Options Skew Analytics

RDDT option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 73.31%±7.69skew +4.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1357$9.95$11.45—$90.0080.82%$0.33$0.463,477411
2262$9.10$10.70—$91.0080.62%$0.41$0.625241,214
382$8.45$8.95—$92.0078.65%$0.52$0.72284300
1370$7.70$8.25—$93.0078.73%$0.73$0.878536
2557$6.85$7.30—$94.0077.59%$0.87$1.0985130
187689$5.95$6.75—$95.0076.68%$1.10$1.30576170
74264$5.30$5.90—$96.0075.68%$1.34$1.571,3401,178
106761$4.65$5.30—$97.0075.18%$1.63$1.912645
134146$4.10$4.45—$98.0074.52%$2.00$2.2540202
130206$3.45$4.05—$99.0073.40%$2.33$2.69455
2,000994$2.97$3.35—$100.0073.85%$2.87$3.15432124
449925$2.52$2.7672.57%$101.00—$3.10$3.75352
317159$2.11$2.3772.93%$102.00—$3.75$4.30350
272565$1.73$1.9872.46%$103.00—$4.40$5.052016
257382$1.35$1.6571.49%$104.00—$5.00$5.651115
999662$1.15$1.3271.70%$105.00—$5.80$6.4022136
336159$0.91$1.1071.78%$106.00—$6.30$7.35812
189107$0.73$0.9071.99%$107.00—$7.20$8.151612
1,8121,407$0.61$0.7573.09%$108.00—$8.35$9.006215
70158$0.43$0.6673.27%$109.00—$8.60$9.954838
358542$0.37$0.4973.25%$110.00—$9.20$10.6018234

Forward $100.15. The 25-delta put carries +4.90 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 67.97%±11.83skew +5.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1251$10.45$12.55—$90.0071.93%$1.19$1.341,647130
0—$10.25$10.95—$91.0071.75%$1.36$1.60—54
16—$9.50$10.80—$92.0070.69%$1.54$1.81—10
0—$8.70$10.05—$93.0070.23%$1.79$2.06—36
0—$8.00$9.25—$94.0068.88%$1.95$2.35—33
47873$7.40$8.15—$95.0068.78%$2.29$2.661,47227
5—$6.70$7.55—$96.0069.60%$2.68$3.10—17
19—$6.10$6.90—$97.0068.25%$3.10$3.30—26
20—$5.55$6.30—$98.0068.94%$3.50$3.85—11
16—$5.00$5.70—$99.0068.74%$3.95$4.30—6
2431,739$4.60$5.15—$100.0068.42%$4.40$4.80745167
7—$4.05$4.7067.96%$101.00—$4.55$5.25—4
21—$3.60$4.2067.38%$102.00—$4.90$5.90—6
6—$3.20$3.5565.59%$103.00—$5.50$6.35—7
5—$2.74$3.3566.16%$104.00—$6.10$7.00—4
1,234752$2.50$2.7564.91%$105.00—$7.15$7.7060610
25—$2.15$2.4764.76%$106.00—$7.40$8.40—2
50—$1.87$2.1664.46%$107.00—$8.15$9.30—1
65—$1.61$1.8663.91%$108.00—$8.75$10.35—2
15—$1.42$1.6664.40%$109.00—$9.45$10.95—4
403809$1.19$1.3963.42%$110.00—$10.15$11.551,739303

Forward $100.28. The 25-delta put carries +5.83 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 61.29%±13.68skew +3.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
113$10.35$11.50—$91.0063.86%$1.77$2.09550
3150$10.20$10.70—$92.0062.82%$1.97$2.30300
022$9.20$9.95—$93.0062.49%$2.23$2.59103
618$8.70$9.25—$94.0062.75%$2.61$2.90370
26199$7.90$8.80—$95.0062.06%$2.86$3.2528625
3148$7.45$7.95—$96.0060.41%$3.00$3.601050
10$6.80$7.85—$97.0060.93%$3.40$4.1071
02$6.15$7.20—$98.0061.37%$3.85$4.6094
70$5.65$6.70—$99.0059.46%$4.10$4.9525
61169$5.30$5.90—$100.0060.36%$4.80$5.4021914
25763$4.70$5.6560.89%$101.00—$5.50$6.00180
03$4.40$5.2061.66%$102.00—$5.65$6.6070
14$4.00$4.6060.70%$103.00—$6.45$7.1003
396$3.60$4.2560.84%$104.00—$6.80$7.65018
39219$3.20$3.5058.33%$105.00—$7.45$8.401761
431$2.88$3.4560.05%$106.00—————
28$2.58$3.1560.15%$107.00—————
1066$2.27$2.7058.93%$108.00—$9.50$10.4591
11$2.01$2.4058.63%$109.00—————
85344$1.80$2.1358.55%$110.00—$10.75$12.153177
183$1.63$1.9659.17%$111.00—————

Forward $100.50. The 25-delta put carries +3.66 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 58.82%±15.52skew +5.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
047$11.45$12.85—$90.0062.54%$2.09$2.4013411
—————$91.0062.40%$2.32$2.7131
05$10.60$12.10—$92.0061.83%$2.54$3.0017
—————$93.0061.20%$2.83$3.25210
635$9.50$10.60—$94.0061.07%$3.10$3.65100
6831$8.75$9.90—$95.0060.83%$3.45$4.004113
40022$8.05$9.25—$96.0060.36%$3.80$4.35017
01$7.65$8.80—$97.00—————
23$7.10$8.20—$98.00—————
6599$6.15$7.05—$100.0059.29%$5.40$6.20513
—————$101.00—$6.10$6.702000
40$5.25$6.0058.82%$102.00—$6.40$7.350750
10$4.80$5.6058.82%$103.00—————
10$4.35$5.1558.35%$104.00—$7.80$8.5510
15199$4.00$4.7558.36%$105.00—$8.15$9.25562
10$3.70$4.3558.39%$106.00—————
20$3.35$3.8557.45%$107.00—————
—————$108.00—$10.05$11.2050
23210$2.72$3.4057.99%$109.00—$10.75$11.9510
62114$2.55$2.8757.09%$110.00—$11.40$12.75796
50$2.13$2.7456.75%$111.00—————

Forward $100.80. The 25-delta put carries +5.08 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 58.36%±17.44skew +6.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$12.90$14.45—$90.0062.22%$2.58$3.10594
—————$92.0061.20%$2.90$3.8552
28$11.00$11.85—$93.0061.72%$3.45$4.1041
24$10.30$11.60—$94.00—————
2304$9.20$10.60—$95.0060.67%$3.95$4.90286
11$8.90$9.90—$96.00—————
—————$98.0060.20%$5.25$6.1004
05$7.45$8.55—$99.00—————
1944$6.85$8.20—$100.0059.72%$6.00$7.20242
212$6.45$7.7059.91%$101.00—————
221$5.90$7.0058.44%$102.00—————
141$5.55$6.4558.26%$103.00—————
120$5.05$5.7056.42%$104.00—$8.55$9.3010
428$4.75$5.6057.98%$105.00—$9.05$10.05552
130$4.00$5.3056.60%$106.00—————
9912$3.95$4.9557.84%$107.00—————
630$3.55$3.9056.97%$109.00—————
8270$2.95$3.7556.13%$110.00—$11.85$13.4521
240$2.84$3.4556.69%$111.00—————
840$2.43$3.3556.62%$112.00—————
70$2.04$3.0055.23%$113.00—————

Forward $100.93. The 25-delta put carries +6.99 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 59.65%±19.63skew +4.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$39.25$42.55—$60.00—————
0106$34.25$36.85—$65.00—————
1106$29.50$32.05—$70.0068.98%$0.34$0.5172768
05$25.25$27.30—$75.0067.48%$0.75$0.8664730
887$21.30$22.80—$80.0065.65%$1.29$1.491,178183
455$17.15$18.75—$85.0064.16%$2.18$2.4089084
37473$13.85$14.75—$90.0062.56%$3.40$3.702,03251
30529$10.50$11.35—$95.0061.47%$5.10$5.502,443162
8451,329$7.95$8.35—$100.0060.13%$7.30$7.701,25397
539633$5.70$6.1559.28%$105.00—$10.10$10.509220
296708$4.00$4.4058.68%$110.00—$13.05$13.901,02135
4591,303$2.73$2.9957.81%$115.00—$16.45$17.706101
3122,265$1.85$2.1057.99%$120.00—$20.40$21.951,1193
87844$1.27$1.5058.72%$125.00—$25.65$26.256358
821,034$0.83$1.0058.56%$130.00—$29.20$31.1081823
28663$0.56$0.6959.08%$135.00—$33.90$35.753650
177962$0.36$0.5159.84%$140.00—$38.95$41.1084423
81432$0.26$0.4061.49%$145.00—$43.65$46.105182
—————$150.00—$48.15$51.0532612
—————$155.00—$53.00$56.05990
—————$175.00—$72.85$76.05100

Forward $100.65. The 25-delta put carries +4.75 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 58.95%±20.84skew +4.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$16.20$17.55—$87.0061.59%$2.68$3.30—0
—————$88.0061.56%$2.91$3.657036
—————$89.0060.97%$3.05$4.007031
—————$90.0060.51%$3.45$4.15021
—————$92.0060.44%$4.05$4.9501
2338$10.90$13.50—$93.00—————
21$10.95$12.70—$95.0059.05%$5.05$6.0070
11$9.75$10.80—$97.00—————
10$9.05$10.35—$98.00—————
10$8.65$9.80—$99.00—————
1012$8.25$8.85—$100.0058.80%$7.40$8.35848
—————$101.00—$8.00$9.0020
01$6.35$8.0555.60%$102.00—————
02$6.80$7.7559.14%$103.00—————
—————$104.00—$8.65$10.6520
02$6.10$6.8559.08%$105.00—$10.25$11.1510
21$5.75$6.4559.04%$106.00—————
10$4.50$5.4057.98%$109.00—————
32$4.40$5.0058.37%$110.00—$13.20$14.45047
01$3.40$4.1557.52%$113.00—————
94$2.89$3.4556.41%$115.00—$16.25$18.1053

Forward $100.68. The 25-delta put carries +4.56 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 57.35%±24.89skew +7.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
095$35.55$37.40—$65.0067.84%$0.52$0.762270
034$32.65$35.00—$67.5066.70%$0.69$0.94280171
0107$30.80$32.95—$70.0065.38%$0.90$1.1378319
062$29.10$30.55—$72.5067.29%$1.21$1.752720
249$26.85$28.60—$75.0065.43%$1.50$1.995567
276$24.65$26.40—$77.5063.99%$1.95$2.22273185
7303$22.95$24.30—$80.0063.47%$2.44$2.703,65055
068$21.00$22.50—$82.5062.04%$2.75$3.306206
0101$19.05$20.55—$85.0061.68%$3.45$3.9070543
066$16.10$18.70—$87.5064.71%$4.05$5.70603
20192$15.75$17.05—$90.0062.06%$5.20$5.6081890
46715$12.70$13.80—$95.0060.69%$7.00$7.501,01617
981,056$10.30$11.20—$100.0059.24%$9.00$9.902,42037
33300$8.10$8.4557.30%$105.00—$11.75$13.108395
1611,034$6.25$6.8057.46%$110.00—$14.70$15.851,061295
9293$4.80$5.4057.61%$115.00—$18.50$19.5526,5280
951,410$3.65$3.9556.69%$120.00—$22.40$23.255,87511
833,464$2.75$3.1056.96%$125.00—$25.95$27.959937
105871$2.07$2.3256.82%$130.00—$30.65$31.8087219
246718$1.50$1.8457.07%$135.00—$34.75$36.455182
1191,113$1.23$1.4258.00%$140.00—$39.25$41.257673

Forward $101.31. The 25-delta put carries +7.75 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.