Options Skew Analytics

SNPS 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 56.56%±27.81skew +8.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
17$28.40$34.30—$440.00—————
08$26.30$31.60—$442.5060.65%$2.30$3.1020
313$24.00$30.20—$445.0061.14%$2.60$3.90120
01$22.10$27.90—$447.5061.64%$2.95$4.8010
27$22.40$26.90—$450.0062.29%$3.60$5.6056
—————$452.5062.59%$4.40$6.30315
527$16.70$22.40—$455.00—————
0654$15.20$21.10—$457.5065.51%$5.80$9.2009
129$13.00$18.90—$460.0064.18%$6.50$9.90180
51$12.50$17.40—$462.5066.48%$7.30$12.0012
1014$12.60$15.20—$465.0065.69%$8.40$12.8080
18654$11.80$14.70—$467.5061.96%$9.30$12.8020
233$8.70$13.0056.08%$470.00—$10.60$15.6010
019$9.20$11.8060.25%$472.50—————
524$8.00$10.0058.10%$475.00—$12.70$17.0070
111$6.80$9.0057.55%$477.50—$14.60$19.5001
724$5.70$7.7055.99%$480.00—$15.90$19.9050
08$4.70$6.1053.29%$482.50—$17.40$21.5010
75$3.90$5.3052.83%$485.00—$19.20$22.70151
2718$2.90$4.3054.23%$490.00—$22.30$27.6020
—————$500.00—$30.90$35.90160

Forward $469.70. The 25-delta put carries +8.06 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 55.67%±45.20skew +2.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$34.70$39.80—$437.50—————
4577$32.70$40.20—$440.0053.68%$5.90$7.103092
06$30.80$36.10—$442.50—————
22$29.30$34.60—$445.0052.18%$6.80$8.3090
08$27.20$33.20—$447.5052.02%$7.60$9.00141
7374$27.30$31.30—$450.0055.80%$8.20$12.301503
01$23.80$28.50—$452.5055.86%$8.90$13.5030
03$24.30$27.40—$455.0056.06%$9.70$14.8091
03$20.70$25.90—$457.5055.27%$10.30$15.80100
14133$21.50$25.10—$460.0049.57%$11.50$13.2062911
231$20.30$22.10—$462.5053.55%$12.80$16.70301
35$18.80$20.80—$465.0054.16%$13.30$19.00120
088$14.90$20.20—$467.5053.97%$14.80$19.9030
15121$16.10$17.8055.76%$470.00—$15.70$20.102005
015$14.90$18.0057.68%$472.50—$17.10$18.9060
619$13.40$16.5056.35%$475.00—$17.90$21.70210
13191$11.70$13.7055.51%$480.00—$21.20$24.903780
026$9.60$11.0053.46%$485.00—$23.50$27.6030
11271$7.90$9.0052.44%$490.00—$26.80$31.102100
—————$495.00—$30.70$34.2010
7699$5.00$6.0050.74%$500.00—$34.20$38.802820

Forward $467.70. The 25-delta put carries +2.94 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 47.86%±58.85skew +0.43
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$415.0048.68%$4.30$5.50459
—————$420.0048.30%$5.30$6.20874
—————$425.0047.89%$6.20$7.201928
—————$430.0047.14%$6.90$8.40461
02$41.60$47.60—$435.0046.88%$8.10$9.7020
—————$440.0046.62%$9.60$11.0013
020$31.10$37.10—$450.00—————
—————$455.0046.94%$14.80$17.10110
01$27.50$31.20—$460.0045.82%$16.80$18.4010
—————$465.0045.51%$19.00$20.6010
04$22.00$25.4048.62%$470.00—$21.40$26.3030
02$20.00$21.9047.66%$475.00—————
02$17.80$20.6048.41%$480.00—————
03$15.70$18.5048.11%$485.00—————
01$13.90$16.4047.79%$490.00—————
12$12.20$14.5047.46%$495.00—————
04$10.60$12.9047.23%$500.00—————
03$9.10$11.2046.67%$505.00—————
12$8.10$9.2045.98%$510.00—————
92$6.90$8.6046.45%$515.00—————
03$5.80$7.5046.12%$520.00—————

Forward $469.85. The 25-delta put carries +0.43 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 54.72%±76.20skew +3.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$400.0057.96%$6.50$7.2019
—————$405.0058.88%$7.00$9.4011
—————$410.0056.33%$7.40$9.4040
—————$415.0058.73%$8.60$12.5020
—————$420.0056.29%$10.00$11.8090
05$33.20$39.00—$460.00—————
05$30.50$35.70—$465.00—————
10$28.40$32.90—$470.0055.13%$28.90$31.7001
21$25.60$30.7054.72%$475.00—————
—————$485.00—$36.50$40.7010
02$19.90$24.3054.75%$490.00—————
01$17.40$22.4053.97%$495.00—————
23$15.70$20.2053.43%$500.00—————
03$12.40$19.2055.06%$510.00—————
02$11.10$15.8053.03%$515.00—————
04$9.70$14.6052.88%$520.00—————
10$8.60$13.4052.83%$525.00—————
01$4.90$7.9056.07%$560.00—————

Forward $470.35. The 25-delta put carries +3.46 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 51.72%±79.83skew +3.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2108$101.00$106.50—$370.00—————
01,071$93.30$97.60—$380.00—————
044$83.50$89.20—$390.0056.89%$5.70$6.802081
0261$75.00$81.10—$400.0055.49%$7.30$8.001,96718
046$67.00$72.90—$410.0054.80%$9.10$10.1075410
089$60.00$65.10—$420.0054.30%$11.50$12.503175
1479$53.00$59.40—$430.0053.99%$14.50$15.3040612
048$48.30$51.20—$440.0053.41%$17.60$18.602353
7177$42.90$44.70—$450.0053.09%$21.40$22.401123
11104$37.10$39.60—$460.0052.71%$25.60$26.7014118
4294$31.90$34.50—$470.0052.52%$30.50$31.502247
4136$27.20$29.1051.63%$480.00—$35.90$36.90342
0380$21.70$25.6050.85%$490.00—$41.50$42.70570
87688$19.40$21.7051.61%$500.00—$47.70$51.30950
3193$16.30$18.2051.33%$510.00—$54.50$57.701290
0924$13.70$15.2051.20%$520.00—$61.50$65.303260
26268$11.40$12.6051.02%$530.00—$69.10$72.8050
1396$9.30$10.0050.32%$540.00—$77.00$82.00130
515909$7.60$8.7050.77%$550.00—$85.30$88.60230
—————$560.00—$92.10$97.3070
—————$570.00—$102.60$107.40250

Forward $472.21. The 25-delta put carries +3.68 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 48.62%±98.74skew +2.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
096$107.30$110.70—$370.0054.97%$6.00$8.701400
061$98.50$102.80—$380.0053.45%$7.50$9.603347
073$89.00$95.00—$390.0051.60%$9.20$10.303030
1347$81.30$86.90—$400.0051.21%$11.40$12.4056715
0115$74.00$79.30—$410.0052.80%$13.60$17.502100
276$66.00$72.30—$420.0050.24%$16.40$17.705710
7200$60.00$65.70—$430.0049.70%$19.40$20.8020624
1201$54.30$59.00—$440.0049.21%$22.80$24.301376
4252$50.10$52.70—$450.0049.01%$26.80$28.4018351
881$44.60$47.50—$460.0048.94%$31.40$32.902011
6125$39.70$42.10—$470.0048.67%$36.20$37.70876
097$34.90$38.2048.87%$480.00—$41.40$43.00810
187$30.90$33.0048.27%$490.00—$47.50$48.702700
0554$26.90$31.2049.33%$500.00—$53.20$58.907040
1382$23.70$26.2048.43%$510.00—$60.20$64.702770
2175$20.60$22.6048.04%$520.00—$67.00$72.50520
1131$17.30$21.0048.41%$530.00—$74.20$77.70560
153$15.70$17.8048.47%$540.00—$82.00$87.20360
0226$13.60$15.4048.35%$550.00—$89.80$93.90700
165$11.80$13.2048.23%$560.00—$97.50$103.30130
0106$9.50$11.9048.04%$570.00—$106.60$111.7050

Forward $473.98. The 25-delta put carries +2.02 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 50.68%±143.42skew +4.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
025$117.00$124.50—$370.0054.59%$14.30$20.00740
011$111.50$116.80—$380.0052.92%$16.90$20.50330
050$102.90$108.50—$390.0052.45%$18.80$23.90510
0137$95.90$101.50—$400.0051.94%$22.60$25.801391
219$89.30$94.60—$410.0052.53%$25.60$31.001972
010$83.60$88.10—$420.0051.03%$29.10$32.405212
018$78.30$82.70—$430.0050.61%$32.90$36.00240
040$71.00$77.10—$440.0051.00%$36.80$41.70530
1129$67.20$70.20—$450.0051.14%$41.20$47.00570
361$60.40$65.10—$460.0050.73%$45.90$51.40350
259$55.10$59.80—$470.0050.17%$50.60$56.00790
064$50.30$55.2049.82%$480.00—$55.80$60.00290
044$48.60$49.7050.23%$490.00—$60.40$66.401110
0192$44.60$47.4050.81%$500.00—$66.30$72.30400
095$37.80$43.0048.95%$510.00—$72.60$78.501330
0145$34.50$39.6048.90%$520.00—$79.70$85.0040
265$31.90$36.3049.00%$530.00—$86.10$89.6010
011,587$28.00$33.1048.33%$540.00—$93.40$96.6080
0139$25.00$29.8047.82%$550.00—$100.30$103.70240
15106$22.40$26.8047.42%$560.00—$108.00$111.7040
0276$20.10$24.4047.27%$570.00—$114.30$120.302510

Forward $474.21. The 25-delta put carries +4.67 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 47.76%±178.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
040$123.00$130.40—$380.0051.67%$25.90$30.60731
016$116.10$123.10—$390.0050.68%$28.70$32.60470
2717$110.00$116.90—$400.0050.69%$30.60$38.108590
07$104.00$111.20—$410.0050.42%$35.20$40.70620
076$99.00$105.10—$420.0050.38%$39.00$45.103010
061$94.00$99.20—$430.0050.20%$44.20$48.20720
231$87.70$94.00—$440.0049.48%$47.10$52.60610
060$82.00$88.70—$450.0050.13%$53.50$57.60761
015$76.40$83.60—$460.0050.35%$58.30$63.50920
044$72.20$78.20—$470.0049.62%$61.50$68.80850
073$67.60$73.90—$480.0048.31%$67.60$69.90202
015$63.00$69.6048.06%$490.00—$73.50$78.30160
061$59.70$65.1048.04%$500.00—$77.90$83.70140
022$55.00$61.4047.69%$510.00—$84.70$89.9060
081$52.10$57.6047.78%$520.00—$90.80$95.6040
052$48.60$53.8047.55%$530.00—$97.40$103.7020
077$44.00$50.7047.04%$540.00—————
0125$42.60$46.8047.25%$550.00—$111.30$116.2010
1112$39.70$43.9047.16%$560.00—$118.60$122.2010
046$37.70$41.4047.43%$570.00—$126.00$130.6010
044$34.20$38.6046.94%$580.00—————

Forward $482.05. Not enough surviving quotes on both wings to measure the skew here.

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.

SNPS option chain | Options Skew Analytics