Options Skew Analytics

QS 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 79.49%±0.64skew +7.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
18—$3.80$4.30—$0.50—————
5511$3.50$3.70—$1.00—————
05$2.96$3.35—$1.50—————
789$2.44$2.71—$2.00—————
03$1.62$2.23—$2.50—————
391496$1.54$1.69—$3.00—————
1197$0.87$1.30—$3.50110.78%$0.01$0.04676160
13817,487$0.64$0.70—$4.0088.45%$0.05$0.073,383148
4302,202$0.29$0.35—$4.5079.12%$0.16$0.221,30221
2,27414,126$0.11$0.1481.33%$5.00—$0.48$0.539,168349
668307$0.04$0.0688.01%$5.50—$0.89$1.1392
2696,514$0.02$0.04102.33%$6.00—$1.39$1.433,84661
—————$6.50—$1.75$2.4210
17411,216$0.02$0.03139.90%$7.00—$2.34$2.5168914
—————$7.50—$2.70$3.5010
1176,339$0.01$0.03166.97%$8.00—$3.25$3.6017140
—————$8.50—$3.75$4.4011
—————$9.00—$4.30$4.852265
—————$10.00—$5.20$5.8590
—————$11.00—$6.10$6.8520
—————$12.00—$7.20$7.8001

Forward $4.63. The 25-delta put carries +7.12 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 75.22%±0.77skew -3.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
12,486$3.95$4.20—$0.50—————
31,435$3.45$3.70—$1.00—————
0131$2.64$3.50—$1.50—————
4163$2.40$2.73—$2.00—————
01$1.63$2.49—$2.50—————
—————$3.5085.88%$0.01$0.041276
13333$0.65$0.76—$4.0077.97%$0.07$0.1011419
51178$0.34$0.38—$4.5074.28%$0.24$0.2513634
572920$0.16$0.1978.31%$5.00—$0.52$0.581350
1091,158$0.07$0.0981.43%$5.50—$0.86$1.17130
420790$0.05$0.0694.26%$6.00—$1.35$1.84291
7211,006$0.01$0.0494.79%$6.50—————
—————$7.00—$2.15$3.20100

Forward $4.62. The 25-delta put carries -3.46 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 74.16%±0.90skew -4.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10439$3.80$4.20—$0.50—————
3870$3.35$4.20—$1.00—————
659$2.99$3.80—$1.50—————
—————$3.5080.08%$0.02$0.051150
5170$0.60$0.82—$4.0073.49%$0.09$0.121620
217306$0.39$0.45—$4.5073.36%$0.26$0.3123513
35239$0.20$0.2575.80%$5.00—$0.56$0.6210
2965$0.10$0.1377.95%$5.50—————
0227$0.06$0.1088.18%$6.00—$1.34$1.65260
172$0.03$0.0793.10%$6.50—$1.75$2.6930
—————$7.00—$2.15$3.45110

Forward $4.64. The 25-delta put carries -4.46 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 74.74%±1.03skew -3.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
291410$3.90$4.25—$0.50—————
4159$3.50$3.80—$1.00—————
237$2.72$3.35—$1.50—————
24$2.52$2.79—$2.00—————
—————$3.5080.37%$0.04$0.07260
16$0.67$0.87—$4.0074.24%$0.12$0.169220
237$0.43$0.51—$4.5073.78%$0.30$0.36316
10634$0.24$0.3176.09%$5.00—$0.59$0.66120
0169$0.13$0.1877.85%$5.50—$0.99$1.0610
39213$0.08$0.1182.11%$6.00—————
422$0.05$0.0989.61%$6.50—$1.82$2.1411
—————$7.50—$2.67$3.2001

Forward $4.64. The 25-delta put carries -3.61 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.