Options Skew Analytics

SOXS option chain

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

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 108.82%±2.72skew +5.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
824$4.55$5.95—$29.00120.91%$0.04$0.0613155
3—$4.15$5.55—$29.50—————
123156$3.70$4.30—$30.00117.91%$0.10$0.121,881405
1435$3.25$4.50—$30.50110.13%$0.10$0.16332147
11$2.81$4.05—$31.00112.65%$0.18$0.241,002631
53$2.42$3.60—$31.50108.51%$0.23$0.32250115
147140$2.04$2.51—$32.00111.04%$0.38$0.441,0601,965
5779$1.65$2.20—$32.50109.38%$0.49$0.60270241
496393$1.39$1.72—$33.00106.51%$0.62$0.781,564943
6141,533$1.16$1.28—$33.50107.84%$0.88$0.98201345
5,1151,090$0.94$1.04108.88%$34.00—$1.17$1.221,519777
5,177520$0.66$0.87107.26%$34.50—$1.35$1.50299198
8,5874,278$0.57$0.60106.62%$35.00—$1.59$1.931,835351
991290$0.40$0.47105.63%$35.50—$1.78$2.341714
2,9381,952$0.29$0.33103.89%$36.00—$2.31$2.701,099274
1,0031,515$0.18$0.28104.79%$36.50—$2.75$3.101315
—————$37.00—$3.10$3.5589959
1,221862$0.09$0.15105.94%$37.50—$3.70$3.95286150
2,0865,518$0.05$0.11105.02%$38.00—$4.00$4.501,24053
129360$0.05$0.11113.86%$38.50—$4.55$4.8528610
554900$0.03$0.07111.43%$39.00—$4.70$5.3567220

Forward $33.79. The 25-delta put carries +5.41 volatility points over the 25-delta call.

2026-10-02(9 days)ATM 108.30%±5.76skew -8.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1038$5.20$5.75—$29.00110.78%$0.50$0.6112498
0—$4.55$6.15—$29.50114.72%$0.60$0.85—0
31588$4.40$4.70—$30.00110.44%$0.75$0.83653106
2—$4.05$4.60—$30.50104.19%$0.67$0.99—1
26137$3.75$4.20—$31.00112.24%$1.05$1.2022087
2—$3.25$3.75—$31.50101.29%$0.86$1.34—53
150213$3.10$3.40—$32.00110.52%$1.36$1.5728554
7422$2.71$3.20—$32.50110.70%$1.60$1.766814
127176$2.49$2.93—$33.00109.54%$1.79$1.98444181
37250$2.39$2.60—$33.50102.83%$1.73$2.25578
541208$2.18$2.30108.89%$34.00—$2.25$2.5131340
31551$1.86$2.15108.15%$34.50—$2.30$2.764517
2,1702,317$1.70$1.94109.00%$35.00—$2.70$3.1071746
19035$1.52$1.76109.34%$35.50—$3.00$3.50503
1,047658$1.37$1.57109.42%$36.00—$3.40$3.8059110
4527$1.19$1.60113.53%$36.50—$3.80$4.10268
192212$1.06$1.35111.25%$37.00—$4.25$4.50470102
3650$0.92$1.42116.37%$37.50—$3.90$5.50672
384295$0.83$0.99108.79%$38.00—$4.60$5.2520533
2239$0.70$1.10114.37%$38.50—$5.00$5.70376
73138$0.63$0.91112.55%$39.00—$5.35$6.0513617

Forward $33.86. The 25-delta put carries -8.36 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 110.94%±7.90skew +2.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
2777$8.90$9.35—$25.00113.75%$0.25$0.3915520
34163$5.05$5.55—$30.00110.80%$1.23$1.5153521
51$3.60$4.75—$32.00112.26%$2.06$2.316511
7477$3.35$3.65—$33.00107.01%$2.23$2.792645
255270$2.90$3.65—$34.00—$2.90$3.653793
18532$2.42$3.00110.95%$35.00—$3.60$4.00323121
346614$2.05$2.33105.99%$36.00—$3.80$4.55773
455496$1.71$2.13108.29%$37.00—$4.15$5.359310
18311$1.39$1.74105.91%$38.00—$5.30$5.954111
128162$1.28$1.80109.99%$38.50—$5.60$6.35122
1122$1.22$1.52108.14%$39.00—$6.00$7.00652
2518$1.12$1.42108.69%$39.50—$6.15$7.1501
228181$1.02$1.24107.24%$40.00—$6.50$7.45858
—————$40.50—$6.60$8.6530
31107$0.83$1.11108.43%$41.00—$6.90$8.301140
—————$41.50—$7.35$9.00170
66156$0.69$0.88107.22%$42.00—$7.95$9.20172
—————$42.50—$8.20$9.70514
46203$0.56$0.74107.18%$43.00—$8.80$10.80391
0525$0.49$0.81110.50%$43.50—$9.30$10.55615
31235$0.50$0.64109.15%$44.00—$9.50$11.8064

Forward $34.00. The 25-delta put carries +2.37 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 109.61%±9.36skew -1.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
765$9.15$10.40—$25.00113.46%$0.53$0.64719569
135200$5.60$6.05—$30.00112.30%$1.76$2.08583214
464$4.40$5.50—$32.00110.33%$2.31$3.10231
66337$3.90$4.30—$33.00115.86%$3.25$3.5015820
873$3.60$3.90—$34.00110.35%$3.45$4.002513
981454$3.20$3.40109.59%$35.00—$4.40$4.601,832122
112134$2.79$3.05109.72%$36.00—$4.85$5.303755
171429$2.50$2.96114.39%$37.00—$4.90$6.053910
184243$2.13$2.51111.48%$38.00—$6.20$6.6518622
028$1.84$2.62113.13%$38.50—$5.75$7.95110
612$1.86$2.47115.37%$39.00—$6.45$7.351111
10$1.71$2.39115.85%$39.50—$6.60$7.9021
508433$1.72$1.88111.79%$40.00—$7.70$8.101,57321
23$1.50$2.06114.91%$40.50—$7.35$9.45110
259116$1.42$1.69111.04%$41.00—$8.65$8.901271
—————$41.50—$8.20$9.2502
387$1.15$1.72113.76%$42.00—$8.85$9.7035030
53$1.05$1.65114.00%$42.50—————
—————$43.00—$9.35$10.558432
10714$1.02$1.30113.16%$43.50—$9.70$11.9020
0824$0.75$1.22109.20%$44.00—$9.95$11.70280

Forward $34.03. The 25-delta put carries -1.70 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 116.30%±11.36skew -0.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$9.35$10.90—$25.00113.18%$0.68$1.0223132
11929$6.20$6.70—$30.00118.14%$2.40$2.72218208
2622$4.05$5.20—$34.00118.79%$4.40$4.7020064
30736$3.90$4.20114.71%$35.00—$4.80$5.702940
171$3.60$3.85116.25%$36.00—$5.05$5.95920
1343$3.10$3.85118.93%$37.00—$5.80$6.65296
17$2.72$3.60119.18%$38.00—$6.10$7.40475
559$2.55$2.96116.35%$39.00—$6.75$8.90230
4938$2.26$2.60114.87%$40.00—$8.30$8.75462
445$2.07$2.49114.19%$40.50—$7.90$10.0510
—————$41.00—$9.00$10.45140
—————$41.50—$8.65$10.8020
113$1.78$2.46119.34%$42.00—$9.05$11.20330
—————$42.50—$9.40$11.6040
3127$1.45$2.15115.99%$43.00—$10.15$11.153171
028$1.46$2.10118.22%$43.50—$10.10$12.4040
41337$1.45$1.96118.70%$44.00—$10.55$12.255713
24$1.31$1.94118.91%$44.50—————
1263$1.30$1.79119.00%$45.00—$11.25$12.95796
426$1.02$1.66114.86%$45.50—$11.65$13.7530
358$1.03$1.62116.79%$46.00—$12.30$13.7040

Forward $34.08. The 25-delta put carries -0.86 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 126.60%±17.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$24.00126.40%$1.64$2.40260
140104$10.95$12.15—$25.00123.80%$2.20$2.3346646
52$9.25$11.50—$26.00126.89%$2.25$3.25690
04$9.50$10.85—$27.00129.27%$2.65$3.85684
138$9.15$9.55—$28.00125.65%$3.20$3.858519
8047$8.55$9.65—$29.00122.82%$3.65$4.05391
236242$8.10$8.55—$30.00125.43%$4.30$4.60748126
522$7.55$8.25—$31.00122.21%$4.50$5.10580
130$7.20$7.60—$32.00121.64%$4.90$5.70365
1327$6.80$7.65—$33.00122.06%$5.50$6.257514
88120$5.90$7.30—$34.00122.96%$6.00$7.009948
125154$6.00$6.50123.74%$35.00—$7.10$7.4535362
2550$5.60$6.25124.57%$36.00—$7.30$8.10665
69264$5.30$5.80124.06%$37.00—$7.85$9.45450
13171$4.90$5.80126.44%$38.00—$8.40$9.4511420
0135$4.60$5.50126.61%$39.00—$9.05$11.10170
182747$4.45$4.75123.66%$40.00—$10.00$10.952391
0563$3.00$4.90116.61%$41.00—$10.50$12.5550
21239$3.85$4.70127.56%$42.00—$11.25$13.30250
21488$3.65$4.30126.50%$43.00—$12.00$14.05450
5569$3.00$3.85120.34%$44.00—$12.60$14.80480

Forward $34.10. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(114 days)ATM 126.84%±23.87
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$12.10$14.50—$24.00127.39%$3.35$4.60160
038$12.50$13.95—$25.00121.77%$3.75$4.5048515
01$12.10$13.55—$26.00127.60%$4.25$5.6060
05$10.60$12.90—$27.00127.58%$4.70$6.1510
09$10.10$12.50—$28.00129.67%$5.35$6.80351
05$10.85$11.75—$29.00123.41%$5.70$6.75180
18196$10.45$11.00—$30.00125.28%$6.50$7.3034517
105$9.70$11.05—$31.00126.79%$6.95$8.2061
—————$32.00129.45%$7.40$9.30140
58$8.25$10.30—$33.00124.52%$8.25$9.00173
158$8.80$9.75129.53%$34.00—$8.65$10.5590
35245$8.40$9.00126.23%$35.00—$9.50$10.3018415
03$7.10$9.15122.82%$36.00—$10.10$11.00331
3120$7.85$8.70129.29%$37.00—$10.60$12.55190
040$6.45$8.65123.47%$38.00—$11.25$13.25280
022$6.90$8.20127.44%$39.00—$12.00$13.9040
121,188$7.05$7.45127.13%$40.00—$12.85$13.7014510
024$6.65$7.65129.38%$41.00—$13.25$15.25380
133$6.30$7.55129.77%$42.00—$13.95$15.2580
225$6.00$7.10128.00%$43.00—$14.70$16.80410
1400$5.00$7.00123.73%$44.00—$16.00$16.859763

Forward $33.67. 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.