Options Skew Analytics

SO option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 22.74%±3.67skew +0.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$15.20$17.70—$77.50—————
012$12.00$14.30—$80.00—————
01,943$10.10$12.00—$82.50—————
040$8.00$10.60—$84.00—————
1676$8.20$9.10—$85.0029.48%$0.05$0.101,6547
016$6.00$8.50—$86.00—————
13898$5.90$6.80—$87.50—————
030$4.80$6.30—$88.00—————
03$3.60$5.30—$89.00—————
211,945$3.50$4.00—$90.0022.72%$0.35$0.501,687104
065$2.60$3.00—$91.0022.13%$0.55$0.751,3976
12218$1.95$2.20—$92.0021.71%$0.90$1.051,25545
1122,743$1.65$1.80—$92.5022.26%$1.15$1.3065962
12130$1.35$1.5022.74%$93.00—$1.40$1.604610
39101$0.90$1.0022.01%$94.00—$2.00$2.15561
791,731$0.55$0.7021.98%$95.00—$2.60$2.854182
3631,123$0.30$0.4521.57%$96.00—$3.10$3.7020
321,491$0.20$0.3022.37%$97.00—————
1053,112$0.15$0.2522.64%$97.50—$4.00$5.00460
—————$100.00—$6.60$8.802750
—————$103.00—$9.20$11.80—0

Forward $92.92. The 25-delta put carries +0.15 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 20.21%±4.17skew +1.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
050$42.00$44.80—$50.00—————
01$22.00$25.60—$70.00—————
02$9.00$11.80—$83.00—————
02$8.80$11.40—$84.00—————
03$7.00$9.90—$85.00—————
01$6.00$8.80—$86.00—————
01$5.00$7.80—$87.00—————
01$4.60$7.10—$88.00—————
—————$89.0020.57%$0.30$0.4580
—————$90.0020.43%$0.50$0.65260
230$2.85$3.00—$91.0020.31%$0.80$0.9095
015$2.10$2.40—$92.0020.07%$1.15$1.25288
225$1.55$1.7520.22%$93.00—$1.60$1.75500
038$1.05$1.2519.48%$94.00—$2.15$2.30151
252$0.75$0.9019.75%$95.00—$2.75$3.1001
29$0.50$0.5519.18%$96.00—————
143$0.30$0.4519.86%$97.00—————

Forward $92.97. The 25-delta put carries +1.25 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 18.89%±4.60skew +0.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$88.0020.40%$0.30$0.4580
226$4.30$5.50—$89.0019.52%$0.40$0.60140
—————$90.0019.41%$0.65$0.8031
1716$2.95$3.40—$91.0019.36%$0.95$1.10124
127$2.30$2.50—$92.0019.01%$1.30$1.4590
223$1.75$1.95—$93.00—$1.80$1.9041
0218$1.30$1.4518.81%$94.00—————
043$0.90$1.1018.67%$95.00—$2.90$3.3040
042$0.65$0.8018.79%$96.00—————
225$0.45$0.6019.06%$97.00—————

Forward $93.00. The 25-delta put carries +0.62 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 19.53%±5.39skew -0.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$89.0020.86%$0.60$0.9010
—————$90.0019.84%$0.75$1.10100
—————$91.0019.88%$1.05$1.4510
—————$92.0019.73%$1.40$1.8520
02$2.05$2.40—$93.0019.62%$1.85$2.3010
07$1.55$1.9019.26%$94.00—————
09$1.10$1.5519.15%$95.00—————
01$0.90$1.2019.61%$96.00—————
31$0.70$0.9520.02%$97.00—————
41$0.50$0.7520.17%$98.00—————

Forward $93.15. The 25-delta put carries -0.18 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 19.35%±5.89skew +0.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$31.80$35.60—$60.00—————
04$27.10$29.00—$65.00—————
049$21.90$25.60—$70.00—————
126$17.00$20.70—$75.00—————
010$14.50$18.10—$77.50—————
018$11.90$15.50—$80.00—————
028$9.50$13.20—$82.50—————
1490$8.40$8.80—$85.0022.77%$0.30$0.4091129
21392$6.20$6.90—$87.5020.87%$0.55$0.6527838
3810$4.20$4.60—$90.0020.12%$1.10$1.20527111
711,077$2.60$2.75—$92.5019.50%$2.00$2.1039810
693,656$1.45$1.6019.16%$95.00—$3.30$3.501,2340
171,518$0.75$0.8519.13%$97.50—$4.90$5.701010
373,112$0.35$0.4519.41%$100.00—$6.60$9.0070
—————$110.00—$15.10$19.0010

Forward $93.13. The 25-delta put carries +0.99 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 18.48%±7.40skew +1.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$49.40$51.90—$42.50—————
03$41.70$45.60—$50.00—————
07$27.00$30.40—$65.00—————
091$21.90$25.70—$70.00—————
02$19.50$23.20—$72.50—————
097$17.00$19.90—$75.00—————
067$14.50$17.10—$77.50—————
0263$12.10$14.60—$80.00—————
0102$9.70$12.00—$82.5021.98%$0.30$0.409480
5211$8.90$9.50—$85.0020.82%$0.55$0.601,6415
132,653$6.10$7.50—$87.5020.08%$0.95$1.0078227
24819$4.90$5.40—$90.0019.46%$1.55$1.6571124
211,055$3.40$3.60—$92.5018.85%$2.45$2.5553152
27998$2.15$2.3018.18%$95.00—$3.70$3.9053713
251,523$1.30$1.3517.81%$97.50—$4.90$6.601220
362,155$0.75$0.8518.14%$100.00—$6.90$9.20440
222,118$0.20$0.2518.08%$105.00—————
99659$0.05$0.1019.19%$110.00—————

Forward $93.51. The 25-delta put carries +1.94 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 19.59%±9.68skew +1.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$31.80$35.70—$60.00—————
05$26.90$30.80—$65.00—————
013$22.60$25.70—$70.00—————
09$12.50$15.10—$80.0023.39%$0.45$0.6025612
015$10.90$12.50—$82.50—————
19$9.30$10.60—$85.0021.08%$1.00$1.151291
042$7.20$9.30—$87.5020.59%$1.55$1.701210
0152$5.00$6.70—$90.0020.13%$2.30$2.452590
11,832$4.20$4.50—$92.5019.91%$3.30$3.50586
7144$3.00$3.2019.42%$95.00—$4.70$4.9090
097$2.10$2.2519.33%$97.50—————
19419$1.40$1.5519.26%$100.00—————
0250$0.45$0.7519.01%$105.00—————

Forward $93.46. The 25-delta put carries +1.33 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 19.65%±10.96skew +1.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$32.00$35.70—$60.00—————
02$27.80$29.20—$65.00—————
118$22.20$24.70—$70.00—————
017$17.40$20.10—$75.00—————
01$15.00$18.00—$77.5024.20%$0.45$0.652100
062$12.70$16.00—$80.0022.82%$0.65$0.805621
034$10.50$12.90—$82.5021.96%$0.85$1.208150
0190$8.80$10.80—$85.0021.07%$1.25$1.608470
0194$7.10$8.50—$87.5020.57%$1.80$2.259872
27437$6.20$6.70—$90.0019.93%$2.60$2.951242
14384$4.70$4.90—$92.5019.63%$3.60$4.001504
9908$3.50$3.8019.65%$95.00—$4.50$5.40650
11374$2.50$2.8519.47%$97.50—$6.10$6.80240
474,040$1.75$1.9018.89%$100.00—$6.90$10.1081
4613$0.60$0.9518.19%$105.00—————

Forward $93.51. The 25-delta put carries +1.68 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.