Options Skew Analytics

ROST option chain

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

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 26.69%±9.82skew -0.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$73.30$75.80—$160.00—————
01$43.20$45.80—$190.00—————
01$38.50$40.80—$195.00—————
11$33.40$35.80—$200.00—————
01$18.40$21.00—$215.00—————
014$13.70$16.20—$220.00—————
—————$222.5027.28%$0.40$0.65190
126$9.50$11.70—$225.0026.92%$0.65$1.051474
—————$227.5027.23%$1.15$1.65120
123$6.30$6.90—$230.0026.85%$1.75$2.40121
1650$4.70$5.30—$232.5026.84%$2.65$3.40013
950$3.40$3.9026.68%$235.00—$3.80$4.6090
189$2.40$2.9027.02%$237.50—$5.20$6.1001
751$1.65$2.0026.95%$240.00—$7.00$7.7010
38$1.05$1.5527.71%$242.50—————

Forward $234.45. The 25-delta put carries -0.49 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 26.17%±12.85skew -1.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$33.40$36.10—$200.00—————
02$23.50$26.20—$210.00—————
01$14.40$16.40—$220.00—————
058$10.40$12.40—$225.0025.83%$1.30$1.853881
20$9.10$9.90—$227.50—————
09$7.40$8.10—$230.0026.21%$2.75$3.5050
—————$232.5026.50%$3.80$4.6041
1017$4.50$5.3026.17%$235.00—$4.90$5.801,1042
022$2.55$3.4026.56%$240.00—————
073$1.35$2.0526.93%$245.00—————

Forward $234.55. The 25-delta put carries -1.10 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 25.98%±15.31skew -2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$77.80$81.80—$155.00—————
01$28.10$31.90—$205.00—————
—————$217.5025.81%$0.65$1.0510
09$14.80$17.40—$220.0025.18%$0.95$1.303,24611
01$13.00$15.30—$222.5024.52%$1.35$1.60124
01$11.20$12.40—$225.0024.17%$1.75$2.20116
01$10.00$10.90—$227.5025.40%$2.65$3.2020
2373$8.30$9.10—$230.0025.84%$3.60$4.2012417
01$6.70$7.70—$232.50—————
421$5.50$6.5025.97%$235.00—————
332,442$3.70$4.2026.14%$240.00—$8.50$9.704,5710
016$2.60$3.5025.75%$242.50—————
35$2.00$2.9526.27%$245.00—————
2338$1.25$1.5525.89%$250.00—$15.20$17.5030
—————$260.00—$24.50$27.1010

Forward $234.81. The 25-delta put carries -2.10 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.75%±35.30skew +0.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$88.80$92.60—$145.00—————
016$84.20$87.70—$150.00—————
02$78.90$83.00—$155.00—————
0182$74.50$78.30—$160.00—————
09$69.20$73.10—$165.00—————
082$65.00$67.60—$170.00—————
02$60.20$62.80—$175.00—————
0142$55.50$58.10—$180.00—————
03$51.10$53.40—$185.0033.78%$0.85$1.15272
013$46.50$48.80—$190.0033.31%$1.15$1.60561
013$41.60$44.30—$195.0033.29%$1.50$2.40590
0155$37.30$39.90—$200.0032.36%$2.25$2.701863
0109$29.10$31.80—$210.0031.59%$4.00$4.501973
018$22.20$24.50—$220.0030.80%$6.40$7.30711
4112$16.90$17.60—$230.0031.15%$10.60$11.30941
5107$12.00$12.7030.74%$240.00—$15.60$16.10170
13147$8.20$9.0030.72%$250.00—$20.60$23.0050
3102$5.50$5.9030.43%$260.00—$28.20$30.3030
261$3.40$4.5031.13%$270.00—————
026$1.95$2.8530.58%$280.00—————
0248$1.20$1.8030.64%$290.00—————

Forward $236.47. The 25-delta put carries +0.36 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 29.57%±39.17skew +1.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
014$84.50$88.40—$150.00—————
038$79.40$83.50—$155.00—————
035$75.40$78.00—$160.00—————
011$70.50$73.20—$165.00—————
014$65.80$68.40—$170.00—————
037$61.10$63.70—$175.00—————
0333$56.40$59.00—$180.00—————
080$51.60$54.40—$185.0032.74%$1.20$1.85750
0142$47.40$50.00—$190.0032.05%$1.65$2.254530
0124$43.20$45.60—$195.0032.24%$2.20$3.20700
0148$38.70$41.40—$200.0031.98%$3.00$4.002590
0167$30.80$33.50—$210.0030.36%$4.80$5.603672
0103$24.10$26.50—$220.0029.86%$7.80$8.302320
0137$18.20$19.60—$230.0029.88%$11.60$12.601761
4420$13.60$14.6029.58%$240.00—$16.40$17.6016425
6177$9.40$10.7029.17%$250.00—$21.80$23.50490
0193$6.80$7.3029.07%$260.00—$28.50$31.20170
1176$4.40$5.0028.67%$270.00—$36.60$39.1010
0442$2.95$3.5028.92%$280.00—————
0141$1.95$2.4529.21%$290.00—————
0206$1.25$1.6529.30%$300.00—————

Forward $237.06. The 25-delta put carries +1.69 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 29.07%±44.26skew +1.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$90.00$94.00—$145.00—————
—————$165.0035.13%$0.70$1.1520
01$53.80$55.90—$185.0031.89%$1.80$2.50300
—————$190.0031.47%$2.25$3.2030
—————$195.0031.15%$2.90$4.00200
—————$200.0030.53%$3.90$4.50200
01$33.10$35.60—$210.0029.84%$6.00$6.7011615
0154$26.50$29.00—$220.0029.59%$8.90$10.00230
025$20.60$22.90—$230.0029.25%$12.70$14.00560
059$15.70$17.5029.11%$240.00—$17.50$19.0020
020$11.60$13.4028.90%$250.00—$23.20$25.00300
014$8.30$9.6028.24%$260.00—$30.30$32.30130
022$6.00$6.9028.13%$270.00—$37.40$40.10120
013$4.20$5.1028.25%$280.00—————
04$2.95$3.5028.12%$290.00—————
53$2.00$2.5028.18%$300.00—————

Forward $238.32. The 25-delta put carries +1.70 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 30.80%±51.17skew +1.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$81.90$84.60—$155.00—————
02$77.30$79.90—$160.0036.83%$1.00$1.50170
01$72.80$75.30—$165.0035.50%$1.25$1.6020
03$68.30$70.70—$170.0034.69%$1.40$2.0520
01$59.60$61.80—$180.0034.05%$2.30$3.2020
01$55.30$57.50—$185.0033.54%$2.90$3.80150
020$50.70$53.30—$190.0033.17%$3.60$4.60170
—————$195.0032.49%$4.40$5.30100
026$43.00$45.40—$200.0032.49%$5.40$6.60210
014$35.60$37.80—$210.0031.75%$7.80$9.10970
044$29.10$31.90—$220.0031.38%$11.00$12.50220
041$24.00$25.20—$230.0030.94%$15.20$16.30390
0162$18.40$20.1030.64%$240.00—$19.90$21.30150
035$14.60$16.4031.04%$250.00—$25.80$27.10320
025$11.20$12.0030.12%$260.00—$31.90$33.8030
032$8.10$9.3029.72%$270.00—$38.60$41.4010
010$6.20$7.1029.84%$280.00—$46.90$49.9010
8101$4.60$5.2029.64%$290.00—————
0125$3.30$3.9029.55%$300.00—————
04$2.50$3.2030.18%$310.00—————
01$1.70$2.5030.20%$320.00—————

Forward $238.62. The 25-delta put carries +1.91 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 31.13%±64.21skew +2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$80.40$82.80—$160.0036.22%$2.05$3.0050
06$75.70$78.40—$165.0035.86%$2.60$3.5040
—————$170.0035.19%$3.00$4.1070
03$67.60$69.90—$175.0034.76%$3.50$4.9030
—————$180.0034.00%$4.10$5.50120
01$59.40$61.70—$185.0034.09%$4.90$6.80190
—————$190.0033.30%$5.90$7.30510
—————$195.0032.92%$6.90$8.40130
08$47.90$50.40—$200.0032.87%$8.10$9.90210
05$41.20$43.90—$210.0032.17%$10.90$12.60310
04$34.90$37.50—$220.0031.65%$14.30$16.001570
015$29.30$31.60—$230.0031.55%$18.40$20.50510
0758$24.10$26.60—$240.0031.24%$23.50$24.90161
072$20.20$22.1031.12%$250.00—$28.80$31.305960
152$16.50$17.9030.61%$260.00—$35.00$37.40370
02$13.30$14.5030.25%$270.00—$41.90$44.2020
0424$10.30$12.4030.24%$280.00—————
02$8.20$9.9029.98%$290.00—$57.30$59.9010
06$6.40$8.1029.90%$300.00—$65.90$68.7010
02$4.00$5.3029.91%$320.00—————
02$3.00$4.3029.79%$330.00—————

Forward $241.19. The 25-delta put carries +2.27 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.