Options Skew Analytics

RACE option chain

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

Data as of 10 November 2026 (end of day)

2026-11-13(3 days)ATM 31.36%±11.83skew +1.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$83.80$87.90—$330.00—————
015$15.50$18.70—$400.00—————
04$11.80$13.50—$405.00—————
01$9.20$10.80—$407.5033.52%$1.55$2.1522
03$7.60$8.90—$410.0032.64%$2.10$2.8030
02$6.10$7.30—$412.5032.04%$2.90$3.6031
03$4.60$5.80—$415.0031.17%$3.80$4.60250
02$3.60$4.5031.60%$417.50—————
53$2.60$3.5031.67%$420.00—$6.60$7.5020
74$1.80$2.6031.40%$422.50—$8.30$9.10900
064$1.25$1.9531.71%$425.00—$8.90$12.3032
—————$430.00—$12.80$16.4040
—————$435.00—$17.60$20.80450
—————$440.00—$22.40$25.6022

Forward $416.00. The 25-delta put carries +1.81 volatility points over the 25-delta call.

2026-11-20(10 days)ATM 27.02%±18.61skew +1.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0115$26.20$29.40—$390.0031.31%$0.80$1.301602
—————$392.5030.37%$0.95$1.50140
06$21.70$24.90—$395.0030.51%$1.45$1.75190
029$19.50$22.70—$397.5029.77%$1.70$2.10731
0189$17.30$20.40—$400.0028.73%$1.90$2.501840
—————$402.5028.87%$2.60$3.00230
03$14.10$15.80—$405.0027.98%$2.95$3.60521
05$12.10$13.70—$407.5027.99%$3.80$4.30410
16156$10.70$11.60—$410.0027.63%$4.50$5.20230
02$9.00$9.80—$412.5027.38%$5.50$6.1020
05$7.70$8.40—$415.0027.22%$6.60$7.20270
611$6.40$7.1026.93%$417.50—$7.70$8.5081
063$5.40$5.9026.89%$420.00—$9.20$9.90830
04$4.30$5.0026.73%$422.50—$10.70$11.4060
011$3.50$4.1026.66%$425.00—$12.00$13.40190
01$2.70$3.4026.50%$427.50—————
091$2.35$2.7526.99%$430.00—$14.60$17.30780
03$1.85$2.3027.20%$432.50—$16.50$19.6001
128$1.50$1.9027.53%$435.00—$18.60$21.8050
03$1.00$1.5527.12%$437.50—————
0121$0.80$1.3027.59%$440.00—$23.00$26.202040

Forward $416.15. The 25-delta put carries +1.88 volatility points over the 25-delta call.

2026-12-18(38 days)ATM 26.53%±35.73skew +2.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
035$125.50$129.80—$290.00—————
040$115.60$119.90—$300.00—————
06$105.70$110.00—$310.00—————
021$96.30$100.00—$320.00—————
066$86.50$90.10—$330.00—————
0103$76.80$80.30—$340.00—————
062$67.10$70.60—$350.0035.22%$0.90$1.351850
082$57.60$61.10—$360.0032.68%$1.25$1.703050
0367$48.60$51.80—$370.0030.64%$1.90$2.252040
072$39.60$42.80—$380.0029.22%$2.95$3.3033816
074$31.20$34.10—$390.0028.19%$4.60$5.009644
0392$24.40$26.00—$400.0027.53%$7.10$7.602980
0166$18.00$18.70—$410.0026.82%$10.50$11.101201
70212$12.70$13.3026.49%$420.00—$15.20$15.801480
7256$8.50$9.1026.09%$430.00—$20.80$21.90480
0365$5.70$6.0026.14%$440.00—$27.70$29.20210
1265$3.40$3.9025.93%$450.00—$34.70$37.70440
176$2.05$2.4526.02%$460.00—$43.30$46.4030
9289$1.30$1.6026.61%$470.00—$52.60$55.8020
0130$0.70$1.0526.85%$480.00—————
—————$500.00—$82.10$86.4010

Forward $417.49. The 25-delta put carries +2.04 volatility points over the 25-delta call.

2027-02-19(101 days)ATM 29.00%±64.27skew +2.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$100.40$104.20—$320.0036.04%$1.80$2.701210
02$91.80$95.00—$330.0034.73%$2.35$3.30160
—————$340.0033.45%$3.10$4.00260
03$73.90$77.00—$350.0032.54%$4.10$5.10892
01$65.40$68.50—$360.0031.71%$5.50$6.40450
01$57.20$60.50—$370.0031.10%$7.30$8.20100
020$49.60$52.90—$380.0030.78%$9.80$10.50700
0106$42.50$45.40—$390.0030.19%$12.30$13.4050
019$36.30$38.40—$400.0029.78%$15.80$16.60150
017$30.80$32.00—$410.0029.71%$19.80$21.0040
5149$25.60$26.60—$420.0029.22%$24.50$25.20141
096$20.80$22.0028.90%$430.00—$29.90$30.60120
018$16.80$18.0028.69%$440.00—$35.90$37.1080
069$13.40$14.6028.53%$450.00—————
0120$10.60$11.8028.47%$460.00—————
052$8.60$9.5028.67%$470.00—$56.60$59.6060
298$6.70$7.2028.35%$480.00—$64.80$68.0010
238$5.20$6.1028.74%$490.00—————
142$4.00$4.9028.85%$500.00—————
012$3.10$3.7028.76%$510.00—————
09$2.25$3.2029.08%$520.00—————

Forward $421.26. The 25-delta put carries +2.11 volatility points over the 25-delta call.

2027-05-21(192 days)ATM 30.34%±93.08skew +1.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$270.0039.01%$1.80$2.6510
—————$290.0036.87%$2.80$3.7040
—————$300.0035.93%$3.50$4.4010
—————$310.0034.96%$4.30$5.2050
—————$320.0034.30%$5.40$6.3090
—————$330.0033.65%$6.70$7.6070
—————$340.0033.26%$8.30$9.4030
—————$360.0032.39%$12.50$13.6050
07$59.50$62.90—$380.0031.63%$18.20$19.1010
033$53.50$56.10—$390.0031.40%$21.60$22.7070
058$47.50$49.70—$400.0031.16%$25.50$26.6020
038$42.30$43.80—$410.0030.93%$29.80$30.9010
050$37.30$38.60—$420.00—————
0107$24.60$25.9030.01%$450.00—————
05$18.30$19.5029.76%$470.00—————
02$13.60$14.7029.79%$490.00—————
12$11.80$12.6029.82%$500.00—————
04$8.40$9.5029.80%$520.00—————
070$5.10$6.2029.99%$550.00—————
01$3.10$4.1030.33%$580.00—————

Forward $422.99. The 25-delta put carries +1.82 volatility points over the 25-delta call.

2027-06-17(219 days)ATM 29.92%±98.25skew +2.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$116.00$119.40—$310.0034.26%$5.00$5.90110
02$107.60$110.80—$320.0033.65%$6.20$7.101090
—————$330.0033.19%$7.70$8.60480
—————$340.0032.74%$9.40$10.40920
—————$350.0032.39%$11.50$12.502470
—————$360.0032.04%$13.90$14.90370
01$68.60$71.90—$370.0031.67%$16.60$17.60360
023$62.00$64.90—$380.0031.40%$19.70$20.80320
069$56.00$58.30—$390.0031.00%$23.20$24.00240
0218$49.90$52.00—$400.0030.83%$27.10$28.101200
029$44.70$46.10—$410.0030.64%$31.40$32.5090
031$39.70$41.00—$420.0030.30%$36.10$36.90120
015$35.00$36.3030.04%$430.00—$41.30$42.40150
0121$30.70$32.1029.84%$440.00—$47.00$48.1050
034$27.00$28.3029.75%$450.00—$53.10$54.10190
016$23.50$24.8029.57%$460.00—————
011$20.50$21.8029.52%$470.00—————
012$17.90$19.1029.51%$480.00—————
013$15.60$16.8029.56%$490.00—————
015$13.50$14.7029.55%$500.00—————
013$10.10$11.3029.63%$520.00—————

Forward $423.95. The 25-delta put carries +2.12 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.