Options Skew Analytics

ROST option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 40.93%±10.18skew -0.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
21$50.90$53.70—$185.00—————
20$45.90$48.80—$190.00—————
20$40.60$44.00—$195.00—————
02$38.10$40.70—$197.50—————
21$35.90$38.70—$200.00—————
03$15.90$19.30—$220.00—————
—————$222.5042.55%$0.25$0.4012
013$11.90$13.80—$225.00—————
023$9.70$12.20—$227.5040.10%$0.60$0.9520
092$8.50$9.20—$230.0040.38%$1.10$1.45186
32$6.60$7.40—$232.5039.47%$1.55$2.20340
374$5.00$5.60—$235.0039.52%$2.35$3.20581
20$3.60$4.30—$237.50—$3.50$4.4060
1940$2.60$3.5041.96%$240.00—$4.90$5.80160
022$1.80$2.4041.19%$242.50—$6.60$7.5020
1837$1.15$1.7041.09%$245.00—$8.50$9.3090
—————$247.50—$9.50$12.4030
9833$0.50$0.6040.14%$250.00—————
—————$252.50—$13.80$16.90140
—————$255.00—$16.40$19.7020
—————$260.00—$21.40$24.001270

Forward $237.50. The 25-delta put carries -0.70 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 56.62%±23.33skew -1.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$27.60$30.60—$210.00—————
0—$25.30$27.90—$212.50—————
—————$215.0056.97%$1.45$2.25250
—————$217.5056.60%$1.75$2.8020
1102$19.20$21.00—$220.0055.81%$2.35$3.102830
145$17.30$19.20—$222.5055.84%$2.80$3.90241
02$16.10$17.30—$225.0056.82%$3.50$4.90533
02$13.70$16.50—$227.5057.32%$4.20$6.00441
1370$12.90$14.10—$230.0056.46%$5.10$6.705231
723$11.20$13.30—$232.5056.26%$6.10$7.70218
017$9.80$11.40—$235.0054.48%$6.60$8.90251
014$8.00$10.2055.73%$237.50—$8.20$10.2020
15564$7.60$8.9057.51%$240.00—$9.70$11.001,0508
028$6.10$8.1056.83%$242.50—$11.00$13.00660
055$5.50$6.7056.44%$245.00—————
010$4.10$5.9054.74%$247.50—————
41,418$4.00$5.2057.04%$250.00—$15.80$17.901,5720
038$2.65$4.1057.27%$255.00—————
018$2.40$3.2056.78%$257.50—————
36465$1.85$2.3554.47%$260.00—$23.70$25.902,2830
04$1.35$1.7055.52%$265.00—————

Forward $237.40. The 25-delta put carries -1.42 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 47.01%±24.83skew +0.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$41.20$44.90—$195.00—————
0—$25.70$28.50—$212.50—————
01$23.10$26.80—$215.0046.58%$1.55$2.501210
0—$21.20$24.60—$217.5048.34%$2.30$3.20—0
028$19.20$22.60—$220.0047.48%$2.80$3.6023132
0—$17.80$20.10—$222.5048.05%$3.40$4.50—0
035$16.60$18.40—$225.0047.20%$4.20$4.90580
0—$14.70$16.90—$227.5048.08%$4.90$6.20—0
050$13.30$14.90—$230.0047.36%$5.50$7.20140
0—$11.80$13.80—$232.5047.69%$6.60$8.30—0
013$10.40$12.10—$235.0048.25%$7.90$9.50190
0—$9.30$11.30—$237.5048.07%$9.10$10.70—0
015$7.90$9.8046.70%$240.00—$10.20$12.20500
0—$7.00$8.8047.24%$242.50—$11.50$13.50—0
069$6.00$7.8047.09%$245.00—$13.50$15.5050
0—$5.20$6.4045.97%$247.50—$14.60$16.60—0
031$4.50$6.1047.43%$250.00—$15.90$18.5060
0—$3.80$5.5047.75%$252.50—$18.30$20.10—0
015$3.10$4.8047.37%$255.00—————
—————$257.50—$21.30$24.60—0
1256$2.30$3.1046.07%$260.00—————

Forward $237.90. The 25-delta put carries +0.68 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 42.34%±26.32skew -2.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$36.60$40.50—$200.00—————
02$27.60$31.40—$210.00—————
—————$215.0040.18%$1.75$2.6020
—————$220.0040.43%$2.90$3.70932
—————$225.0040.78%$4.50$5.1030
09$13.70$16.00—$230.0043.74%$6.00$8.6010
01$10.80$13.50—$235.0041.76%$8.10$10.00101
04$8.30$10.5042.58%$240.00—$10.50$13.2010
010$6.80$9.2045.14%$245.00—————
1212$2.65$3.9042.69%$260.00—————

Forward $237.54. The 25-delta put carries -2.25 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 38.61%±30.10skew +0.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$100.90$104.50—$135.00—————
03$95.90$99.70—$140.00—————
022$90.90$94.50—$145.00—————
016$86.30$89.60—$150.00—————
22$81.00$84.20—$155.00—————
0182$76.00$79.20—$160.00—————
09$71.00$74.60—$165.00—————
083$66.10$69.60—$170.00—————
02$61.20$64.70—$175.00—————
0142$56.30$59.70—$180.00—————
03$51.70$54.70—$185.00—————
013$46.80$50.10—$190.00—————
010$42.30$45.30—$195.00—————
0155$37.40$40.60—$200.0039.60%$0.95$1.303,34970
0114$29.10$32.00—$210.0038.73%$2.10$2.5586761
122$22.10$23.30—$220.0038.83%$4.40$4.802,13682
0150$16.00$17.00—$230.0039.85%$7.70$9.005943
3147$10.80$11.7038.61%$240.00—$12.50$13.001090
2157$7.00$8.0039.12%$250.00—$18.40$20.00390
4307$4.30$4.8038.46%$260.00—$25.50$27.50530
9118$2.45$3.1038.78%$270.00—————

Forward $238.49. The 25-delta put carries +0.37 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 34.32%±35.12skew +2.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$86.50$90.00—$150.00—————
032$81.50$85.00—$155.00—————
034$76.60$80.00—$160.00—————
011$71.70$75.10—$165.00—————
014$67.20$69.70—$170.00—————
037$62.30$65.30—$175.00—————
0333$57.50$60.20—$180.00—————
080$52.90$55.60—$185.00—————
0143$48.60$51.00—$190.0038.04%$1.05$1.454550
3124$43.80$46.10—$195.0037.54%$1.40$2.00952
0148$39.10$41.90—$200.0037.18%$1.90$2.703372
0177$31.50$34.10—$210.0036.11%$3.50$4.304181
1114$24.20$26.40—$220.0035.76%$6.10$6.901,4403
1143$17.80$19.70—$230.0034.86%$9.60$10.202221
46449$13.00$13.8034.42%$240.00—$13.80$15.301455
2297$8.60$9.6033.67%$250.00—$19.90$21.90510
3376$6.10$6.5034.17%$260.00—$26.90$28.80150
1458$3.60$4.2033.36%$270.00—$34.30$36.8010
2757$2.30$3.0034.19%$280.00—————
0148$1.40$2.0034.47%$290.00—————
0210$0.85$1.1534.19%$300.00—————

Forward $238.84. The 25-delta put carries +2.39 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 33.83%±42.92skew +2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$92.20$95.60—$145.00—————
01$54.30$57.20—$185.00—————
02$45.90$48.40—$195.0036.47%$2.30$3.60340
01$41.50$44.40—$200.0035.98%$3.20$4.204011
06$33.50$36.60—$210.0035.72%$5.10$6.701370
0151$27.00$29.50—$220.0035.04%$7.90$9.50350
031$21.50$23.10—$230.0034.41%$11.70$13.001101
181$16.20$17.90—$240.00—$16.40$17.70391
135$11.90$13.4033.61%$250.00—$22.10$23.50310
040$8.60$9.8033.29%$260.00—$27.90$30.40160
0178$6.00$7.0032.94%$270.00—$35.40$38.00120
2192$4.10$5.0032.82%$280.00—$43.80$46.4040
126$2.65$3.5032.56%$290.00—————
010$1.65$2.5032.50%$300.00—————

Forward $240.00. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 35.13%±50.34skew +1.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$88.10$91.30—$150.00—————
010$83.60$86.60—$155.00—————
02$78.60$81.50—$160.00—————
01$73.90$77.20—$165.00—————
03$69.40$72.60—$170.00—————
01$60.20$63.50—$180.00—————
01$55.80$59.10—$185.0038.43%$2.35$3.70150
020$51.60$54.90—$190.0038.09%$3.00$4.50170
06$47.40$50.60—$195.0037.90%$3.90$5.40100
026$43.80$46.70—$200.0037.58%$4.80$6.50210
014$36.50$39.20—$210.0035.90%$7.10$8.201392
033$29.80$32.50—$220.0035.16%$10.00$11.301097
042$23.70$26.20—$230.0035.85%$13.80$16.50910
1176$18.70$21.10—$240.0035.32%$18.40$21.20150
042$14.40$16.7034.95%$250.00—$23.80$26.20320
0111$10.80$12.4033.97%$260.00—$30.50$32.9030
052$8.00$10.0034.26%$270.00—$37.20$40.2010
110$5.90$8.2034.79%$280.00—$45.40$48.0010
0101$4.30$6.0034.39%$290.00—————
0124$3.10$4.4034.18%$300.00—————
04$2.25$3.4034.44%$310.00—————

Forward $240.10. The 25-delta put carries +1.12 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.