Options Skew Analytics

SWK 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 32.24%±7.43skew -0.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$29.80$33.80—$60.00—————
01$24.80$28.80—$65.00—————
06$20.20$23.90—$70.00—————
03$17.30$21.40—$72.50—————
08$15.30$17.90—$75.00—————
03$11.00$13.10—$80.0035.38%$0.15$0.252614
140$9.10$10.20—$82.5034.59%$0.35$0.452334
1397$7.00$8.30—$85.0032.58%$0.60$0.752379
01,116$5.60$6.00—$87.5032.02%$1.15$1.3030827
16586$3.90$4.10—$90.0031.37%$1.95$2.1526563
25331$2.55$2.7032.31%$92.50—$3.30$3.4023974
6363$1.60$1.7032.04%$95.00—$4.60$4.801192
9475$0.95$1.0532.17%$97.50—$6.40$7.60900
23545$0.50$0.6031.82%$100.00—$8.00$10.101600

Forward $91.77. The 25-delta put carries -0.15 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 38.50%±14.16skew +0.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$16.70$18.90—$75.0039.98%$0.50$0.70170
—————$80.0039.94%$1.25$1.503214
—————$82.5039.11%$1.75$2.00622
—————$85.0038.66%$2.40$2.70582
08$7.80$8.80—$87.5038.70%$3.30$3.6050
552$6.60$6.90—$90.0038.20%$4.20$4.70112
116$5.30$5.7038.57%$92.50—$5.60$5.9009
1917$4.30$4.5038.32%$95.00—$6.80$7.20140
335$3.40$3.6038.31%$97.50—————
831$2.55$2.8537.91%$100.00—$9.90$10.8010
195$1.50$1.7538.12%$105.00—————
051$0.75$0.9537.15%$110.00—————

Forward $92.25. The 25-delta put carries +0.54 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 35.75%±18.40skew +1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
058$30.60$34.20—$60.0037.97%$0.10$0.151,1060
018$28.30$30.80—$62.50—————
0134$25.90$28.50—$65.00—————
0173$23.60$26.20—$67.50—————
0124$22.20$23.60—$70.0037.65%$0.60$0.904330
0130$19.40$21.40—$72.5037.89%$1.00$1.2014734
0138$17.00$19.30—$75.0036.75%$1.25$1.555513
098$15.00$17.20—$77.5037.05%$1.85$2.05700
1202$13.60$15.40—$80.0036.65%$2.40$2.652279
0468$11.40$13.60—$82.5036.48%$3.10$3.401300
0748$10.60$11.50—$85.0036.01%$3.90$4.201413
1216$9.40$9.80—$87.5036.20%$5.00$5.20925
51,047$8.00$8.40—$90.0035.93%$6.00$6.401050
8195$6.90$7.2035.75%$92.50—$7.30$7.60650
7391$5.90$6.1035.75%$95.00—$8.70$9.101121
23207$4.70$5.1034.86%$97.50—$10.10$10.60192
69891$4.10$4.3035.38%$100.00—$11.90$12.40540
292,340$2.75$3.1035.48%$105.00—$15.00$16.302970
2213$1.75$2.1535.23%$110.00—$19.10$20.20480
2523,929$1.30$1.6036.51%$115.00—$23.50$24.7050
122,914$0.75$1.0035.57%$120.00—$28.00$30.50340

Forward $92.09. The 25-delta put carries +1.00 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 36.16%±21.39skew +3.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$21.90$24.40—$70.0039.13%$1.15$1.45870
—————$75.0038.66%$1.95$2.45250
03$14.10$16.50—$80.0039.19%$3.10$4.2090
—————$82.5037.14%$3.80$4.4002
06$10.90$13.20—$85.0037.21%$4.70$5.401120
03$9.90$12.30—$87.5036.97%$5.70$6.40213
022$8.50$11.00—$90.0036.45%$6.60$7.60242
11$8.00$9.00—$92.5036.53%$8.00$8.801565
118$6.90$7.8036.16%$95.00—$9.30$10.2014772
—————$97.50—$10.50$12.90430
026$5.20$5.9036.19%$100.00—$11.80$14.6070
057$3.80$4.4036.07%$105.00—————
423$2.70$3.3036.06%$110.00—————
01$2.00$2.5036.54%$115.00—————

Forward $92.60. The 25-delta put carries +3.13 volatility points over the 25-delta call.

2027-04-16(205 days)ATM 35.68%±24.71skew +3.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$23.10$25.10—$70.0040.26%$1.80$2.7510
—————$75.0038.77%$2.80$3.7070
—————$80.0038.42%$4.10$5.40450
10$13.90$16.00—$82.50—————
04$11.90$14.30—$85.0036.14%$5.80$6.50240
05$9.70$11.50—$90.0035.34%$7.80$8.7030
—————$92.50—$9.20$10.00101
07$8.10$8.9035.62%$95.00—$10.50$11.4041
01$7.20$8.0035.79%$97.50—$11.90$13.2011
50203$6.30$7.1035.63%$100.00—————
030$4.70$5.5035.13%$105.00—————
048$3.50$4.2034.80%$110.00—————
02$2.65$3.4035.25%$115.00—————
03$1.95$2.7535.53%$120.00—————
01$1.05$1.6035.42%$130.00—————

Forward $92.41. The 25-delta put carries +3.17 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.