Options Skew Analytics

RL 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 35.17%±24.47skew +2.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$148.10$152.20—$250.00—————
02$138.10$142.30—$260.00—————
03$128.80$132.20—$270.00—————
03$109.20$112.30—$290.00—————
02$99.10$102.40—$300.00—————
015$89.30$92.30—$310.00—————
012$79.20$82.30—$320.00—————
013$68.90$72.50—$330.00—————
016$59.50$62.40—$340.00—————
015$49.70$52.50—$350.0049.26%$0.60$0.951683
1014$40.00$42.60—$360.00—————
2318$30.40$33.50—$370.00—————
1350$22.00$25.00—$380.0036.48%$2.25$3.302702
2258$14.90$17.00—$390.0034.96%$4.50$5.801794
15227$9.00$11.20—$400.0035.20%$8.50$10.30766
7266$4.60$6.9034.58%$410.00—$14.40$15.708811
862$2.35$3.5034.01%$420.00—————
8130$1.05$1.7534.11%$430.00—$28.90$32.1030
—————$470.00—$68.40$71.4002
—————$480.00—$78.20$81.6001
—————$500.00—$98.20$101.7001

Forward $400.70. The 25-delta put carries +2.47 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 31.72%±41.71skew +2.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$158.70$163.00—$240.00—————
01$99.90$103.00—$300.00—————
—————$350.0034.91%$2.00$2.6054
01$44.00$47.00—$360.0034.51%$2.95$4.401,71811
20$36.10$39.00—$370.0034.04%$4.60$6.60415
14$28.60$31.50—$380.0032.98%$7.10$8.8042
224$22.20$25.00—$390.0032.75%$10.30$12.6010
024$16.20$19.50—$400.0032.13%$14.60$16.7020
33$12.00$13.8031.29%$410.00—$20.00$21.4020
210$8.40$10.0031.07%$420.00—————
135$5.60$6.5030.16%$430.00—————
119$3.50$4.3029.71%$440.00—————
11$2.25$2.7529.63%$450.00—————
—————$470.00—$68.50$72.1010

Forward $402.21. The 25-delta put carries +2.82 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 30.81%±53.19skew +3.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$120.30$123.50—$280.00—————
033$111.00$113.90—$290.00—————
017$100.90$104.00—$300.00—————
026$91.70$94.50—$310.00—————
3088$82.00$85.00—$320.00—————
0111$73.20$76.00—$330.00—————
036$64.50$67.00—$340.00—————
016$55.60$58.50—$350.0034.72%$4.00$6.20162
045$47.10$50.50—$360.0033.74%$5.60$8.00480
051$39.30$41.30—$370.0032.48%$7.90$9.70513
066$33.20$36.00—$380.0032.47%$10.60$13.5040
024$26.40$29.50—$390.0031.39%$14.30$16.3034
3084$21.60$24.00—$400.0031.33%$18.80$21.00150
020$16.70$18.7030.52%$410.00—$24.10$26.0080
046$12.50$14.8030.18%$420.00—$29.20$32.4020
074$9.20$10.7029.28%$430.00—————
429$6.90$8.1029.35%$440.00—$43.60$46.50170
182$5.00$6.0029.27%$450.00—$51.50$54.50929
012$3.50$4.3029.03%$460.00—$60.20$63.3020
08$2.50$3.1029.08%$470.00—$69.30$72.4030
18$1.55$2.1028.55%$480.00—————

Forward $402.92. The 25-delta put carries +3.13 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 33.22%±88.86skew +3.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$116.00$119.00—$290.00—————
08$106.90$110.30—$300.00—————
018$98.60$101.50—$310.00—————
036$90.10$93.00—$320.0036.86%$5.70$8.90690
03$82.00$85.00—$330.0036.44%$7.70$10.50800
08$74.30$77.50—$340.0036.00%$9.90$12.50240
09$67.40$70.00—$350.0035.52%$12.20$15.0010
013$60.40$63.00—$360.0035.28%$15.10$18.0021
23$54.00$56.50—$370.0034.87%$18.50$21.0040
27$47.50$50.50—$380.00—————
02$41.80$44.60—$390.00—————
025$36.90$39.50—$400.0033.62%$30.20$33.3080
12$32.20$35.0033.57%$410.00—————
010$27.70$30.2033.07%$420.00—$40.60$43.7050
014$23.50$26.9033.02%$430.00—$46.70$50.0020
04$20.00$22.6032.45%$440.00—$53.10$56.4010
011$12.00$14.8032.31%$470.00—————
102$10.00$12.3031.98%$480.00—————
102$6.60$9.6032.14%$500.00—————
—————$510.00—$110.00$113.4020
03$4.40$7.1032.15%$520.00—————

Forward $406.57. The 25-delta put carries +3.29 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 34.76%±110.49skew +2.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$120.70$123.60—$290.00—————
—————$300.0037.89%$5.80$9.10520
—————$310.0037.42%$7.30$10.80500
03$96.80$99.50—$320.0037.23%$9.40$12.801000
1017$89.30$92.00—$330.0036.81%$11.50$15.0020
1012$81.80$84.90—$340.0036.69%$14.40$17.5030
093$75.40$78.00—$350.0036.22%$17.10$20.20100
015$68.70$71.50—$360.00—————
031$62.40$65.50—$370.00—————
015$56.80$59.50—$380.0035.48%$27.70$31.0020
06$51.10$54.50—$390.00—————
010$46.40$49.00—$400.0035.11%$36.60$40.1010
09$41.30$44.5035.03%$410.00—$41.80$45.2010
03$37.20$40.0034.92%$420.00—————
01$32.90$35.8034.57%$430.00—————
1010$25.70$29.0034.32%$450.00—$65.80$69.3010
01$23.00$25.4034.12%$460.00—————
01$17.50$20.2033.81%$480.00—$87.90$91.0011
—————$500.00—$104.30$107.6010
01$9.60$12.9033.48%$520.00—————
01$7.10$10.3033.48%$540.00—————

Forward $409.38. The 25-delta put carries +2.75 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.