Options Skew Analytics

SYF 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 33.82%±8.16skew +2.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$47.50$50.00—$25.00—————
031$20.50$22.70—$52.50—————
063$17.90$20.00—$55.00—————
0122$13.60$15.00—$60.00—————
01$11.40$12.50—$62.50—————
029$8.80$10.20—$65.00—————
06$6.80$8.10—$67.5035.64%$0.90$1.201830
0281$5.00$5.90—$70.0035.30%$1.55$1.9535743
076$3.80$4.20—$72.5034.17%$2.40$2.909931
2,635202$2.50$2.8533.68%$75.00—$3.60$4.203,2408
3,1793,180$1.55$1.9033.12%$77.50—$4.80$5.901880
0220$0.90$1.3533.62%$80.00—$6.50$7.801190
1339$0.45$0.7532.15%$82.50—$8.50$9.70120
—————$85.00—$10.70$12.4080
—————$87.50—$13.00$15.0010

Forward $73.77. The 25-delta put carries +2.02 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 32.41%±10.29skew +2.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0147$32.80$35.30—$40.00—————
044$29.70$32.50—$43.00—————
0214$27.80$30.40—$45.00—————
0197$26.00$28.20—$47.00—————
0146$23.60$25.10—$50.00—————
013$20.90$22.80—$52.50—————
068$18.30$20.30—$55.00—————
041$16.30$17.80—$57.50—————
0119$14.00$15.40—$60.00—————
040$11.60$13.10—$62.50—————
074$9.90$11.00—$65.0036.08%$1.10$1.251,25145
047$7.90$9.00—$67.5035.14%$1.60$1.85229287
0324$6.20$6.80—$70.0033.50%$2.05$2.701830
031$4.50$5.40—$72.5034.57%$3.20$3.902221
4126$3.50$3.8032.33%$75.00—$4.40$4.7010067
7980$2.45$2.8031.88%$77.50—$5.90$6.102270
14,140$1.60$1.9531.02%$80.00—$7.00$8.30290
7608$1.15$1.5532.37%$82.50—$8.90$10.50970
12223$0.75$1.1032.36%$85.00—$11.00$12.20160
—————$90.00—$15.60$17.5010
—————$110.00—$35.00$37.7010

Forward $74.09. The 25-delta put carries +2.77 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 33.13%±14.72skew +5.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$37.70$40.60—$35.00—————
02$32.80$35.70—$40.00—————
02$30.50$33.30—$42.50—————
02$23.40$25.80—$50.00—————
01$17.20$18.80—$57.50—————
05$14.60$16.90—$60.00—————
03$12.80$14.50—$62.5036.97%$1.55$2.052120
03$10.90$12.60—$65.0036.92%$2.45$2.50185531
421$9.40$10.10—$67.5035.87%$2.70$3.60660
015$7.60$8.90—$70.0035.72%$4.00$4.20440
033$6.30$7.40—$72.5033.75%$4.40$5.40410
037$5.30$5.9033.55%$75.00—$5.70$6.60320
029$3.70$5.0032.21%$77.50—$7.10$8.00660
0113$3.00$3.9031.97%$80.00—$8.60$9.70140
099$2.25$3.3032.22%$82.50—$10.10$11.20230
085$1.70$2.4531.46%$85.00—————
036$1.25$1.9531.41%$87.50—————

Forward $74.44. The 25-delta put carries +5.46 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.