Options Skew Analytics

STT option chain

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

Data as of 23 September 2026 (end of day)

2026-10-16(23 days)ATM 34.56%±15.64skew +2.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0374$16.20$18.80—$165.0038.29%$1.50$1.70270
010$12.50$14.40—$170.0036.99%$2.50$2.701599
0271$9.00$10.60—$175.0032.38%$2.80$4.201310
5167$6.00$6.70—$180.0034.60%$5.80$6.4033011
214227$3.90$4.4034.19%$185.00—$8.80$9.102320
206748$2.60$2.8534.93%$190.00—$12.20$12.802551
1166$1.50$1.8034.89%$195.00—$15.50$16.901660
0231$0.90$1.3036.39%$200.00—$19.70$21.30170
—————$230.00—$47.90$52.1010
—————$240.00—$57.90$61.9010

Forward $180.25. The 25-delta put carries +2.06 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 31.79%±22.94skew +2.89
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$93.70$97.80—$85.00—————
02$83.70$87.80—$95.00—————
012$78.60$82.80—$100.00—————
02$58.80$62.90—$120.00—————
08$45.30$48.00—$135.00—————
05$40.30$43.20—$140.00—————
04$35.70$38.50—$145.00—————
05$31.20$33.90—$150.00—————
013$26.50$29.50—$155.00—————
023$22.80$24.80—$160.0034.11%$2.05$2.501470
029$18.90$20.70—$165.0033.46%$3.10$3.50362
0103$15.50$17.70—$170.0033.22%$4.60$4.90393
2699$12.30$12.60—$175.0032.47%$6.30$6.60596
2952$9.50$9.80—$180.0032.07%$8.50$8.802415
29249$7.10$7.4031.48%$185.00—$11.10$11.403328
5208$5.20$5.4030.99%$190.00—$14.10$15.302042
5367$3.70$3.9030.71%$195.00—$17.50$18.506420
90327$2.60$2.7530.57%$200.00—$20.00$22.70170
36162$1.20$1.7031.76%$210.00—————

Forward $181.01. The 25-delta put carries +2.89 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.97%±27.29skew +2.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$74.00$78.10—$105.00—————
03$69.30$73.20—$110.00—————
016$60.70$63.30—$120.00—————
031$55.80$58.40—$125.00—————
024$51.20$53.50—$130.00—————
04$46.20$48.90—$135.00—————
015$41.60$44.20—$140.00—————
012$37.00$39.60—$145.00—————
010$32.70$34.60—$150.0035.23%$1.60$2.10550
026$28.20$30.90—$155.0035.14%$2.20$3.20380
056$24.20$26.90—$160.0033.19%$3.00$3.7050
044$20.50$22.70—$165.0032.66%$4.20$4.902840
017$17.30$18.60—$170.0032.32%$5.80$6.401560
015$13.80$14.70—$175.0031.29%$7.30$8.20790
724$11.40$11.90—$180.0031.35%$9.80$10.4070
20123$9.00$9.4030.80%$185.00—$12.30$12.901820
1543$7.00$7.3030.39%$190.00—$14.80$15.9090
0135$5.20$5.7030.02%$195.00—$17.80$19.8010
4236$3.90$4.3029.78%$200.00—$20.80$23.3030
0217$2.05$2.4029.46%$210.00—————
—————$230.00—$48.20$51.2010

Forward $181.57. The 25-delta put carries +2.88 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 31.73%±32.11skew +3.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0389$69.70$73.60—$110.00—————
045$65.90$68.50—$115.00—————
0110$61.00$63.70—$120.00—————
072$56.30$58.90—$125.00—————
047$51.60$54.20—$130.00—————
0168$47.00$49.50—$135.00—————
097$42.50$45.00—$140.00—————
0142$38.00$40.60—$145.00—————
0424$33.70$36.30—$150.00—————
025$29.70$31.90—$155.0034.57%$3.60$4.00313
0204$25.70$27.50—$160.0033.87%$4.70$5.101113
070$22.30$24.80—$165.0033.53%$6.20$6.501212
017$18.90$21.50—$170.0032.99%$7.80$8.20752
0503$15.60$16.50—$175.0031.99%$9.60$9.901040
6245$12.60$13.70—$180.0031.81%$11.80$12.402121
544$10.60$11.2031.70%$185.00—$14.20$14.70585
048$8.30$9.1030.96%$190.00—$16.30$17.601040
0156$6.70$7.3030.77%$195.00—$19.20$21.40170
1127$5.50$5.8030.83%$200.00—$22.30$24.8060
5241$3.20$3.6030.25%$210.00—————
0815$1.80$2.4030.45%$220.00—————

Forward $181.06. The 25-delta put carries +3.62 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 30.40%±35.51skew +4.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$61.30$64.10—$120.00—————
04$47.30$50.00—$135.00—————
—————$140.0038.19%$2.00$3.3010
02$31.00$33.50—$155.0035.07%$4.20$5.701010
—————$160.0034.15%$5.20$6.9020
01$17.30$20.40—$175.00—————
014$14.30$17.60—$180.0031.98%$12.20$14.1030
090$12.00$14.0030.50%$185.00—————
039$9.80$11.9030.21%$190.00—$16.50$19.6010
07$7.90$10.0029.90%$195.00—$20.10$22.6070
033$6.30$8.3029.59%$200.00—$23.10$25.7080
026$3.80$5.7029.16%$210.00—————
069$2.40$3.9029.34%$220.00—————

Forward $182.85. The 25-delta put carries +4.99 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 30.65%±39.04skew +4.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$75.70$78.70—$105.00—————
01$66.80$69.40—$115.00—————
010$61.80$64.80—$120.00—————
028$57.40$60.20—$125.00—————
04$52.90$55.70—$130.0039.36%$1.65$2.552000
09$48.20$51.40—$135.00—————
012$44.30$47.10—$140.00—————
092$40.40$42.90—$145.00—————
06$36.20$38.90—$150.0034.79%$3.90$5.20440
05$32.40$35.10—$155.0034.10%$4.90$6.30150
0135$28.50$30.90—$160.0033.23%$6.10$7.401340
033$25.00$28.10—$165.0032.77%$7.70$8.80640
040$21.90$24.20—$170.0032.27%$9.40$10.50190
0128$19.10$20.00—$175.0031.93%$11.40$12.50360
0155$16.60$17.20—$180.0030.91%$13.20$14.501090
0207$14.10$14.7030.83%$185.00—$16.00$16.90981
110$11.90$12.3030.26%$190.00—$18.60$19.8010
037$9.70$10.4029.71%$195.00—$21.60$22.7050
01,179$7.90$8.7029.30%$200.00—$23.90$26.6020
464$5.40$6.0029.06%$210.00—————
011$3.50$4.1028.81%$220.00—————

Forward $182.91. The 25-delta put carries +4.17 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 31.35%±49.41skew +4.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$81.50$84.40—$100.00—————
01$59.30$62.00—$125.00—————
01$55.50$58.10—$130.00—————
03$51.20$54.00—$135.00—————
—————$140.0036.72%$4.40$5.80790
016$39.70$42.40—$150.0035.37%$6.10$8.20230
—————$155.0034.11%$7.40$8.80210
03$32.70$35.60—$160.0034.34%$8.70$11.10410
07$29.40$32.30—$165.0033.80%$10.30$12.703600
09$26.40$29.10—$170.0033.42%$12.00$14.70580
019$23.40$25.60—$175.0033.24%$14.30$16.70720
016$20.40$23.00—$180.0032.42%$16.10$18.80380
017$18.20$20.3032.21%$185.00—$18.50$21.40300
025$15.30$18.1031.37%$190.00—$21.00$24.00120
026$13.60$16.0031.30%$195.00—$23.50$26.7030
048$11.90$14.0031.02%$200.00—$27.10$29.9040
087$8.40$10.7030.10%$210.00—————
098$6.20$8.2029.94%$220.00—————
07$4.60$6.1029.76%$230.00—————

Forward $184.28. The 25-delta put carries +4.58 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.