Options Skew Analytics

RMD option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 30.63%±23.75skew +0.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$210.0033.79%$1.30$2.05502
017$19.10$21.20—$220.0031.17%$2.60$3.609711
024$12.90$14.20—$230.0030.66%$5.80$6.5012010
0266$7.30$9.0030.63%$240.00—$10.10$11.80170
0160$3.80$5.0029.86%$250.00—$16.80$18.00100
215178$2.00$2.8030.60%$260.00—————

Forward $237.19. The 25-delta put carries +0.58 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 31.42%±32.00skew +3.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$95.50$99.30—$140.00—————
03$85.50$89.50—$150.00—————
06$80.40$84.50—$155.00—————
04$75.80$79.60—$160.00—————
03$70.80$74.70—$165.00—————
027$66.50$69.90—$170.00—————
08$57.30$60.00—$180.00—————
0103$52.50$55.00—$185.00—————
04$47.40$50.70—$190.00—————
02$42.90$46.10—$195.00—————
076$38.50$41.20—$200.0034.30%$1.55$2.203450
036$30.00$33.10—$210.0034.39%$3.10$4.202,3355
085$22.50$25.20—$220.0033.04%$5.40$6.402,2180
3534$16.50$18.80—$230.0032.17%$8.70$9.904092
079$10.80$12.4031.41%$240.00—$13.20$14.60710
0432$6.90$8.4031.09%$250.00—$18.90$21.601,5340
0188$3.60$5.5030.03%$260.00—$25.80$28.60500
14549$2.50$3.5031.01%$270.00—$33.90$36.505290
0136$1.40$2.2531.23%$280.00—————
—————$290.00—$52.20$55.30160
—————$300.00—$62.10$65.9050

Forward $237.68. The 25-delta put carries +3.00 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.