Options Skew Analytics

ROK option chain

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

Data as of 23 September 2026 (end of day)

2026-10-16(23 days)ATM 26.27%±28.65skew +0.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$211.00$215.30—$220.00—————
01$181.10$185.40—$250.00—————
02$101.50$105.60—$330.00—————
017$91.50$95.60—$340.00—————
05$81.50$85.70—$350.00—————
02$72.20$75.80—$360.00—————
03$62.60$65.80—$370.00—————
013$52.90$56.00—$380.00—————
018$42.90$46.60—$390.0028.55%$0.70$1.001,71214
010$34.60$37.60—$400.0027.77%$1.35$2.002783
072$26.20$29.10—$410.0027.23%$2.55$3.80643
1107$19.10$21.00—$420.0026.69%$4.70$6.5052868
975$12.80$14.80—$430.0026.49%$8.30$10.40530
10623$7.70$10.0026.11%$440.00—$13.50$15.401340
572$4.50$6.2025.98%$450.00—$20.20$22.20710
442$2.55$3.8026.38%$460.00—$27.40$30.30130
—————$470.00—$36.30$39.00160

Forward $434.46. The 25-delta put carries +0.31 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 35.77%±62.02skew +0.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$104.50$107.30—$330.00—————
030$95.00$97.70—$340.00—————
0105$85.50$88.30—$350.0037.09%$1.60$2.00373
022$76.50$79.20—$360.0036.66%$2.30$3.00282
032$67.00$70.40—$370.00—————
027$59.00$61.90—$380.0036.12%$5.00$5.90334
115$51.00$53.90—$390.0036.26%$6.40$9.00940
137$43.50$46.50—$400.0035.72%$8.70$11.601212
040$37.00$39.90—$410.0035.27%$11.80$14.60311
138$30.90$33.70—$420.0034.90%$15.40$18.40410
633$25.50$28.40—$430.0034.62%$19.90$22.70400
069$21.00$23.5035.79%$440.00—$26.20$28.501020
158$16.40$19.3035.28%$450.00—$30.90$34.40190
0118$12.80$15.7035.06%$460.00—$37.40$40.0030
168$9.80$12.0034.31%$470.00—$44.40$47.501060
373$8.00$10.1035.23%$480.00—$51.90$55.5090
048$5.40$9.0035.48%$490.00—$60.00$63.5010
559$4.10$6.2034.49%$500.00—$68.60$71.5070
2495$3.30$4.9034.97%$510.00—$77.40$81.0010
560$2.40$3.4034.33%$520.00—————
1344$1.80$2.6034.48%$530.00—————

Forward $434.87. The 25-delta put carries +0.48 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 31.21%±76.19skew +1.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$144.00$148.20—$290.00—————
01$134.40$138.60—$300.00—————
01$115.40$119.80—$320.00—————
03$106.10$110.50—$330.00—————
01$88.20$92.50—$350.0034.46%$3.70$5.50160
03$79.60$83.90—$360.0032.96%$4.10$6.8010
010$72.20$75.60—$370.0032.60%$5.70$8.50490
03$63.50$67.80—$380.0031.00%$6.50$10.10130
03$56.10$60.50—$390.0031.44%$9.70$12.7080
07$49.20$53.50—$400.0031.69%$12.40$16.60260
04$42.70$47.00—$410.0031.25%$15.90$19.6050
020$36.80$41.00—$420.0031.16%$19.90$23.7090
09$31.50$35.50—$430.0031.15%$24.50$28.40140
038$26.50$30.5031.22%$440.00—$29.70$33.70330
016$22.20$26.4031.19%$450.00—$35.10$39.30120
022$18.30$21.9030.65%$460.00—$41.20$45.50150
019$14.80$18.5030.39%$470.00—$47.80$52.0050
029$12.50$14.9030.19%$480.00—$54.90$59.1020
013$9.20$12.6029.66%$490.00—————
145$8.50$10.2030.25%$500.00—————
037$5.80$8.5029.51%$510.00—————

Forward $436.76. The 25-delta put carries +1.20 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 32.72%±91.72skew +2.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$136.30$140.50—$300.00—————
031$118.00$122.30—$320.00—————
062$92.40$96.30—$350.00—————
—————$360.0034.42%$7.20$10.002231
01$77.50$80.60—$370.0034.29%$9.50$12.1020
—————$380.0033.90%$11.50$14.80170
01$63.10$66.50—$390.0033.56%$14.20$17.609310
01$56.70$60.00—$400.0033.41%$17.60$20.80490
06$50.40$54.00—$410.0033.28%$21.70$24.2070
23$44.60$47.90—$420.0032.99%$25.60$28.30120
05$39.20$42.50—$430.00—————
05$33.20$38.0032.95%$440.00—$34.80$38.8040
02$28.60$33.5032.67%$450.00—$40.20$44.9020
07$24.70$29.0032.34%$460.00—$46.30$50.9020
046$21.00$25.0031.96%$470.00—$52.50$57.10110
04$17.50$21.7031.63%$480.00—$59.50$63.9020
08$15.30$18.9031.84%$490.00—————
17$13.00$15.8031.52%$500.00—$74.50$77.5010
07$10.50$13.7031.28%$510.00—————
114$9.10$11.5031.29%$520.00—————
05$7.50$9.9031.25%$530.00—————

Forward $438.78. The 25-delta put carries +2.28 volatility points over the 25-delta call.

2027-05-21(240 days)ATM 32.72%±117.24skew +1.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$109.10$112.00—$340.0034.78%$8.60$11.501240
01$101.30$104.30—$350.0034.56%$10.50$13.703510
—————$360.0034.05%$12.70$15.6010
01$85.50$89.70—$370.00—————
01$79.80$82.90—$380.0033.44%$17.80$21.1090
—————$390.0033.53%$22.10$23.901810
08$67.00$70.20—$400.00—————
03$54.90$58.80—$420.0032.81%$33.10$35.9030
01$49.30$53.50—$430.0032.73%$37.50$40.9020
04$44.70$48.90—$440.00—————
05$40.30$44.0032.90%$450.00—$48.50$51.6030
014$36.10$39.7032.67%$460.00—$53.80$57.50140
03$32.80$35.4032.54%$470.00—$60.00$63.5030
04$29.80$32.0032.63%$480.00—$66.50$70.00100
052$25.60$29.3032.34%$490.00—————
08$23.00$25.9032.17%$500.00—$80.50$84.0010
010$20.20$23.0031.92%$510.00—————
05$17.70$21.5032.16%$520.00—————
04$15.70$19.0032.02%$530.00—————
01$13.60$16.9031.82%$540.00—————
04$12.00$15.2031.85%$550.00—————

Forward $441.87. The 25-delta put carries +1.62 volatility points over the 25-delta call.

2027-08-20(331 days)ATM 32.39%±137.66skew +2.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$310.0035.27%$6.80$10.001270
—————$320.0035.03%$8.40$11.7070
—————$330.0034.51%$9.80$13.50300
—————$340.0034.31%$12.00$15.5070
—————$350.0034.07%$14.10$18.00290
—————$380.0033.47%$22.50$26.7070
02$75.50$79.50—$400.0033.40%$30.00$34.2030
03$63.50$68.50—$420.00—————
01$58.50$63.50—$430.00—————
01$54.00$58.50—$440.00—————
02$49.50$54.0032.82%$450.00—$53.50$57.0010
010$45.00$49.5032.50%$460.00—————
01$41.10$45.5032.36%$470.00—$65.00$69.0020
01$37.60$41.7032.25%$480.00—$71.00$75.0010
—————$490.00—$77.50$81.5060
011$31.10$34.8031.95%$500.00—$84.30$88.4090
05$28.00$31.7031.74%$510.00—————
010$25.50$28.3031.49%$520.00—————
01$22.50$26.5031.45%$530.00—————
05$18.00$22.0031.21%$550.00—————
01$12.50$16.5030.81%$580.00—————

Forward $446.36. The 25-delta put carries +2.67 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.