Options Skew Analytics

TDG option chain

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

Data as of 23 September 2026 (end of day)

2026-11-20(58 days)ATM 32.69%±145.06skew +1.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$137.30$144.40—$990.0034.90%$12.90$19.40—0
01$129.30$136.70—$1,000.0034.66%$14.20$22.104560
—————$1,020.0034.06%$19.00$26.1041
—————$1,040.0034.39%$27.30$31.0030
—————$1,060.0032.98%$31.00$37.10180
—————$1,080.0032.95%$38.40$45.8040
013$61.20$67.40—$1,100.0032.79%$48.00$54.00571
08$56.20$62.20—$1,110.0032.84%$53.20$59.00170
02$51.50$57.0032.67%$1,120.00—$58.40$64.0085
41$47.10$53.0032.78%$1,130.00—$62.00$69.0020
03$43.00$48.2032.59%$1,140.00—$67.90$75.0010
04$38.60$46.0032.92%$1,150.00—$74.00$82.0020
01$34.90$43.0033.08%$1,160.00—————
01$31.80$37.0032.38%$1,170.00—$86.80$94.0010
75$28.50$33.5032.21%$1,180.00—$93.50$100.0090
09$25.30$31.0032.24%$1,190.00—$100.50$107.0010
012$22.10$30.0032.61%$1,200.00—$107.70$115.00760
11$23.10$27.8033.86%$1,210.00—————
05$16.90$25.0032.37%$1,220.00—$122.60$131.0010
05$14.60$23.0032.33%$1,230.00—$130.50$139.0020
077$12.60$20.8032.18%$1,240.00—$138.50$147.0010

Forward $1,113.12. The 25-delta put carries +1.69 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 31.61%±171.35skew +1.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$204.20$212.90—$920.00—————
01$187.00$196.10—$940.0035.66%$11.90$17.60130
01$170.00$179.10—$960.0034.40%$13.00$21.00110
01$154.80$162.90—$980.0033.93%$16.80$24.7010
02$139.80$147.30—$1,000.0033.36%$21.00$28.90422
03$124.80$132.30—$1,020.0032.85%$26.80$33.00160
03$109.00$118.30—$1,040.0032.32%$31.00$40.10190
02$96.00$105.10—$1,060.0031.98%$38.00$46.70120
02$84.80$92.20—$1,080.0031.59%$45.10$54.70410
015$72.80$81.80—$1,100.0031.65%$55.80$62.80150
05$62.80$69.4031.63%$1,120.00—$66.30$72.60128
05$53.70$61.0031.60%$1,140.00—$77.50$83.7050
614$45.50$53.4031.56%$1,160.00—$88.90$95.00320
08$38.00$46.2031.37%$1,180.00—$100.80$108.0040
017$31.30$40.8031.42%$1,200.00—$113.80$123.00960
08$25.60$35.0031.24%$1,220.00—$128.30$137.0060
013$20.70$30.0031.11%$1,240.00—$143.60$152.0040
010$16.60$26.0031.12%$1,260.00—$159.70$168.9080
—————$1,280.00—$176.40$185.0060
019$11.90$17.9031.19%$1,300.00—$193.90$202.0050
—————$1,320.00—$212.10$220.002118

Forward $1,116.62. The 25-delta put carries +1.73 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 32.01%±230.68skew +2.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$161.00$170.50—$1,000.0033.33%$35.00$44.0030
—————$1,020.0032.96%$40.60$50.0010
—————$1,040.0032.81%$47.50$57.00130
—————$1,060.0032.82%$56.50$64.00400
02$111.00$117.70—$1,080.0032.70%$65.20$72.0031
01$100.50$107.00—$1,100.0032.44%$74.50$80.00353
02$90.50$98.00—$1,120.0032.11%$82.70$90.0010
01$80.60$88.0031.76%$1,140.00—$93.60$101.0090
020$75.20$79.0032.15%$1,160.00—$105.10$112.0040
08$71.10$75.0032.09%$1,170.00—$111.00$118.0020
04$63.50$67.0031.93%$1,190.00—$123.50$130.0010
09$59.70$64.0031.95%$1,200.00—$130.00$137.0010
03$56.20$60.0031.78%$1,210.00—$136.70$144.0010
08$53.00$57.0031.80%$1,220.00—$143.50$151.0020
—————$1,230.00—$150.40$158.0010
020$43.80$51.0031.15%$1,240.00—$157.60$165.0010
05$40.90$48.0031.05%$1,250.00—$164.80$172.0030
07$38.10$45.0030.93%$1,260.00—————
02$35.40$43.0030.96%$1,270.00—————
01$32.90$40.0030.79%$1,280.00—————
02$30.50$38.0030.79%$1,290.00—$195.40$203.0020

Forward $1,128.04. The 25-delta put carries +2.54 volatility points over the 25-delta call.

2027-05-21(240 days)ATM 31.44%±289.25skew +2.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$327.00$333.60—$820.0034.83%$13.10$19.60—0
0—$311.40$317.60—$840.0034.56%$16.00$22.30—0
0—$294.10$300.20—$860.0034.26%$19.00$25.40—0
0—$278.10$284.80—$880.0034.12%$22.00$29.90—0
0—$263.00$269.10—$900.0033.52%$26.00$32.20—0
0—$247.40$254.50—$920.0033.64%$30.00$38.50—0
0—$232.50$238.50—$940.0033.47%$35.00$43.40—0
—————$1,050.0032.14%$69.60$78.0010
—————$1,080.0031.69%$81.10$90.0020
—————$1,110.0031.38%$94.90$103.0010
—————$1,140.00—$110.90$118.0010
0—$64.30$70.0031.53%$1,260.00—$185.30$193.00—0
0—$58.50$64.0031.42%$1,280.00—$199.70$207.00—0
0—$52.60$59.0031.33%$1,300.00—$214.70$222.00—0
0—$47.30$54.0031.20%$1,320.00—$230.10$237.00—0
0—$43.20$49.0031.14%$1,340.00—$246.00$253.00—0
0—$37.90$45.0030.94%$1,360.00—$262.40$270.00—0
0—$35.70$40.5031.06%$1,380.00—$280.30$287.00—0
0—$30.10$37.9030.81%$1,400.00—$297.50$304.00—0
0—$26.60$34.0030.59%$1,420.00—$314.30$322.00—0
0—$23.50$31.0030.50%$1,440.00—$332.40$340.00—0

Forward $1,134.48. The 25-delta put carries +2.42 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.