Options Skew Analytics

SE option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 41.68%±5.75skew -2.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$90.0044.52%$0.10$0.152617
—————$94.0042.23%$0.39$0.59133
03$4.70$6.90—$95.0041.19%$0.53$0.765728
294$4.10$4.75—$96.0041.02%$0.76$1.006050
30$3.45$4.10—$97.0044.02%$1.06$1.60463
142$3.00$3.60—$98.0043.10%$1.44$1.8819716
336$2.50$2.77—$99.0040.59%$1.81$2.122146
626$1.96$2.2342.09%$100.00—$2.33$2.78718
46$1.56$1.8342.51%$101.00—$2.90$3.455214
1513$1.22$1.4542.50%$102.00—$3.35$3.95202
1211$0.82$1.1241.09%$103.00—$3.45$4.80411
1366$0.68$1.0043.63%$104.00—$4.40$5.50415
—————$105.00—$5.55$6.308617
—————$106.00—$5.45$7.15160
—————$107.00—$6.95$8.30273
—————$108.00—$7.90$9.00140
—————$109.00—$8.75$10.35141
—————$110.00—$9.40$11.4512513
—————$111.00—$10.30$11.9096
—————$112.00—$11.10$12.8520
—————$113.00—$12.75$14.0532

Forward $99.54. The 25-delta put carries -2.61 volatility points over the 25-delta call.

2026-10-09(14 days)ATM 42.13%±8.27skew +4.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$6.70$9.45—$93.0042.70%$0.64$0.98217
—————$95.0043.41%$1.20$1.44323
—————$96.0045.52%$1.49$2.0320
—————$97.0045.31%$1.85$2.3401
10$3.80$5.00—$98.0046.35%$2.23$2.9093
—————$99.0045.12%$2.72$3.1052
13$2.85$3.95—$100.0041.82%$2.57$3.70140
02$2.38$3.5542.29%$101.00—$3.70$4.20132
24$2.05$2.3938.12%$102.00—$3.70$4.7030
04$1.68$2.0238.11%$103.00—$4.35$6.4020
07$1.41$1.6938.42%$104.00—$5.55$6.3082
82$1.16$1.3938.46%$105.00—————
218$0.95$1.1638.75%$106.00—$6.60$7.8580
413$0.78$0.9739.15%$107.00—$6.95$9.00100
08$0.51$0.8538.69%$108.00—$7.65$10.2560
—————$109.00—$8.50$10.5510
—————$110.00—$9.10$11.55181
—————$112.00—$11.15$13.1530
—————$113.00—$12.05$14.8030
—————$114.00—$13.00$15.7040
—————$115.00—$14.25$16.2530

Forward $100.27. The 25-delta put carries +4.66 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 42.85%±10.25skew -1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$91.0043.23%$0.90$1.1507
—————$92.0042.21%$0.99$1.3630415
036$8.15$10.10—$92.5043.59%$1.19$1.597900
—————$93.0042.42%$1.30$1.5753
—————$94.0041.71%$1.55$1.776359
051$6.30$7.70—$95.0042.46%$1.88$2.191,1044
—————$96.0044.01%$2.32$2.7301
—————$97.0042.99%$2.56$3.103234
0143$5.10$5.60—$97.5042.97%$2.78$3.304520
—————$98.0042.47%$2.93$3.501512
20$4.15$5.05—$99.0042.34%$3.45$3.90221
7864$3.65$4.2042.75%$100.00—$4.00$4.45575137
731$3.40$3.6543.25%$101.00—$4.40$5.15134
371$2.92$3.4043.73%$102.00—————
1180$2.58$2.9743.62%$103.00—$5.65$6.50262
618$2.22$2.7844.35%$104.00—$5.85$6.8510
13740$1.88$2.2142.66%$105.00—$6.85$7.651,09737
68$1.61$1.8942.39%$106.00—$6.90$8.6030
115$1.55$1.6443.50%$107.00—$7.65$9.10100
163$1.20$1.4142.53%$108.00—$8.10$10.1510
01$1.06$1.2643.18%$109.00—$9.30$10.7510

Forward $99.70. The 25-delta put carries -1.79 volatility points over the 25-delta call.

2026-10-23(28 days)ATM 42.45%±11.74skew -0.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$10.50$12.15—$90.0042.46%$0.95$1.35102
—————$94.0042.26%$2.02$2.3410
—————$95.0042.37%$2.37$2.69162
—————$96.0041.66%$2.41$3.2550
—————$97.0042.52%$2.80$3.8510
—————$98.0043.06%$3.60$4.05120
263$4.40$4.8542.72%$100.00—$4.55$5.00180
13$3.70$4.5542.29%$101.00—$4.00$5.7510
—————$102.00—$4.95$7.0510
02$2.83$4.3544.82%$103.00—$6.25$6.9520
05$2.74$3.1542.15%$104.00—$6.85$7.4521
215$2.42$2.8042.06%$105.00—$6.90$8.2010
—————$106.00—$7.30$9.5020
525$1.87$2.6744.41%$107.00—$8.05$10.2020
—————$108.00—$9.25$10.6501
125$1.48$1.7742.58%$109.00—$9.85$11.5520
313$1.19$1.5942.14%$110.00—$10.10$12.4060
—————$114.00—$13.75$15.9011
—————$115.00—$14.40$16.4590
—————$116.00—$15.25$17.7010
—————$119.00—$18.10$20.5020

Forward $99.85. The 25-delta put carries -0.31 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 54.66%±21.45skew +0.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$34.35$37.15—$65.00—————
07$29.55$32.45—$70.00—————
08$24.95$27.95—$75.0059.53%$0.79$1.27795
07$22.75$25.90—$77.5058.74%$1.06$1.614121
017$21.55$23.60—$80.0056.82%$1.43$1.79603
02$19.30$21.60—$82.5055.60%$1.85$2.15683
044$17.35$19.20—$85.0056.01%$2.54$2.7351952
0113$15.30$17.60—$87.5055.47%$3.15$3.4019510
245$14.05$14.45—$90.0055.19%$3.95$4.1582810
093$12.05$14.20—$92.5055.17%$4.85$5.10821
055$11.10$11.40—$95.0055.03%$5.85$6.152073
082$9.60$10.40—$97.5054.93%$7.00$7.30563
14221$8.25$8.95—$100.0054.88%$8.25$8.6049721
4167$6.25$6.7054.49%$105.00—$11.15$11.5557413
2814,397$4.90$5.0555.48%$110.00—$13.90$15.103823
41,694$3.55$3.7555.26%$115.00—$17.60$18.906070
12674$2.63$2.7355.44%$120.00—$21.05$23.202594
131,609$1.87$2.0255.58%$125.00—$24.75$27.801520
14336$1.22$1.5155.31%$130.00—$30.15$31.80101
2276$0.93$1.3357.64%$135.00—$34.70$36.30132
51,086$0.68$0.8857.20%$140.00—$38.75$41.8050

Forward $100.18. The 25-delta put carries +0.03 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 51.75%±24.93skew +1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
039$34.75$37.70—$65.00—————
09$30.15$33.15—$70.00—————
—————$72.5055.04%$0.90$1.42830
013$25.70$28.90—$75.0054.75%$1.27$1.741,0557
02$23.60$26.65—$77.5053.96%$1.55$2.19420
022$22.10$24.15—$80.0052.26%$1.99$2.402,2947
04$19.65$22.70—$82.5052.66%$2.69$2.97506
017$17.75$20.70—$85.0052.37%$3.30$3.653680
010$16.75$18.60—$87.5052.49%$4.10$4.45320
22122$15.10$15.95—$90.0052.58%$4.90$5.456487
048$13.70$14.25—$92.5051.62%$5.80$6.20260
0142$12.25$12.70—$95.0051.70%$6.85$7.3510,1330
10364$11.10$11.40—$97.5051.61%$8.05$8.50320
7317$9.80$10.20—$100.0051.65%$9.35$9.809260
5589$7.80$8.1051.77%$105.00—$12.15$12.5510,057112
33416$6.00$6.4051.56%$110.00—$15.45$16.201380
081$4.50$5.0551.35%$115.00—$18.10$19.652870
282368$3.40$3.8551.09%$120.00—$21.95$23.553,0471
14860$2.62$2.9551.31%$125.00—$26.00$28.05530
52,279$2.19$2.3452.59%$130.00—$30.10$33.00430
11,066$1.49$2.1653.56%$135.00—$35.35$37.50290

Forward $100.43. The 25-delta put carries +1.40 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 49.37%±27.57skew +0.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$35.35$38.20—$65.00—————
0458$31.15$33.75—$70.0052.86%$1.07$1.392010
032$28.75$31.60—$72.5052.66%$1.35$1.813610
028$26.70$29.60—$75.0052.01%$1.73$2.161,07150
024$24.70$27.50—$77.5052.32%$2.28$2.707331
40181$23.30$24.85—$80.0050.88%$2.78$2.983501
016$20.85$23.75—$82.5050.97%$3.45$3.659100
0183$19.40$21.80—$85.0050.23%$3.90$4.452480
029$17.75$19.55—$87.5050.47%$4.90$5.203813
095$16.35$17.85—$90.0050.33%$5.80$6.102,06133
054$14.75$15.50—$92.5050.22%$6.75$7.153811
0647$13.35$14.10—$95.0049.79%$7.85$8.102570
025$12.20$12.75—$97.5049.89%$9.05$9.3512411
84,654$11.10$11.55—$100.0050.02%$10.35$10.709989
0272$8.75$9.4549.36%$105.00—$12.95$13.5048920
47407$7.45$7.5550.08%$110.00—$16.40$16.807160
16184$5.90$6.1049.91%$115.00—$19.90$20.301990
2881$4.60$4.9049.69%$120.00—$22.95$24.304590
36338$3.70$3.9550.01%$125.00—$27.75$28.657020
22,428$2.96$3.1550.20%$130.00—$31.95$33.002780
49283$2.37$2.5150.42%$135.00—$35.65$37.201020

Forward $100.81. The 25-delta put carries +0.46 volatility points over the 25-delta call.

2027-02-19(147 days)ATM 49.04%±31.63skew +0.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$40.55$43.30—$60.00—————
—————$65.0052.77%$0.90$1.3460
02$32.00$34.20—$70.0051.83%$1.52$1.9521
01$23.85$26.75—$80.0050.08%$3.30$4.00260
—————$82.5049.84%$3.90$4.75410
02$20.90$22.50—$85.0049.07%$4.60$5.3520
03$19.30$21.10—$87.5049.20%$5.40$6.35230
17$17.50$19.25—$90.0048.81%$6.30$7.20290
—————$92.5048.63%$7.30$8.2010
04$14.75$16.45—$95.0048.96%$8.40$9.5020
01$13.65$15.20—$97.5048.82%$9.55$10.7020
022$12.35$13.75—$100.0048.96%$11.00$11.902070
017$10.35$11.6049.07%$105.00—$13.80$14.80120
04$8.55$9.7048.91%$110.00—$16.70$18.15530
07$6.95$7.9548.39%$115.00—$20.25$21.45230
0117$5.70$6.7548.74%$120.00—$23.70$25.25360
038$4.60$5.6548.75%$125.00—$27.65$29.25324
121$3.70$4.6048.49%$130.00—$31.60$33.70170
054$3.10$4.0549.48%$135.00—$35.45$38.4050
011$2.53$3.3549.55%$140.00—$39.90$42.8520
010$2.05$2.8249.74%$145.00—————

Forward $101.63. The 25-delta put carries +0.71 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.