$10.50$11.90500
1073$4.30$4.9041.95%$160.00—$13.50$15.10320
135$2.95$3.8042.61%$165.00—$17.30$18.70240
541$2.05$2.5542.18%$170.00—$20.90$26.0030
039$1.40$2.1543.91%$175.00—$25.10$29.6030
—————$180.00—$29.40$35.00100
—————$185.00—$34.20$39.5020
—————$190.00—$39.50$44.2060
—————$195.00—$43.00$49.10200
—————$200.00—$48.10$54.00300

Forward $150.65. The 25-delta put carries +1.72 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 45.69%±41.29skew +0.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$58.40$63.50—$90.0052.59%$0.55$0.90170
04$53.80$58.80—$95.00—————
07$49.30$54.20—$100.00—————
010$40.50$45.30—$110.0047.96%$2.15$2.6590
01$36.20$41.30—$115.0047.23%$2.85$3.50340
07$32.30$37.30—$120.0046.42%$3.70$4.50140
053$30.20$33.20—$125.0045.99%$4.90$5.70320
036$24.70$29.80—$130.0046.03%$6.60$7.103574
013$23.00$26.70—$135.0044.74%$7.80$8.704150
0115$18.40$23.40—$140.0044.37%$9.50$10.80220
012$16.20$21.00—$145.0043.86%$11.60$12.90440
04$14.00$18.40—$150.0043.94%$14.10$15.5030
06$11.60$16.9044.52%$155.00—————
074$11.80$14.7047.11%$160.00—$19.70$22.8020
028$10.10$11.8045.43%$165.00—$22.90$26.7020
026$8.50$10.2045.16%$170.00—————
036$7.20$8.9045.22%$175.00—————
08$4.80$8.0043.63%$180.00—$33.80$37.7050
025$5.20$6.6045.27%$185.00—————
014$4.40$5.6045.17%$190.00—————
031$3.20$4.5046.21%$200.00—————

Forward $151.42. The 25-delta put carries +0.86 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.