Options Skew Analytics

PSKY option chain

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

Data as of 5 October 2026 (end of day)

2026-10-09(4 days)ATM 74.04%±0.76skew -2.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
71$5.00$5.40—$4.50—————
31$4.60$4.85—$5.00—————
32$4.25$4.40—$5.50—————
22$3.55$4.00—$6.00—————
70$3.25$3.40—$6.50—————
33$2.68$2.95—$7.00—————
512$2.11$2.46—$7.50—————
37$1.46$1.99—$8.00—————
4697$1.25$1.36—$8.5086.99%$0.01$0.0312516
38121$0.72$0.90—$9.0079.75%$0.05$0.071,0491,023
6726,026$0.46$0.50—$9.5073.92%$0.14$0.199,9881,114
1,1823,558$0.21$0.2474.14%$10.00—$0.38$0.434,1281,304
7174,176$0.08$0.1075.97%$10.50—$0.76$0.854491
1121,227$0.03$0.0479.90%$11.00—$1.02$1.376130
311,269$0.01$0.0494.82%$11.50—$1.52$2.4350
201363$0.01$0.02103.80%$12.00—$2.17$2.35102
—————$12.50—$2.49$2.9302
—————$13.00—$3.15$3.4011
—————$14.00—$4.15$5.0007
—————$14.50—$4.65$5.4501
—————$15.00—$5.15$5.9017

Forward $9.82. The 25-delta put carries -2.04 volatility points over the 25-delta call.

2026-10-16(11 days)ATM 68.22%±1.16skew +6.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
217$7.65$9.00—$1.00—————
02$7.35$7.90—$2.00—————
02$6.40$6.95—$3.00—————
01$4.30$4.95—$5.00—————
07$3.45$4.00—$6.00—————
12$2.79$3.50—$6.50—————
14$2.51$2.86—$7.00—————
04$1.57$2.54—$7.50—————
0486$1.60$1.88—$8.00—————
435$1.00$1.42—$8.5074.63%$0.06$0.107078
1022,533$0.91$1.01—$9.0070.93%$0.16$0.1722,7621,221
1516,871$0.58$0.66—$9.5069.43%$0.31$0.342,9311,574
5,83927,024$0.36$0.3967.74%$10.00—$0.54$0.5930,008621
28617,633$0.16$0.2264.66%$10.50—$0.87$0.933,3840
1,37411,765$0.08$0.1266.22%$11.00—$1.10$1.5714,2614
1355,007$0.06$0.0873.80%$11.50—$1.63$2.39870
3718,790$0.03$0.0678.37%$12.00—$2.07$2.683,0364
—————$13.00—$2.95$3.60130
21,115$0.01$0.04108.47%$14.00—$4.00$4.903740
—————$17.00—$7.05$8.0507

Forward $9.81. The 25-delta put carries +6.26 volatility points over the 25-delta call.

2026-10-23(18 days)ATM 61.34%±1.34skew -0.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
154$5.05$7.80—$4.00—————
01$3.35$4.10—$6.00—————
02$1.39$2.03—$8.00—————
—————$8.5065.97%$0.10$0.131533
027$0.97$1.07—$9.0062.39%$0.19$0.234200
4315$0.68$0.72—$9.5061.19%$0.36$0.4060115
143379$0.43$0.4761.40%$10.00—$0.61$0.662419
0112$0.26$0.3062.03%$10.50—$0.94$1.004959
4391$0.15$0.1963.06%$11.00—$1.27$1.73140
0121$0.08$0.1364.94%$11.50—$1.66$2.6920
325$0.05$0.0765.51%$12.00—————
267$0.03$0.0771.93%$12.50—————
—————$15.50—$5.40$7.0512
—————$18.00—$7.90$9.4006

Forward $9.81. The 25-delta put carries -0.67 volatility points over the 25-delta call.

2026-10-30(25 days)ATM 59.08%±1.52skew -0.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0217$4.80$7.80—$4.00—————
01$3.35$5.20—$6.00—————
01$2.39$2.99—$7.00—————
17$1.63$2.61—$7.5066.79%$0.02$0.064191
04$1.41$2.24—$8.00—————
—————$8.5061.70%$0.13$0.171383
035$1.02$1.12—$9.0060.25%$0.25$0.2942520
21174$0.73$0.80—$9.5060.63%$0.45$0.4810,08158
41293$0.49$0.5559.00%$10.00—$0.67$0.7428152
3326$0.31$0.3758.99%$10.50—$0.95$1.0650
591,596$0.20$0.2560.37%$11.00—$1.35$1.45210
240$0.13$0.1862.82%$11.50—————
110,145$0.07$0.1262.82%$12.00—$2.10$3.25410
262$0.05$0.1067.20%$12.50—————
—————$15.00—$5.00$7.3080

Forward $9.81. The 25-delta put carries -0.12 volatility points over the 25-delta call.

2026-12-18(74 days)ATM 60.90%±2.70skew -1.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$4.35$5.15—$5.00—————
211$3.35$3.95—$6.0070.08%$0.04$0.0814,35320
025$2.42$3.15—$7.00—————
2366$1.97$2.20—$8.0061.05%$0.29$0.341,879105
1,55238,562$1.40$1.53—$9.0060.43%$0.62$0.6829,24337
79515,886$0.96$1.0260.79%$10.00—$1.12$1.197,294163
95864,557$0.62$0.6861.47%$11.00—$1.78$1.8480251
16595,819$0.40$0.4462.15%$12.00—$2.50$2.646680
1913,083$0.26$0.2963.29%$13.00—$3.35$3.656510
81,945$0.16$0.2064.30%$14.00—$4.25$4.502435
13,414$0.09$0.1464.78%$15.00—$5.00$6.5040
91,328$0.03$0.0867.50%$17.00—————

Forward $9.83. The 25-delta put carries -1.10 volatility points over the 25-delta call.

2027-01-15(102 days)ATM 57.66%±3.00skew -0.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
028$5.65$7.65—$3.00107.71%$0.01$0.0325560
28728$4.60$5.05—$5.00—————
4232$2.70$3.10—$7.00—————
252,263$2.03$2.40—$8.0058.32%$0.38$0.4374,441130
1027,272$1.50$1.65—$9.0057.98%$0.74$0.8027,1411
36553,920$1.06$1.1657.96%$10.00—$1.25$1.3144,666994
1551,264$0.65$0.8156.61%$11.00—$1.80$1.979,833450
14445,827$0.53$0.5559.81%$12.00—$2.64$2.7656,85135
121,368$0.29$0.4058.72%$13.00—$3.45$3.60640
153,669$0.23$0.2961.32%$14.00—$4.25$5.40963
2321,049$0.15$0.2362.80%$15.00—$5.05$6.4010,5480
—————$16.00—$6.05$7.551280
157,926$0.09$0.1466.67%$17.00—$7.00$8.4525,4980
—————$20.00—$9.35$11.6033,0240
11,065$0.01$0.0672.42%$22.00—$11.45$13.6080
07,220$0.01$0.0477.79%$25.00—$14.40$16.604640
017,644$0.01$0.0387.44%$30.00—————

Forward $9.83. The 25-delta put carries -0.40 volatility points over the 25-delta call.

2027-03-19(165 days)ATM 58.25%±3.84skew -0.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.35$9.15—$1.00—————
01$7.35$8.15—$2.00—————
01$5.40$6.10—$4.00—————
0252$4.50$5.10—$5.00—————
027$3.55$4.10—$6.00—————
—————$7.0058.29%$0.29$0.395481
025$2.40$2.59—$8.0059.69%$0.62$0.731,405111
18181$1.79$1.96—$9.0058.02%$0.98$1.154,2761
0459$1.32$1.5358.64%$10.00—$1.54$1.696,7020
112,489$0.96$1.1658.03%$11.00—$2.10$2.326,5090
6265,963$0.72$0.8858.38%$12.00—$2.89$3.0563,98645
1383$0.52$0.7159.24%$13.00—$3.65$3.8530
—————$14.00—$4.50$4.701184
2236$0.33$0.4060.50%$15.00—$5.40$6.051290
—————$16.00—$6.25$6.9040
—————$17.00—$6.85$8.50450
—————$20.00—$10.00$11.4510

Forward $9.81. The 25-delta put carries -0.81 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.