Options Skew Analytics

TDOC option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 72.33%±0.68skew +6.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
31$4.90$5.20—$4.00—————
32$4.40$4.75—$4.50—————
42$3.95$4.20—$5.00—————
317$3.45$3.65—$5.50—————
4121$2.96$3.15—$6.00—————
269$2.32$2.73—$6.50—————
051$1.95$2.28—$7.00—————
11232$1.50$1.61—$7.50—————
3253$1.03$1.15—$8.0085.17%$0.02$0.0488112
147213$0.55$0.71—$8.5080.09%$0.08$0.1260487
1341,027$0.27$0.31—$9.0072.31%$0.23$0.28156426
90175$0.10$0.1273.42%$9.50—$0.55$0.60112
6263$0.03$0.0783.29%$10.00—$0.93$1.0822
3112$0.01$0.0388.60%$10.50—$1.21$1.8210
—————$11.00—$1.76$2.27814
—————$11.50—$2.25$2.75519
—————$12.00—$2.58$3.3555
—————$13.00—$3.80$4.2510
—————$13.50—$4.05$4.8510
—————$14.00—$4.55$5.4010
—————$14.50—$5.05$5.9010

Forward $9.04. The 25-delta put carries +6.68 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 65.86%±1.03skew -1.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
12$7.75$8.20—$1.00—————
11$6.65$7.35—$2.00—————
01$5.10$5.95—$3.50—————
035$4.60$5.40—$4.00—————
053$3.60$4.50—$5.00—————
06$3.25$3.95—$5.50—————
1406$2.63$3.50—$6.00—————
0524$2.26$2.79—$6.50—————
26728$1.97$2.28—$7.0095.86%$0.01$0.06967
0211$1.44$1.71—$7.5077.10%$0.03$0.0510415
76353$1.01$1.25—$8.0075.88%$0.09$0.1211319
9133$0.72$0.78—$8.5070.91%$0.19$0.236031
17419$0.40$0.47—$9.0065.63%$0.36$0.4152
0194$0.22$0.2868.41%$9.50—$0.65$0.72335
4680$0.13$0.1672.43%$10.00—$1.00$1.1521
104122$0.06$0.1075.00%$10.50—$1.29$1.7010
—————$13.00—$3.55$4.4010
—————$14.00—$4.55$5.4010

Forward $9.05. The 25-delta put carries -1.51 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 59.52%±1.20skew -0.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
12$7.15$7.90—$1.50—————
04$6.60$7.45—$2.00—————
02$4.10$5.05—$4.50—————
01$3.60$4.50—$5.00—————
04$3.30$3.95—$5.50—————
022$2.90$3.25—$6.00—————
071$2.37$2.76—$6.50—————
019$1.72$2.36—$7.00—————
054$1.53$1.92—$7.50—————
159$1.01$1.47—$8.0067.86%$0.11$0.18210
0155$0.78$0.87—$8.5062.85%$0.21$0.3027840
4257$0.46$0.56—$9.0059.40%$0.39$0.49824
1129$0.28$0.3460.38%$9.50—$0.71$0.80190
072$0.17$0.2263.68%$10.00—————
1001,000$0.11$0.1568.07%$10.50—————
03$0.07$0.1374.74%$11.00—————
0—$0.04$0.0976.87%$11.50—$2.15$2.76—0
—————$13.50—$4.05$4.8010
—————$15.00—$5.55$6.3510
—————$16.50—$7.05$7.8510

Forward $9.07. The 25-delta put carries -0.83 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 57.30%±1.36skew +2.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1011$2.43$2.95—$6.50—————
13$1.92$2.23—$7.0064.23%$0.01$0.061500
46$1.48$1.79—$7.50—————
05$0.95$1.50—$8.00—————
068$0.84$0.91—$8.5061.56%$0.28$0.36100
014$0.54$0.63—$9.0057.86%$0.48$0.5374
093$0.34$0.3956.83%$9.50—————
024$0.22$0.2558.72%$10.00—————
013$0.14$0.1862.04%$10.50—$1.34$1.8410
178$0.09$0.1264.10%$11.00—————

Forward $9.08. The 25-delta put carries +2.84 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 59.46%±1.60skew -1.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$2.80$3.60—$6.00—————
01$2.31$2.76—$6.50—————
01$1.80$2.40—$7.00—————
—————$7.5063.61%$0.11$0.1460
011$1.00$1.52—$8.0061.23%$0.20$0.24361
022$0.91$0.99—$8.5060.20%$0.33$0.4220
024$0.62$0.72—$9.0059.20%$0.54$0.6422
02$0.41$0.5259.80%$9.50—————
019$0.27$0.3358.84%$10.00—————
013$0.19$0.2562.30%$10.50—————
02$0.13$0.1763.54%$11.00—————
—————$14.50—$5.05$5.9010

Forward $9.08. The 25-delta put carries -1.07 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 58.01%±2.26skew -2.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$7.65$8.50—$1.00—————
0622$6.15$7.00—$2.50139.64%$0.01$0.021,2642
048$4.70$5.55—$4.0095.48%$0.01$0.031280
05,463$3.70$4.30—$5.0081.16%$0.03$0.0517,5860
12,395$2.82$3.45—$6.00—————
815,677$1.82$1.94—$7.5059.05%$0.25$0.2811,116302
282,287$0.88$0.98—$9.0057.60%$0.76$0.911,13810
719,885$0.52$0.6359.33%$10.00—$1.39$1.531,5920
31,977$0.31$0.4061.23%$11.00—$2.19$2.3110
15,104$0.14$0.2264.47%$12.50—$3.25$3.802610
120,349$0.03$0.0590.56%$20.00—————

Forward $9.10. The 25-delta put carries -2.17 volatility points over the 25-delta call.

2027-04-16(158 days)ATM 58.48%±3.57skew -4.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$5.65$6.60—$3.00—————
01$4.70$5.65—$4.00—————
0109$3.90$4.50—$5.00—————
50870$3.35$3.70—$6.0065.25%$0.23$0.27360300
31,193$2.55$2.90—$7.0065.28%$0.43$0.60160
10208$1.96$2.16—$8.0061.77%$0.78$0.87136
0355$1.46$1.67—$9.0060.69%$1.23$1.341214
13252$1.06$1.1858.48%$10.00—$1.84$2.06940
1578$0.78$1.0261.90%$11.00—————
0109$0.58$0.8062.79%$12.00—$3.35$3.501450
0124$0.44$0.6363.76%$13.00—————
02$0.34$0.5465.88%$14.00—$4.75$5.50170

Forward $9.29. The 25-delta put carries -4.11 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.