Options Skew Analytics

PSKY option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 59.53%±0.94skew -6.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
113$5.60$6.10—$4.00—————
21$5.25$5.65—$4.50—————
010$4.45$5.10—$5.00—————
02$4.25$4.65—$5.50—————
04$3.65$4.15—$6.00—————
01$2.60$4.15—$7.00—————
—————$9.0063.20%$0.04$0.092,66241
22389$0.66$0.72—$9.5059.10%$0.13$0.18108150
260187$0.36$0.42—$10.0059.40%$0.32$0.393,5911,816
384569$0.17$0.2461.43%$10.50—$0.63$0.715,80563
279634$0.10$0.1265.55%$11.00—$1.03$1.381670
737923$0.03$0.0984.61%$12.00—————
—————$14.00—$3.55$5.3061
—————$15.00—$4.30$6.9520
—————$15.50—$4.75$7.4510
—————$16.00—$5.60$7.9522
—————$16.50—$5.65$6.5521
—————$17.00—$5.85$8.9510
—————$18.00—$7.40$9.9544

Forward $10.04. The 25-delta put carries -6.45 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 56.10%±1.18skew -3.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
419$5.70$6.15—$4.00—————
01$4.65$6.50—$5.00—————
01$3.90$4.15—$6.00—————
01$2.63$3.40—$7.00—————
13$1.69$2.46—$8.00—————
—————$9.0059.94%$0.10$0.158081
5435$0.76$0.83—$9.5056.74%$0.22$0.2645539
656488$0.47$0.51—$10.0055.93%$0.42$0.472,395447
111188$0.28$0.3257.74%$10.50—$0.73$0.8144221
33157$0.16$0.2059.86%$11.00—$1.11$1.196150
29266$0.09$0.1564.47%$11.50—————
18103$0.06$0.0967.04%$12.00—————
—————$13.00—$2.50$4.1550
—————$15.00—$4.35$6.5520
—————$15.50—$4.95$6.8502
—————$16.00—$5.45$6.3535
—————$17.00—$6.15$8.9510

Forward $10.05. The 25-delta put carries -3.12 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 57.33%±1.44skew -5.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$7.50$9.25—$2.00—————
36$4.60$6.40—$5.00—————
06$3.55$5.25—$6.00—————
03$2.60$4.05—$7.00—————
80$2.30$3.45—$7.50—————
3590$1.90$2.47—$8.0062.13%$0.03$0.061,12710
—————$8.5060.20%$0.07$0.1251
2787$0.95$1.37—$9.0057.94%$0.15$0.2116,7971,274
740$0.84$0.92—$9.5057.84%$0.30$0.37928
8,9877,935$0.55$0.63—$10.0056.97%$0.51$0.5911,5012,315
8611,107$0.36$0.4559.23%$10.50—$0.84$0.875,10430
2,95310,268$0.25$0.2960.78%$11.00—$1.21$1.2611,8431,083
16138$0.15$0.2263.24%$11.50—$1.55$1.89870
6517,335$0.10$0.1565.16%$12.00—————
2020,158$0.04$0.0970.62%$13.00—$2.60$3.40130
183110$0.03$0.0672.19%$13.50—————
—————$14.00—$3.40$4.454290
01,954$0.01$0.0584.92%$15.00—————
—————$15.50—$4.85$7.3010
—————$16.00—$5.35$7.8010
214$0.01$0.0399.18%$17.00—————

Forward $10.04. The 25-delta put carries -5.30 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 55.31%±1.59skew -1.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2249$5.45$7.95—$4.00—————
02$4.60$7.00—$5.00—————
—————$8.5059.48%$0.11$0.163219
—————$9.0057.55%$0.20$0.275122
07$0.90$1.00—$9.5055.33%$0.35$0.414967
1471$0.62$0.69—$10.0055.15%$0.57$0.6419111
5547$0.42$0.4955.98%$10.50—$0.87$0.934939
85220$0.28$0.3557.37%$11.00—$1.23$1.33510
0118$0.18$0.2558.58%$11.50—————
114$0.13$0.2162.99%$12.00—————
—————$15.50—$4.85$6.7510

Forward $10.05. The 25-delta put carries -1.04 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 57.12%±1.83skew -1.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
7244$5.45$7.95—$4.00—————
01$3.55$5.85—$6.00—————
20$1.86$2.48—$8.00—————
—————$8.5059.21%$0.14$0.21191
01$1.29$1.38—$9.0058.32%$0.25$0.341745
—————$9.5057.57%$0.41$0.5261
350$0.69$0.82—$10.0056.97%$0.63$0.75111
15272$0.49$0.6157.48%$10.50—$0.93$1.0440
71,250$0.34$0.4658.55%$11.00—$1.29$1.40200
1619$0.24$0.3560.20%$11.50—————
3710,070$0.16$0.2660.91%$12.00—————
—————$15.00—$4.40$6.3080

Forward $10.07. The 25-delta put carries -1.88 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 61.78%±2.49skew +0.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$3.70$4.55—$6.00—————
05$2.73$4.10—$7.0064.67%$0.06$0.093135
—————$8.0063.17%$0.18$0.251006
540$1.52$1.67—$9.0062.96%$0.43$0.572,114186
11264$0.95$1.12—$10.0062.31%$0.86$1.02859116
14613,756$0.59$0.6761.19%$11.00—$1.48$1.63432
298376$0.35$0.4362.37%$12.00—$2.25$2.3875
92181$0.23$0.2965.37%$13.00—$2.64$3.6510
2121$0.14$0.2067.30%$14.00—$3.55$4.55200

Forward $10.10. The 25-delta put carries +0.60 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 60.83%±2.97skew -4.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
125$4.70$5.40—$5.00—————
—————$7.0060.81%$0.11$0.153,9110
7365$2.22$2.65—$8.0062.06%$0.28$0.411,2675
0436$1.67$1.78—$9.0058.49%$0.60$0.6531,472598
72910,194$1.14$1.21—$10.0060.17%$1.08$1.187,16539
57154,406$0.78$0.8661.50%$11.00—$1.67$1.828150
4595,275$0.53$0.6263.03%$12.00—$2.37$2.536680
013,088$0.32$0.4462.83%$13.00—$3.20$3.35590
771,924$0.23$0.2963.66%$14.00—$3.60$4.502330
23,422$0.15$0.2164.59%$15.00—$3.95$5.4540
—————$18.00—$7.35$8.5010

Forward $10.05. The 25-delta put carries -4.34 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 60.02%±3.38skew -2.96
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
028$6.40$8.25—$3.00—————
5736$4.70$6.00—$5.00—————
03$3.00$4.95—$6.00—————
—————$7.0060.08%$0.16$0.232,0335
02,234$2.25$3.05—$8.0060.02%$0.37$0.4972,71399
75,293$1.79$1.96—$9.0059.38%$0.75$0.8123,601573
10054,212$1.25$1.47—$10.0060.15%$1.21$1.3636,7242,027
361,410$0.90$1.0559.98%$11.00—$1.86$1.9611,664191
1732,387$0.60$0.8160.66%$12.00—$2.47$2.6758,2850
91,351$0.43$0.6061.63%$13.00—$3.30$3.45730
23,678$0.35$0.4262.97%$14.00—$4.15$4.351000
021,007$0.25$0.3364.18%$15.00—$4.75$5.4514,5510
01,383$0.19$0.2665.65%$16.00—$5.55$6.551470
1057,932$0.11$0.1863.92%$17.00—$6.70$7.3525,4980
3219,413$0.05$0.0967.29%$20.00—$9.40$10.6533,0240
—————$22.00—$10.85$12.652,0080
17,620$0.01$0.0573.55%$25.00—$13.85$15.653,6590
017,469$0.01$0.0380.97%$30.00—————

Forward $10.08. The 25-delta put carries -2.96 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.