Options Skew Analytics

RH option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 56.96%±9.83skew -0.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
23$9.60$12.20—$115.0060.56%$0.75$1.059322
21$8.80$10.70—$116.0059.07%$0.85$1.20534
20$7.90$10.00—$117.0059.25%$1.05$1.451731
22$7.20$9.20—$118.0058.81%$1.25$1.703624
21$6.20$8.20—$119.0057.84%$1.35$2.0585
366$5.70$7.50—$120.0058.04%$1.75$2.3054786
33$4.90$6.80—$121.00—————
53$4.30$6.10—$122.0057.02%$2.30$3.10185
52$3.80$5.40—$123.0058.09%$2.60$3.80324
—————$124.0055.25%$2.85$4.10172
63102$3.40$4.1056.94%$125.00—$3.60$4.6057932
—————$126.00—$3.70$5.80332
—————$127.00—$4.60$6.4035
—————$128.00—$5.10$7.10232
372$2.00$2.5558.38%$129.00—$5.50$9.0030
728$1.50$2.4558.44%$130.00—$6.20$8.60495
20810$1.35$2.1058.82%$131.00—$7.10$9.30535
—————$132.00—$7.50$11.4020
—————$133.00—$8.20$12.20100
—————$134.00—$8.90$13.0020
—————$135.00—$10.30$13.90291

Forward $124.65. The 25-delta put carries -0.00 volatility points over the 25-delta call.

2026-10-09(14 days)ATM 54.02%±13.23skew +0.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$17.10$22.10—$105.00—————
20$13.80$17.50—$110.00—————
20$11.10$13.50—$114.0059.11%$1.35$1.950108
21$10.10$12.60—$115.0058.56%$1.55$2.15610
21$9.50$11.90—$116.00—————
41$8.70$11.10—$117.00—————
40$8.30$10.30—$118.0054.50%$1.90$2.8531
41$7.70$9.80—$119.00—————
44$7.10$9.10—$120.0056.45%$2.85$3.602202
41$6.00$7.60—$122.0056.13%$3.70$4.3023
30$5.40$7.30—$123.0050.94%$3.00$4.9003
20$4.90$6.50—$124.0057.48%$4.50$5.60042
146$4.90$5.90—$125.0054.87%$4.90$5.70948
10$3.20$4.6052.90%$128.00—$6.50$7.40021
3135$3.00$3.9055.88%$130.00—$7.80$9.4091
170$2.15$3.5052.62%$131.00—$8.10$11.5065
13$1.60$2.6053.72%$134.00—————
—————$135.00—$10.40$14.401401
2824$0.85$1.4055.63%$140.00—$15.00$18.50321
—————$145.00—$18.90$23.7090
—————$150.00—$24.00$29.00110

Forward $125.10. The 25-delta put carries +0.78 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 56.98%±16.97skew +0.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
261$15.20$17.60—$110.0057.75%$1.50$1.9039340
20$12.30$14.40—$114.0059.08%$2.25$3.40794
22$10.20$14.00—$115.0057.21%$2.60$3.3053114
20$10.80$13.00—$116.0057.48%$2.80$3.8011
20$11.00$12.30—$117.0057.99%$3.10$4.30260
20$9.40$11.60—$118.0056.86%$3.40$4.5010
20$9.10$11.00—$119.0057.39%$3.90$4.9010
2100$8.70$10.00—$120.0056.36%$4.00$5.4016938
20$7.90$9.70—$121.0062.12%$4.40$7.20150
20$7.10$9.10—$122.00—————
20$6.70$8.60—$123.0058.60%$5.20$7.50210
—————$124.0060.19%$5.60$8.5022
217$5.20$7.5056.94%$125.00—$6.20$8.201540
—————$126.00—$6.50$9.2020
—————$128.00—$7.50$11.2020
—————$129.00—$8.10$11.7010
37216$4.00$5.5060.24%$130.00—$8.70$11.801730
—————$133.00—$10.50$14.0010
750$2.80$3.9058.72%$134.00—————
13218$2.60$3.6058.82%$135.00—$11.90$15.701500
8535$1.65$2.3558.46%$140.00—$16.40$19.104520

Forward $124.15. The 25-delta put carries +0.62 volatility points over the 25-delta call.

2026-10-23(28 days)ATM 55.14%±19.12skew +1.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$36.90$43.10—$85.00—————
20$32.00$37.60—$90.00—————
20$27.30$32.60—$95.00—————
20$23.50$27.80—$100.00—————
21$18.70$23.40—$105.00—————
2200$15.80$20.60—$110.0058.99%$2.10$2.55180
20$11.10$15.20—$115.0057.34%$3.30$3.803310
520$8.80$11.30—$120.0056.05%$5.00$5.501522
220$7.00$8.30—$125.0054.84%$7.10$7.801229
11$5.30$6.1055.99%$130.00—$9.90$10.701541
21$3.40$4.4054.75%$135.00—$13.00$16.30720
04$2.35$3.3056.04%$140.00—$16.50$20.4080
27$1.55$2.3556.36%$145.00—$20.40$24.7050
—————$155.00—$28.10$33.0020
—————$160.00—$33.30$39.2010
—————$165.00—$38.40$44.00310

Forward $125.20. The 25-delta put carries +1.30 volatility points over the 25-delta call.

2026-10-30(35 days)ATM 59.49%±23.00skew +2.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$19.40$24.30—$105.0062.16%$1.65$2.7530
20$15.10$19.90—$110.0061.62%$2.65$4.10130
20$12.10$16.20—$115.0059.74%$4.10$5.40520
21$10.30$12.50—$120.0060.92%$5.90$8.00150
127$7.90$10.2059.44%$125.00—$8.40$10.00151
—————$130.00—$10.80$13.6050
18$4.80$5.9059.96%$135.00—$14.40$17.2010
173$3.50$4.4059.56%$140.00—$17.30$21.1010
041$2.35$3.3058.88%$145.00—$21.80$24.304420
2252$1.60$2.4058.49%$150.00—————
—————$155.00—$29.70$34.20031
—————$180.00—$53.30$58.90200

Forward $124.85. The 25-delta put carries +2.74 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 61.34%±30.13skew +3.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
029$48.30$52.70—$75.00—————
04$42.60$47.70—$80.00—————
04$33.90$38.30—$90.0067.30%$1.05$1.70568250
22$31.30$33.70—$95.0064.51%$1.50$2.25495250
041$25.60$29.70—$100.0063.36%$2.50$2.901485
013$22.20$25.30—$105.0062.47%$3.40$4.203510
01$18.80$21.70—$110.0062.02%$4.70$5.8058311
11$15.80$18.70—$115.0060.86%$6.50$7.3040711
0105$12.20$15.70—$120.0062.05%$8.30$10.301970
075$11.00$12.90—$125.0060.58%$10.90$12.201091
150$9.70$10.3061.42%$130.00—$13.80$15.402912
058$5.90$8.6056.47%$135.00—$16.20$19.30530
80209$4.70$6.9056.68%$140.00—$19.50$23.40490
199$4.00$5.5057.71%$145.00—$23.20$26.60870
2161$3.40$4.3058.42%$150.00—$26.80$30.803360
019$2.50$3.6058.62%$155.00—$31.70$34.70178
1541$2.20$2.7559.35%$160.00—$35.30$39.70360
033$1.45$2.2558.61%$165.00—$39.80$44.00330
—————$170.00—$44.60$47.70732
—————$175.00—$49.10$53.20680
—————$180.00—$53.80$58.40890

Forward $125.40. The 25-delta put carries +3.60 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 67.55%±40.61skew +4.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
093$48.50$53.60—$75.0073.34%$0.85$1.301950
059$44.00$48.70—$80.0070.46%$1.20$1.651750
08$40.00$44.40—$85.0070.12%$1.85$2.35530
019$35.80$40.20—$90.0070.01%$2.50$3.50690
032$31.60$36.40—$95.0069.02%$3.50$4.50420
180$27.50$32.70—$100.0068.28%$4.80$5.701740
07$25.00$28.80—$105.0068.73%$6.00$7.90230
08$21.80$25.50—$110.0065.80%$7.70$8.801080
08$18.80$22.60—$115.0068.50%$9.60$12.30710
011$15.50$19.60—$120.0068.22%$11.80$14.801230
117$14.60$16.90—$125.0066.03%$14.30$16.60793
1468$13.80$14.7068.39%$130.00—$17.40$18.90670
078$11.00$12.6065.77%$135.00—$19.50$23.002251
039$8.80$11.1064.75%$140.00—$23.20$26.501330
032$8.00$9.5065.67%$145.00—$26.60$30.401090
0187$5.80$8.2063.31%$150.00—$30.10$33.502560
0128$4.80$7.0063.08%$155.00—$34.40$37.501330
1395$4.50$6.0064.39%$160.00—$37.90$42.10470
053$3.20$5.1062.67%$165.00—$40.80$46.302320
019$2.85$4.3063.16%$170.00—$46.20$51.20740
1642$2.65$3.7064.23%$175.00—$50.60$54.5050

Forward $125.30. The 25-delta put carries +4.34 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 64.64%±45.30skew +5.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$49.30$54.30—$75.0071.92%$1.30$2.052370
029$44.90$50.10—$80.0070.58%$1.85$2.704950
019$41.20$45.90—$85.0068.18%$2.45$3.301370
012$37.70$41.50—$90.0069.88%$3.50$4.901320
112$35.50$37.40—$95.0068.59%$4.60$6.006330
087$30.20$34.40—$100.0067.94%$5.90$7.502691
021$27.60$30.80—$105.0067.92%$7.90$9.00950
057$23.80$27.80—$110.0067.97%$9.30$11.60650
013$21.00$24.30—$115.0067.27%$11.30$13.70700
049$18.40$22.30—$120.0066.91%$13.50$16.201100
015$17.20$19.40—$125.0064.28%$16.10$17.501230
151$14.80$17.0063.10%$130.00—$19.10$20.901885
060$13.90$15.0064.64%$135.00—$22.00$23.901960
064$10.50$13.3061.47%$140.00—$24.80$28.803080
0605$8.90$11.8061.24%$145.00—$28.30$33.40570
0373$8.30$10.3062.27%$150.00—$32.20$34.502674
080$7.30$9.0062.36%$155.00—$35.50$39.401310
15103$6.50$7.7062.30%$160.00—$39.30$43.40920
042$5.30$6.7061.49%$165.00—$43.20$47.2023720
0271$4.70$6.0062.13%$170.00—$47.50$52.007910
238$4.40$5.2062.86%$175.00—$51.70$55.901540

Forward $126.52. The 25-delta put carries +5.79 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.