Options Skew Analytics

QXO option chain

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

Data as of 10 November 2026 (end of day)

2026-11-20(10 days)ATM 79.26%±1.80skew +3.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$5.50$6.50—$7.50—————
0112$5.40$5.90—$8.00—————
06$4.00$5.00—$9.00—————
010$3.60$4.40—$9.50—————
0474$3.10$3.90—$10.00—————
0245$2.70$3.40—$10.50—————
333,433$2.70$3.10—$11.0096.24%$0.05$0.107,239134
2127$2.05$2.40—$11.50—————
465,438$1.80$2.00—$12.00—————
50394$1.45$1.55—$12.5079.97%$0.20$0.305261
834,769$1.10$1.20—$13.0078.93%$0.35$0.452,823313
848337$0.75$0.90—$13.5080.39%$0.55$0.70201772
845,960$0.50$0.6578.30%$14.00—$0.80$0.951,174142
241,864$0.35$0.4075.71%$14.50—$1.10$1.2540
2828,886$0.20$0.3076.24%$15.00—$1.50$1.604695
1277$0.15$0.2078.83%$15.50—$1.85$2.2530
422,984$0.05$0.1070.84%$16.00—$2.20$2.606242
—————$17.00—$3.20$3.701,1010
—————$18.00—$4.20$4.709440
—————$19.00—$5.10$5.90310
—————$20.00—$6.10$7.0010

Forward $13.70. The 25-delta put carries +3.73 volatility points over the 25-delta call.

2026-12-04(24 days)ATM 67.87%±2.39skew +7.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$4.10$5.00—$9.00—————
02$3.70$4.50—$9.50—————
0150$3.40$4.00—$10.00—————
036$3.00$3.50—$10.50—————
0112$2.55$3.00—$11.00—————
095$2.10$2.60—$11.5077.05%$0.20$0.30512
029$1.75$2.25—$12.00—————
050$1.65$1.85—$12.5074.46%$0.40$0.6020
2555$1.30$1.45—$13.0071.20%$0.55$0.75343
1143$1.00$1.15—$13.5069.09%$0.75$0.9563
6442$0.75$0.9067.65%$14.00—$1.00$1.255310
570$0.55$0.6565.09%$14.50—$1.30$1.55100
37542$0.40$0.5065.21%$15.00—————
6194$0.30$0.4066.85%$15.50—————
4106$0.20$0.3066.21%$16.00—————
0102$0.15$0.2568.53%$16.50—————
—————$19.00—$5.10$5.9010
—————$23.00—$9.10$10.00—0
—————$24.00—$10.10$11.00—0
—————$25.00—$11.10$12.00—0
—————$26.00—$12.10$12.90—0

Forward $13.73. The 25-delta put carries +7.61 volatility points over the 25-delta call.

2026-12-11(31 days)ATM 67.38%±2.70skew +9.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$3.40$4.10—$10.00—————
013$2.70$3.10—$11.0079.61%$0.20$0.301155
02$2.30$2.65—$11.5076.11%$0.25$0.40152
05$1.90$2.30—$12.0073.16%$0.35$0.50153
028$1.75$1.90—$12.5073.98%$0.50$0.70630
30127$1.40$1.60—$13.0070.63%$0.65$0.851156
8165$1.10$1.40—$13.5070.18%$0.85$1.10200
033$0.90$1.0567.41%$14.00—————
3790$0.70$0.8567.17%$14.50—————
950630$0.50$0.6063.05%$15.00—————
027$0.40$0.5065.18%$15.50—————
7147$0.30$0.3563.64%$16.00—————
36$0.15$0.2565.65%$17.00—————
—————$23.00—$9.10$10.00—0
—————$24.00—$10.10$10.90—0
—————$25.00—$11.10$11.90—0
—————$26.00—$12.10$12.90—0
—————$27.00—$13.10$13.90—0
—————$28.00—$14.10$14.90—0

Forward $13.78. The 25-delta put carries +9.52 volatility points over the 25-delta call.

2026-12-18(38 days)ATM 67.36%±2.99skew +4.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.00$9.90—$4.00—————
01$7.20$7.90—$6.00—————
011$6.10$7.00—$7.00—————
015$5.20$5.90—$8.00—————
050$4.20$5.00—$9.00—————
7182$3.60$4.10—$10.00—————
1711$2.70$3.10—$11.0074.05%$0.25$0.3098325
302,152$2.20$2.35—$12.0071.19%$0.45$0.5582281
233,991$1.55$1.65—$13.0066.30%$0.75$0.8585844
5255,163$1.00$1.1567.38%$14.00—$1.20$1.4549617
6272,720$0.65$0.7566.56%$15.00—$1.85$2.10645
167602$0.40$0.5066.75%$16.00—$2.60$2.8580
333,371$0.25$0.3066.35%$17.00—$3.40$3.8020
53120$0.15$0.2067.33%$18.00—————
1171$0.10$0.1570.19%$19.00—$5.20$5.7010
—————$20.00—$6.20$6.9010
—————$24.00—$10.10$10.90—0
—————$25.00—$11.10$11.90—0
—————$26.00—$12.10$12.90—0
—————$27.00—$13.10$13.90—0
—————$28.00—$14.20$14.90—0

Forward $13.75. The 25-delta put carries +4.43 volatility points over the 25-delta call.

2027-01-15(66 days)ATM 63.63%±3.73skew +4.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0466$10.10$10.90—$3.00—————
01,304$8.60$9.00—$5.00—————
03$7.10$7.90—$6.00—————
058$5.40$6.00—$8.00—————
0117$4.40$5.00—$9.00—————
03,861$3.70$4.20—$10.0070.20%$0.20$0.3018,45719
11,781$2.85$3.30—$11.0067.07%$0.35$0.502,81321
224,548$2.25$2.65—$12.0066.55%$0.65$0.804,331534
1954,375$1.75$1.95—$13.0064.62%$1.00$1.205,32815
1053,024$1.30$1.4563.70%$14.00—$1.50$1.705583
1838,242$0.95$1.0563.50%$15.00—$2.10$2.455,2875
702,077$0.65$0.7562.65%$16.00—$2.80$3.201551
714,420$0.45$0.5061.72%$17.00—$3.50$3.901,46615
35753$0.30$0.4063.16%$18.00—$4.40$4.90660
220$0.20$0.3063.80%$19.00—————
2716,251$0.15$0.2064.08%$20.00—$6.30$6.701,80710
197,069$0.05$0.1063.05%$22.00—$8.20$8.905730
—————$24.00—$10.10$10.90—0
—————$26.00—$12.10$12.90—0
—————$28.00—$14.10$14.90—0
—————$32.00—$18.10$18.9010

Forward $13.77. The 25-delta put carries +4.83 volatility points over the 25-delta call.

2027-02-19(101 days)ATM 63.90%±4.63skew +0.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
019$8.10$9.00—$5.00—————
010$5.40$6.10—$8.00—————
02$4.60$5.20—$9.0070.33%$0.20$0.3037531
0100$3.90$4.40—$10.0068.52%$0.35$0.506734
0610$3.10$3.70—$11.0067.05%$0.60$0.751,28472
0526$2.50$2.95—$12.0064.39%$0.90$1.0543012
2573$1.90$2.35—$13.0065.39%$1.30$1.601530
174349$1.60$1.8564.03%$14.00—$1.80$2.101960
1331,237$1.25$1.4563.85%$15.00—$2.40$2.751180
35560$0.95$1.1563.80%$16.00—$3.10$3.50430
0201$0.70$0.9063.32%$17.00—$3.80$4.305080
094$0.55$0.7063.79%$18.00—$4.60$5.101600
098$0.40$0.5563.61%$19.00—$5.50$6.00160
01,034$0.30$0.4062.93%$20.00—$6.40$6.9070
044$0.25$0.3565.14%$21.00—$7.20$7.80190
0118$0.15$0.2562.92%$22.00—$8.10$8.8010
—————$26.00—$12.20$12.90—0
—————$27.00—$13.10$13.90—0
—————$28.00—$14.10$14.90—0

Forward $13.77. The 25-delta put carries +0.59 volatility points over the 25-delta call.

2027-03-19(129 days)ATM 65.97%±5.40skew +2.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$7.20$8.00—$6.00—————
010$6.30$7.10—$7.00—————
07$5.50$6.20—$8.00—————
013$4.80$5.40—$9.0069.37%$0.30$0.404,6022
0148$4.00$4.60—$10.0068.59%$0.50$0.654,02218
0223$3.30$3.80—$11.0066.83%$0.75$0.952,8319
1795$2.75$3.20—$12.0065.27%$1.10$1.30315500
1011,007$2.25$2.65—$13.0064.59%$1.55$1.751,2762
281,750$1.85$2.1565.47%$14.00—$2.05$2.406890
4712,567$1.55$1.7565.99%$15.00—$2.65$3.002850
37259$1.25$1.4065.36%$16.00—$3.30$3.70510
0476$1.00$1.1565.40%$17.00—$4.00$4.501100
37023,449$0.80$0.9565.61%$18.00—$4.80$5.301170
1144$0.60$0.7564.41%$19.00—$5.60$6.20120
242,805$0.50$0.6064.78%$20.00—$6.50$7.10350
0—$0.40$0.5065.19%$21.00—$7.40$8.00—0
092,555$0.25$0.4063.24%$22.00—$8.30$8.9010
1202$0.25$0.3565.75%$23.00—————
0—$0.20$0.3066.29%$24.00—$10.20$10.80—0
—————$26.00—$12.20$13.00—0
—————$27.00—$13.10$13.90—0

Forward $13.77. The 25-delta put carries +2.42 volatility points over the 25-delta call.

2027-05-21(192 days)ATM 65.25%±6.55skew +4.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$8.30$9.10—$5.00—————
01$6.50$7.30—$7.0074.50%$0.20$0.30100
022$5.80$6.40—$8.0072.16%$0.35$0.45280
010$5.10$5.60—$9.0070.04%$0.50$0.70510
083$4.30$4.90—$10.0067.90%$0.75$0.951360
030$3.70$4.20—$11.0068.15%$1.10$1.35282
0348$3.20$3.70—$12.0067.01%$1.50$1.7511
1321$2.65$3.10—$13.0066.30%$1.95$2.25110
013$2.20$2.6564.04%$14.00—$2.45$2.70481
3102$2.00$2.2565.63%$15.00—$3.00$3.401213
239$1.65$1.9064.62%$16.00—————
0115$1.30$1.6563.72%$17.00—$4.40$4.8013220
70106$1.15$1.4064.41%$18.00—————
091$0.90$1.2063.48%$19.00—$5.90$6.5050
043$0.75$1.0063.08%$20.00—$6.80$7.40180
1—$0.65$0.8563.42%$21.00—$7.60$8.20—0
—————$22.00—$8.50$9.00—0
0—$0.45$0.6563.88%$23.00—$9.40$10.00—0
0—$0.35$0.5563.19%$24.00—$10.30$11.00—0
1—$0.35$0.5065.10%$25.00—$11.30$11.80—0
—————$26.00—$12.20$12.80—0

Forward $13.85. The 25-delta put carries +4.73 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.

QXO option chain | Options Skew Analytics