Options Skew Analytics

SNPS 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 49.18%±32.18skew +2.64
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0112$28.40$34.20—$390.00—————
01$25.60$31.70—$392.5052.43%$3.50$5.60251
130$24.10$29.20—$395.0052.92%$4.20$6.40612
07$22.10$26.20—$397.5049.58%$4.80$5.8011
5113$22.10$23.30—$400.0050.48%$5.40$7.103212
08$20.20$23.60—$402.5049.50%$6.30$7.4041
642$16.80$22.70—$405.0049.33%$6.40$9.004525
415$17.20$19.70—$407.5049.26%$8.10$9.20171
3963$15.60$17.00—$410.0049.49%$9.30$10.204512
23$14.30$16.00—$412.5049.99%$10.30$11.7043
23115$13.00$14.20—$415.0049.22%$11.50$12.501456
758$11.70$13.1049.13%$417.50—$12.80$13.7070
105506$10.70$12.2049.88%$420.00—$12.10$16.40111
1422$9.60$10.9049.38%$422.50—$15.40$16.5005
1936$7.90$9.8047.79%$425.00—$15.40$18.0072
042$7.80$11.3054.24%$427.50—$18.50$21.2001
1335$7.20$7.9049.68%$430.00—$19.30$22.40100
140$6.30$8.8052.98%$432.50—————
19$5.60$6.5049.73%$435.00—————
91$5.00$6.0050.24%$437.50—————
5215$4.50$5.3050.28%$440.00—$25.20$30.505755

Forward $416.65. The 25-delta put carries +2.64 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 44.43%±38.88skew +1.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$50.80$57.00—$365.00—————
02$46.60$52.70—$370.00—————
03$42.10$48.30—$375.00—————
11$36.20$41.80—$382.50—————
08$33.30$40.70—$385.00—————
09$29.30$36.40—$390.0050.99%$5.20$8.20404
023$25.70$32.80—$395.0044.83%$5.20$7.6060
01$25.20$29.80—$397.50—————
840$24.50$28.80—$400.0046.91%$8.10$9.1059
—————$402.5045.51%$8.00$10.1001
09$21.70$25.20—$405.0044.62%$8.60$10.8040
46$18.50$20.30—$410.0045.50%$11.00$13.1085
21$16.10$17.60—$415.0046.61%$14.10$15.4040
14$13.80$15.2044.39%$420.00—$15.10$18.0020
06$11.50$13.0044.17%$425.00—————
612$9.80$11.1044.54%$430.00—————
06$8.10$9.5044.68%$435.00—————
1011$6.80$8.0044.94%$440.00—————
78$4.40$6.7042.94%$445.00—$30.90$37.0010
0203$4.60$5.8045.61%$450.00—————
12$2.40$3.8047.18%$465.00—————

Forward $417.95. The 25-delta put carries +1.88 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 44.00%±46.26skew +1.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0144$47.80$54.20—$370.0047.27%$3.20$3.9054313
—————$375.0046.76%$3.90$4.7042
172$39.70$46.00—$380.0046.52%$4.80$5.701945
—————$385.0046.27%$5.70$7.00150
01$34.80$40.30—$387.5045.80%$5.20$8.5010
1113$32.50$38.40—$390.0045.53%$6.60$8.3032317
—————$395.0047.72%$8.70$10.8012
4521,896$26.20$31.40—$400.0045.97%$10.30$11.40372189
05$24.60$30.20—$402.50—————
02$24.50$28.90—$405.0047.93%$12.20$14.9001
2594$20.10$25.80—$410.0046.31%$14.00$16.102641
66$19.20$23.40—$415.0046.80%$16.70$18.5005
1381,072$15.50$20.0043.68%$420.00—$16.30$21.401300
18$14.50$17.8045.19%$425.00—————
52218$12.50$14.9044.17%$430.00—$23.70$27.101903
16215$9.30$10.8043.67%$440.00—$28.00$35.40610
12$8.00$9.2043.66%$445.00—————
12865$6.80$7.9043.73%$450.00—$37.70$42.30700
12$5.80$6.8043.94%$455.00—————
105250$4.40$5.6042.88%$460.00—$44.90$50.80575
5201$3.40$4.6044.95%$470.00—$53.30$58.90240

Forward $418.90. The 25-delta put carries +1.59 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 43.86%±52.57skew +1.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
050$53.00$60.90—$365.00—————
03$48.90$56.40—$370.0043.92%$3.50$5.2092
02$45.20$50.60—$375.00—————
01$40.90$47.70—$380.0044.17%$5.70$7.40203
02$37.10$43.80—$385.0043.88%$7.00$8.50182
03$35.80$40.20—$390.0044.34%$8.50$10.30130
13$31.10$37.50—$395.0044.92%$9.90$12.70150
135$27.50$33.00—$400.0042.74%$9.60$14.80720
01$26.50$30.70—$405.0043.94%$13.70$15.8071
02$21.60$28.00—$410.00—————
62$20.90$25.40—$415.00—————
58$16.90$22.8043.59%$420.00—$20.50$23.1001
03$16.10$20.6045.07%$425.00—————
19$13.00$18.6043.95%$430.00—————
14$12.30$16.1044.47%$435.00—————
2022$11.00$12.7042.98%$440.00—————
01$9.20$14.0045.85%$445.00—————
316$7.90$9.8042.60%$450.00—————
01$5.90$9.8043.09%$455.00—————
1017$5.90$7.5042.86%$460.00—————
26$4.70$6.7042.69%$465.00—————

Forward $418.04. The 25-delta put carries +1.02 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 43.88%±58.52skew +1.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
050$58.20$66.50—$360.0045.42%$3.30$5.20232
040$55.10$61.00—$365.00—————
016$51.40$57.10—$370.0046.59%$5.00$8.10181
—————$375.0045.32%$5.90$8.6010
016$42.90$49.40—$380.0044.22%$7.20$9.0034
03$39.80$46.20—$385.0044.20%$7.30$11.70120
03$37.60$42.60—$390.0045.05%$9.90$13.0052
030$30.70$34.80—$400.0043.18%$11.80$16.6077
23$28.70$33.50—$405.00—————
37$24.70$30.30—$410.0042.43%$15.40$20.80270
21$23.00$28.00—$415.0044.34%$19.80$23.2010
617$19.80$25.3043.61%$420.00—$21.90$25.50125
01$18.40$22.7044.04%$425.00—————
38$16.40$20.3043.78%$430.00—————
252$14.30$17.9043.12%$435.00—————
3420$12.50$15.7042.61%$440.00—————
01$10.60$15.3043.49%$445.00—————
15$9.80$12.1042.35%$450.00—————
72$7.40$10.9043.87%$460.00—————
313$6.60$8.9043.12%$465.00—————
21$5.50$8.4043.52%$470.00—$54.50$61.9020

Forward $418.85. The 25-delta put carries +1.08 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 43.84%±73.20skew -2.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$97.80$103.70—$320.00—————
03$88.60$93.70—$330.0046.30%$2.50$3.80634
01$80.00$86.20—$340.00—————
04$71.40$77.80—$350.0044.97%$5.20$6.10822
012$63.50$69.50—$360.0043.40%$5.90$8.1011024
033$56.00$61.90—$370.0044.17%$9.30$10.201919
251$48.90$55.10—$380.0041.02%$8.90$13.1032110
099$44.00$48.00—$390.0043.51%$15.20$16.301102
6877$37.80$42.00—$400.0043.46%$18.80$20.601156
460$32.70$34.80—$410.0043.16%$22.80$25.301055
1992$27.50$29.4043.85%$420.00—$28.20$31.00600
23112$23.40$24.9043.84%$430.00—$33.80$36.60570
14181$19.50$20.9043.58%$440.00—$37.00$43.40440
10136$16.20$17.2043.26%$450.00—$46.70$49.10120
765$13.10$16.3044.66%$460.00—$53.70$57.40270
246$10.90$11.6042.93%$470.00—$61.00$64.70110
1353$8.80$9.7043.02%$480.00—$66.70$72.90720
—————$490.00—$75.50$81.1020
030$5.60$6.5042.93%$500.00—$84.30$89.9010
—————$510.00—$93.40$99.3010
—————$520.00—$102.30$108.6070

Forward $418.84. The 25-delta put carries -2.00 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 46.96%±95.98skew +1.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$101.60$107.90—$320.0047.44%$4.40$5.10641
010$93.70$99.10—$330.0047.32%$5.80$6.70870
021$85.50$90.90—$340.0046.73%$7.40$8.304613
030$77.80$83.10—$350.0047.02%$9.60$10.801802
028$70.40$76.10—$360.0046.75%$12.00$13.3014817
1111$63.40$68.30—$370.0046.83%$14.80$16.60500
22,039$56.80$62.70—$380.0046.36%$18.10$19.5044910
351$50.80$56.20—$390.0046.38%$21.80$23.501251
7281$45.10$50.90—$400.0045.82%$25.20$27.801,9381
148$40.00$45.70—$410.0044.80%$28.50$32.306350
15103$35.20$41.00—$420.0046.66%$34.80$39.20320
3457$31.30$36.8047.02%$430.00—$40.30$46.004810
138$26.90$32.2046.34%$440.00—$44.20$49.801810
11110$23.60$27.8045.99%$450.00—$52.80$57.30785
035$20.40$24.9046.18%$460.00—$56.80$64.60300
074$17.70$20.0044.94%$470.00—$65.00$71.00250
046$14.70$18.8045.53%$480.00—$72.70$79.00190
0208$13.10$16.4045.89%$490.00—$79.80$86.10160
23377$11.30$13.1045.03%$500.00—$87.80$94.20191
0154$9.40$13.4046.53%$510.00—$96.80$102.70160
350$8.00$9.7044.79%$520.00—$105.40$112.00120

Forward $421.11. The 25-delta put carries +1.81 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 44.96%±106.38skew +1.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$105.10$111.20—$320.00—————
022$97.70$102.90—$330.00—————
019$90.00$95.20—$340.0046.57%$10.10$11.501120
051$82.30$87.60—$350.0046.45%$12.60$13.901841
226$75.00$80.40—$360.0046.34%$15.20$16.903020
097$68.30$72.60—$370.0045.75%$18.00$19.701110
275$61.80$67.00—$380.0046.01%$21.80$23.503181
085$56.00$61.80—$390.0045.60%$25.60$27.002301
15416$51.10$54.90—$400.0045.12%$29.00$31.504300
7146$45.90$50.70—$410.0044.97%$33.60$36.101870
1476$40.90$46.10—$420.0045.17%$38.50$41.805650
0182$36.40$42.3045.42%$430.00—$43.90$46.901520
0209$32.30$37.2044.80%$440.00—$49.40$55.202550
4259$28.60$33.4044.73%$450.00—$55.70$59.501200
280$24.80$31.0045.01%$460.00—$62.70$66.601921
094$22.10$28.0045.23%$470.00—$69.70$73.30650
0104$19.40$24.8045.03%$480.00—$76.20$80.90640
084$16.90$22.7045.26%$490.00—$83.60$88.202850
3503$16.00$18.0044.58%$500.00—$91.00$96.608940
5258$13.10$16.0044.00%$510.00—$98.80$104.80520
14174$11.50$14.6044.36%$520.00—$107.50$113.80420

Forward $423.39. The 25-delta put carries +1.39 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.