Options Skew Analytics

SWK option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 33.79%±13.13skew +0.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$28.30$30.80—$90.00—————
08$25.80$28.80—$92.50—————
011$23.40$26.30—$95.0042.39%$0.25$0.40761
018$21.60$23.20—$97.50—————
082$18.60$21.50—$100.00—————
042$14.70$16.30—$105.0036.86%$0.90$1.2046
046$10.50$11.20—$110.0035.22%$1.65$2.25143
390$7.10$7.70—$115.0036.06%$3.60$3.90235
18124$4.30$5.1033.75%$120.00—$5.30$6.3074
431$2.55$3.2033.98%$125.00—$8.60$9.5041
916$1.45$1.9034.28%$130.00—————
45$0.70$1.1534.50%$135.00—————

Forward $118.90. The 25-delta put carries +0.94 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 32.87%±16.82skew +1.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0122$47.70$51.10—$70.00—————
0130$45.40$48.60—$72.50—————
0123$42.90$46.10—$75.00—————
098$40.30$43.70—$77.50—————
0190$38.20$40.80—$80.00—————
8466$36.40$38.70—$82.50—————
2589$33.30$36.20—$85.00—————
0208$30.80$33.70—$87.50—————
0562$28.40$31.30—$90.00—————
0255$26.50$28.40—$92.50—————
20492$24.20$26.70—$95.00—————
51342$21.80$24.40—$97.50—————
61,630$19.70$22.00—$100.0036.95%$1.00$1.25993
62,625$15.50$17.80—$105.0035.58%$1.60$2.153107
11,187$11.70$13.80—$110.0034.60%$2.80$3.30741
1011,958$7.90$9.70—$115.0033.34%$4.30$5.00395
410,662$5.90$6.9032.88%$120.00—$6.50$7.40544
3746$4.00$4.8032.85%$125.00—$9.20$11.60351
0296$2.45$3.3032.57%$130.00—$12.60$14.9070
192$1.65$2.2533.33%$135.00—$16.40$18.2080
899$0.95$1.4533.11%$140.00—————

Forward $119.45. The 25-delta put carries +1.27 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 35.77%±22.67skew +2.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$48.20$51.20—$70.00—————
03$38.40$41.30—$80.00—————
09$33.80$36.30—$85.00—————
03$31.40$34.40—$87.50—————
031$29.10$31.90—$90.00—————
06$27.20$29.60—$92.5041.29%$1.00$1.602,5000
120$24.70$27.70—$95.0039.60%$1.25$1.702150
027$22.60$25.40—$97.5038.86%$1.50$2.10430
043$20.50$23.10—$100.0038.74%$2.05$2.501320
177$17.50$19.50—$105.0037.51%$3.00$3.60291
0137$13.30$15.70—$110.00—————
714$11.10$12.40—$115.0035.84%$6.10$7.0021
618$8.50$9.4036.05%$120.00—$8.50$9.6010
04$6.10$7.3035.31%$125.00—$11.30$12.4022
125$4.70$5.6035.79%$130.00—————
013$3.00$4.2034.72%$135.00—————
012$2.10$3.1034.70%$140.00—————
03$1.45$2.2034.52%$145.00—————
13$1.00$1.5534.49%$150.00—————

Forward $119.90. The 25-delta put carries +2.81 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 34.79%±27.36skew +2.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$48.30$51.30—$70.00—————
01$37.10$39.30—$82.50—————
05$34.50$37.00—$85.00—————
03$27.90$30.30—$92.5039.01%$1.80$2.60120
114$25.70$28.40—$95.0037.58%$2.05$2.85330
05$23.70$26.30—$97.5037.56%$2.60$3.4010
0368$22.40$24.30—$100.0037.17%$3.20$3.90100
040$19.00$20.60—$105.0036.14%$4.40$5.2096
071$14.80$17.30—$110.0035.69%$6.10$6.90022
019$12.90$14.40—$115.0035.93%$8.50$9.0032
473$10.10$11.3035.46%$120.00—$10.90$11.40277
114$8.10$8.6034.41%$125.00—$13.10$14.3001
71,506$6.30$7.4035.07%$130.00—$16.00$18.3050
112$4.40$5.9034.05%$135.00—$19.40$21.6070
02$3.30$4.7033.99%$140.00—————
01$2.45$3.7033.91%$145.00—————
03$1.80$2.9033.88%$150.00—————
10$1.35$2.2033.81%$155.00—————

Forward $119.54. The 25-delta put carries +2.23 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 36.96%±32.25skew +2.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$35.10$37.70—$85.00—————
01$33.00$35.60—$87.50—————
04$30.90$33.30—$90.0042.19%$2.20$3.60220
—————$92.5039.91%$2.60$3.4090
01$26.90$29.50—$95.0038.80%$2.90$3.8040
02$25.00$27.60—$97.5038.64%$3.60$4.30230
018$23.20$25.70—$100.00—————
020$19.70$22.20—$105.0037.72%$5.60$6.50260
086$16.50$19.10—$110.0037.28%$7.40$8.3050
08$13.60$16.20—$115.00—————
011$11.70$13.10—$120.00—$11.70$13.1030
010$10.10$10.9036.94%$125.00—$14.50$15.7040
09$7.30$9.1035.32%$130.00—————
611$6.80$7.6036.82%$135.00—————
01$4.50$6.2034.94%$140.00—————
24$4.20$5.1036.11%$145.00—————
04$2.75$4.2034.97%$150.00—————

Forward $120.00. The 25-delta put carries +2.75 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.