Options Skew Analytics

RMD option chain

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

Data as of 23 September 2026 (end of day)

2026-11-20(58 days)ATM 34.73%±30.82skew +1.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$195.0036.66%$2.50$3.5010
04$25.50$27.30—$200.0035.93%$3.50$4.40251
—————$210.0035.58%$6.30$7.50120
—————$220.0034.92%$10.30$11.60214
010$8.10$9.9034.51%$230.00—$15.50$17.20170
61$4.90$5.9033.24%$240.00—$22.10$24.2001
2210$2.85$4.1034.10%$250.00—————
04$0.90$1.4034.03%$270.00—————

Forward $222.60. The 25-delta put carries +1.83 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 31.85%±39.89skew +1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$81.80$85.50—$140.00—————
03$72.10$75.20—$150.00—————
06$67.30$70.70—$155.00—————
04$62.50$65.60—$160.00—————
03$58.50$60.90—$165.00—————
027$53.20$55.70—$170.0033.58%$0.85$1.40290
08$44.20$46.80—$180.0033.48%$2.00$2.401,598144
0117$39.90$42.60—$185.0032.89%$2.65$3.003,7711,664
04$35.90$38.70—$190.0032.68%$3.40$4.001233
02$32.10$34.50—$195.0032.44%$4.40$5.10900
078$28.50$31.00—$200.0032.20%$5.60$6.402990
037$21.50$23.70—$210.0033.02%$8.80$10.7013769
091$16.50$18.80—$220.0031.85%$13.00$14.202,2720
0534$12.60$13.7031.85%$230.00—$17.80$20.102800
047$8.20$10.5031.36%$240.00—$24.00$26.60670
0332$5.60$7.3030.95%$250.00—$31.50$33.90440
181$3.70$4.8030.40%$260.00—$39.70$42.30490
—————$270.00—$48.70$51.505290
1175$1.70$2.3030.97%$280.00—————
060$1.35$1.6031.87%$290.00—$66.90$70.30160
—————$300.00—$76.50$80.2050

Forward $224.10. The 25-delta put carries +1.79 volatility points over the 25-delta call.

2027-04-16(205 days)ATM 32.21%±54.57skew +2.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$170.0036.36%$3.00$4.9030
—————$180.0034.98%$4.50$6.4010
01$37.70$40.30—$195.0033.52%$7.90$9.7080
—————$200.0033.32%$9.30$11.4010
—————$210.0032.65%$12.80$14.8050
08$22.60$25.30—$220.0032.72%$17.30$19.50150
023$18.70$20.7032.45%$230.00—$22.50$24.5040
414$14.30$16.1031.39%$240.00—$28.30$30.7010
03$10.90$12.9031.17%$250.00—————
02$8.40$10.2031.13%$260.00—————
116$6.30$8.5031.46%$270.00—————
01$4.80$7.0031.83%$280.00—————

Forward $226.11. The 25-delta put carries +2.05 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.