Options Skew Analytics

SYF option chain

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

Data as of 23 September 2026 (end of day)

2026-12-18(86 days)ATM 32.20%±11.09skew +0.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
056$29.20$32.70—$40.00—————
02$25.20$27.80—$45.00—————
081$23.60$25.90—$47.00—————
02$20.70$22.90—$50.00—————
031$18.20$20.50—$52.50—————
063$15.90$17.90—$55.00—————
—————$57.5036.19%$0.55$0.70330
0122$11.70$13.50—$60.00—————
01$9.50$11.40—$62.50—————
029$7.80$9.50—$65.0032.11%$1.50$2.253800
010$6.20$7.50—$67.5031.81%$2.45$3.00863
0274$4.60$5.10—$70.0032.28%$3.70$4.101242
059$3.60$3.8032.17%$72.50—$5.00$5.409390
0199$2.65$2.9032.16%$75.00—$6.50$7.001,9823
291$1.85$2.1531.80%$77.50—$8.20$8.901850
0164$1.30$1.6031.90%$80.00—$10.10$10.901553
30241$0.95$1.2032.43%$82.50—$11.20$12.90120
6160$0.65$0.9032.69%$85.00—$13.40$15.1080
148$0.45$0.7033.26%$87.50—$15.70$17.6010
11150$0.35$0.5033.78%$90.00—————
—————$95.00—$22.40$25.3010

Forward $70.96. The 25-delta put carries +0.21 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 30.78%±12.25skew +2.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0147$30.40$33.10—$40.00—————
068$27.60$30.10—$43.00—————
0214$25.70$28.20—$45.00—————
0207$23.90$26.20—$47.00—————
0148$21.10$23.30—$50.00—————
013$18.70$20.90—$52.50—————
068$16.50$18.40—$55.0040.09%$0.65$1.051,0710
041$14.30$16.10—$57.5037.13%$0.90$1.15168
0125$12.30$14.00—$60.0035.31%$1.25$1.456608
038$10.30$12.00—$62.5034.02%$1.65$2.001510
074$8.40$10.20—$65.0033.29%$2.40$2.601,2740
039$6.90$8.20—$67.5032.62%$3.20$3.502700
0294$5.50$5.70—$70.0032.08%$4.30$4.501730
036$4.00$4.5030.76%$72.50—$5.50$5.801481
0107$3.20$3.4030.78%$75.00—$6.90$7.30990
0809$2.45$2.6030.80%$77.50—$8.50$9.402200
104,107$1.80$2.0030.77%$80.00—$9.70$11.10290
17608$1.35$1.5531.08%$82.50—$11.40$13.20970
2130$1.00$1.2031.38%$85.00—$13.60$15.30160
231,419$0.50$0.7531.94%$90.00—$18.30$19.9021
3167$0.40$0.6032.70%$92.50—————

Forward $71.22. The 25-delta put carries +2.21 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 32.34%±16.10skew +3.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$34.30$38.10—$35.00—————
02$30.80$33.30—$40.00—————
02$28.30$30.80—$42.50—————
02$21.30$23.70—$50.00—————
01$15.20$17.20—$57.50—————
07$13.20$15.20—$60.0035.50%$1.95$2.503770
03$11.30$13.30—$62.5034.01%$2.30$3.206670
03$9.70$11.00—$65.0032.24%$2.75$3.902700
021$8.30$8.80—$67.5032.89%$4.10$4.80420
010$6.80$7.40—$70.0032.53%$5.20$5.90191
026$5.60$6.1032.42%$72.50—$6.50$7.20160
028$4.50$5.1032.07%$75.00—$7.00$8.60250
010$3.50$4.2031.50%$77.50—$8.60$10.10500
0103$2.75$3.4031.15%$80.00—$10.20$11.90160
094$2.20$2.7030.96%$82.50—$12.10$13.8020
080$1.55$2.2030.40%$85.00—————
01$1.25$1.8030.72%$87.50—————

Forward $71.48. The 25-delta put carries +3.61 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.