Options Skew Analytics

SRPT 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 62.81%±1.88skew +0.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$7.00$11.00—$10.00—————
01$3.60$5.40—$15.00—————
—————$17.5066.07%$0.20$0.25346
124170$1.30$1.45—$18.0067.61%$0.35$0.40238143
—————$18.5071.26%$0.45$0.7521
2010$0.65$0.85—$19.0062.00%$0.65$0.8011128
06$0.45$0.7567.67%$19.50—————
3230$0.35$0.4565.04%$20.00—$1.25$1.452313
12580$0.15$0.2567.47%$21.00—————
—————$22.00—$2.30$3.8040
—————$24.00—$4.20$5.6060
—————$24.50—$4.90$6.0002

Forward $19.03. The 25-delta put carries +0.15 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 80.94%±8.71skew +1.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
044$15.30$18.50—$2.50—————
064$13.10$15.80—$5.00—————
095$11.20$12.80—$7.50—————
0765$9.00$10.30—$10.0098.77%$0.35$0.505590
010,187$7.00$8.60—$12.5090.28%$0.75$0.901,97321
01,569$5.30$6.90—$15.0086.00%$1.40$1.652,6080
4687$4.10$4.50—$17.5084.13%$2.45$2.706522
122,262$2.90$3.4081.98%$20.00—$3.70$4.701,8059
0639$2.15$2.4080.48%$22.50—$4.80$6.104670
132,342$1.50$1.9081.23%$25.00—$6.10$8.002870
0165$1.10$1.6584.61%$27.50—————
—————$30.00—$10.50$12.401,4850
—————$35.00—$14.30$17.20320
0786$0.30$0.4586.84%$40.00—$19.20$22.00310
—————$55.00—$34.10$37.004000
—————$60.00—$38.90$43.0010

Forward $19.25. 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.