Options Skew Analytics

ROK 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 30.62%±39.03skew +1.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$330.0035.84%$1.15$1.751420
138$42.50$45.00—$350.0033.29%$2.65$4.1010610
—————$360.0032.71%$4.30$6.20141
—————$370.0031.78%$6.60$8.8071
23$20.20$22.30—$380.0031.13%$10.00$12.20773
16$14.70$16.1030.48%$390.00—$14.40$16.50292
315$10.60$13.1031.93%$400.00—$19.90$22.3031
02$6.80$9.7031.46%$410.00—$26.60$28.80100
1116$4.50$6.5030.96%$420.00—$34.40$36.4080
1943$2.85$4.0030.24%$430.00—$42.20$45.3070
—————$440.00—$51.00$54.30260

Forward $389.95. The 25-delta put carries +1.74 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 28.99%±48.66skew +1.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$118.70$123.00—$270.00—————
06$109.00$113.20—$280.00—————
02$99.20$103.00—$290.00—————
01$89.50$93.40—$300.00—————
01$71.00$74.60—$320.00—————
03$62.20$65.70—$330.0032.85%$2.20$3.2040
015$53.50$57.00—$340.0032.09%$3.30$4.50428
01$45.50$48.30—$350.0031.54%$4.70$6.50480
03$38.10$40.30—$360.0031.11%$7.00$8.8050
112$31.00$34.00—$370.0030.62%$9.70$11.90610
05$24.90$27.70—$380.0030.37%$13.50$15.6017366
08$19.10$22.10—$390.0029.71%$17.70$19.90511
18$14.60$16.0028.44%$400.00—$22.50$24.90400
314$11.10$13.2029.26%$410.00—$28.50$31.50260
021$8.10$10.0029.08%$420.00—$35.40$38.90300
013$5.60$8.3029.57%$430.00—$43.20$46.80201
—————$440.00—$52.00$55.70600
022$2.90$4.2029.26%$450.00—$61.10$64.60140
—————$460.00—$70.40$73.40160
—————$470.00—$80.10$83.1050
—————$480.00—$89.80$93.0020

Forward $391.81. The 25-delta put carries +1.54 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 33.48%±69.63skew +2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$110.90$114.80—$280.00—————
01$92.50$96.40—$300.00—————
—————$310.0037.61%$3.00$4.7050
031$75.20$79.10—$320.00—————
—————$330.0036.91%$5.60$8.30610
—————$340.0036.09%$7.50$10.10800
162$52.40$56.00—$350.0035.01%$9.50$12.20170
—————$360.0035.04%$12.60$15.502300
05$39.00$41.30—$370.0034.39%$16.00$18.60440
26$32.80$36.40—$380.0034.06%$20.00$22.60170
03$27.70$30.80—$390.0033.78%$24.50$27.30830
01$23.00$26.0033.48%$400.00—$29.80$32.60510
06$19.00$22.0033.42%$410.00—$35.80$38.80130
015$15.00$18.5033.03%$420.00—$41.50$44.80140
013$12.10$15.0032.69%$430.00—————
06$9.80$12.4032.75%$440.00—$56.00$59.9050
25$7.60$9.7032.21%$450.00—$64.00$67.7020
016$5.90$7.3031.63%$460.00—$72.70$76.3020
—————$470.00—$81.60$85.50120
—————$480.00—$90.30$94.8020
—————$500.00—$109.40$113.9010

Forward $393.39. The 25-delta put carries +2.80 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 32.87%±94.66skew +3.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$98.50$102.70—$300.00—————
—————$310.0036.55%$7.70$9.80290
—————$320.0036.09%$9.50$11.90444
—————$330.0035.70%$11.80$14.2011
01$68.80$72.00—$340.0035.39%$14.40$17.001270
01$61.60$65.50—$350.0035.24%$17.40$20.40330
—————$360.0034.69%$20.70$23.5010
01$49.00$53.00—$370.00—————
011$44.00$47.00—$380.0033.84%$28.80$30.90101
—————$390.0033.69%$33.40$35.80140
022$34.20$37.0033.31%$400.00—————
—————$410.00—$43.60$46.5010
104$25.80$27.7032.32%$420.00—$49.50$52.7040
31$22.20$25.0032.46%$430.00—$55.90$59.0020
07$19.10$22.0032.38%$440.00—————
06$16.20$19.0032.08%$450.00—$70.00$73.9030
014$13.90$16.5032.01%$460.00—$77.80$81.50140
27$11.60$14.5031.91%$470.00—$85.70$89.5030
04$9.80$12.3031.68%$480.00—$94.00$97.20100
053$8.30$11.0031.88%$490.00—————
09$6.80$9.5031.71%$500.00—$111.20$115.5010

Forward $396.00. The 25-delta put carries +3.71 volatility points over the 25-delta call.

2027-08-20(284 days)ATM 32.54%±114.36skew +2.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$112.00$116.00—$290.00—————
010$104.20$107.50—$300.0035.27%$8.20$12.1010
—————$310.0035.59%$11.70$13.801270
—————$320.0034.64%$12.60$16.5080
—————$330.0034.16%$15.90$18.10300
—————$340.0033.65%$18.20$21.20100
—————$350.0033.86%$21.70$25.30290
—————$380.0033.75%$34.70$37.7070
05$42.20$45.5032.95%$400.00—$43.80$47.00260
01$37.30$41.0032.48%$410.00—————
04$34.10$37.0032.59%$420.00—————
215$30.40$33.0032.29%$430.00—————
01$26.60$29.5031.92%$440.00—$67.30$70.7010
02$23.80$26.5031.90%$450.00—$74.20$78.1010
010$20.70$23.5031.55%$460.00—$81.40$85.5020
01$18.20$21.0031.44%$470.00—$88.90$93.0020
01$15.10$18.5030.86%$480.00—$97.40$101.0010
05$14.10$16.5031.21%$490.00—$105.10$109.0060
013$11.90$14.7030.94%$500.00—$114.10$117.5090
26$10.50$12.8030.81%$510.00—————
010$7.90$11.5030.18%$520.00—————

Forward $398.40. The 25-delta put carries +2.71 volatility points over the 25-delta call.

2027-11-19(375 days)ATM 32.32%±131.30skew +3.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$290.0034.99%$9.00$13.5050
—————$300.0034.82%$11.70$15.20130
—————$310.0034.25%$13.50$17.5010
0250$89.00$93.00—$330.00—————
091$81.50$86.50—$340.0034.43%$23.60$27.0050
0314$76.50$80.00—$350.0033.20%$25.50$29.5050
01$70.40$74.00—$360.00—————
02$59.80$63.00—$380.0033.38%$39.20$42.5020
044$55.00$58.00—$390.00—————
059$50.00$53.00—$400.0033.19%$49.60$52.0050
042$45.50$48.5032.88%$410.00—————
07$40.00$44.5032.24%$420.00—$58.50$63.00170
01$38.30$40.5032.66%$430.00—$64.50$69.0010
05$34.40$37.0032.37%$440.00—————
05$30.60$33.5031.95%$450.00—$77.50$82.0010
05$28.30$30.5032.03%$460.00—————
01$23.00$27.5030.94%$470.00—$91.50$96.5020
03$22.60$25.0031.55%$480.00—————
03$18.00$22.5030.53%$490.00—————
05$16.50$20.4030.63%$500.00—$115.50$120.00500
01$16.10$18.5031.10%$510.00—————

Forward $400.73. The 25-delta put carries +3.33 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.