Options Skew Analytics
Sign in

Option chain

TECK option chain

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

Data as of 10 November 2026 (end of day)

2026-11-13(3 days)ATM 58.74%±3.35skew +0.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
26$12.10$14.30—$50.00—————
16$11.10$13.40—$51.00—————
11$10.20$12.50—$52.00—————
22$9.20$11.50—$53.00—————
11$8.10$10.50—$54.00—————
11$7.20$9.50—$55.00—————
21$6.20$8.50—$56.00—————
10$5.20$7.40—$57.00—————
—————$59.0063.45%$0.20$0.25174
59$2.75$3.50—$60.0063.79%$0.30$0.50106
010$2.45$2.65—$61.0062.28%$0.50$0.75591
08$1.80$1.95—$62.0060.07%$0.80$1.0530
15$1.20$1.4558.74%$63.00—$1.20$1.5051
217$0.80$1.0058.86%$64.00—$1.80$2.0550
026$0.50$0.7561.06%$65.00—$2.50$2.7530
028$0.30$0.5061.43%$66.00—$3.20$4.1020
—————$67.00—$4.00$5.0010
—————$68.00—$3.70$6.1020
—————$69.00—$4.80$6.9001
—————$70.00—$6.00$9.2002
—————$71.00—$6.60$10.0001

Forward $62.97. The 25-delta put carries +0.86 volatility points over the 25-delta call.

2026-12-04(24 days)ATM 47.48%±7.68skew +3.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$57.0051.37%$0.75$1.2520
—————$58.0051.14%$1.00$1.5010
01$3.20$3.80—$62.00—————
—————$63.0048.38%$2.75$3.4010
010$2.40$2.8046.95%$64.00—————
010$2.00$2.4547.37%$65.00—$3.80$4.5040
07$1.35$2.0049.29%$67.00—————
11$0.70$1.1047.98%$70.00—————

Forward $63.07. The 25-delta put carries +3.16 volatility points over the 25-delta call.

2026-12-18(38 days)ATM 47.07%±9.56skew -0.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$32.20$34.60—$30.00—————
03$29.20$31.60—$33.00—————
03$24.30$26.60—$38.00—————
0242$22.20$24.70—$40.00—————
025$17.40$19.80—$45.00—————
01$15.50$17.90—$47.00—————
012$12.70$15.00—$50.0053.30%$0.30$0.501850
0436$8.40$10.50—$55.0049.82%$0.90$1.202740
0373$5.30$5.70—$60.0047.55%$2.25$2.65820
0975$2.75$3.1047.03%$65.00—$4.60$5.302760
095$1.30$1.9549.83%$70.00—$8.10$8.90270
2187$0.60$0.8048.32%$75.00—————
0179$0.30$0.4050.14%$80.00—$15.70$18.0010

Forward $62.97. The 25-delta put carries -0.01 volatility points over the 25-delta call.

2027-01-15(66 days)ATM 45.46%±12.21skew +0.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$46.00$49.90—$15.00—————
07$41.00$44.80—$20.00—————
04$36.00$39.80—$25.00—————
0173$33.40$36.60—$28.00—————
0120$31.10$34.60—$30.00—————
080$28.60$31.70—$33.00—————
0209$26.40$29.70—$35.00—————
049$24.50$26.80—$38.00—————
0114$22.40$24.80—$40.00—————
0272$19.70$22.00—$43.00—————
0420$17.70$20.10—$45.00—————
072$15.90$18.30—$47.00—————
0830$13.20$15.60—$50.0050.30%$0.70$0.952070
0635$8.10$10.20—$55.0046.58%$1.50$1.802,2300
0324$5.40$7.80—$60.0045.53%$3.00$3.601,1390
32,158$3.80$4.3045.46%$65.00—$5.40$6.30260
21,338$2.20$2.9547.23%$70.00—$7.30$10.7020
1142,976$1.25$1.5546.03%$75.00—$11.60$13.7054
0645$0.70$1.1548.72%$80.00—————

Forward $63.19. The 25-delta put carries +0.55 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.