Options Skew Analytics

TSCO option chain

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

Data as of 23 September 2026 (end of day)

2026-10-16(23 days)ATM 36.58%±2.99skew -1.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$13.00$17.20—$17.50—————
012$11.80$13.60—$20.00—————
4275$9.60$10.60—$22.50—————
0181$7.30$8.10—$25.00—————
0569$2.65$3.40—$30.00—————
—————$30.5036.32%$0.35$0.4560
—————$31.5035.92%$0.60$0.8020
010$1.40$1.60—$32.0035.00%$0.80$0.9557
411$1.10$1.30—$32.5036.17%$1.05$1.2510
011$0.90$1.1037.01%$33.00—————
1013$0.70$0.9036.86%$33.50—————
0193$0.55$0.7537.37%$34.00—————
223$0.40$0.6036.95%$34.50—————
195,223$0.35$0.4537.47%$35.00—$2.40$2.902,95422
—————$35.50—$2.70$3.5001
—————$36.00—$3.20$3.8002
—————$37.00—$4.10$4.8001
—————$40.00—$6.70$7.801110

Forward $32.55. The 25-delta put carries -1.15 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 44.10%±4.12skew +0.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$29.0045.18%$0.30$0.50231
04$3.00$3.50—$30.0042.86%$0.50$0.65294
01$2.30$2.85—$31.0045.34%$0.80$1.1550
012$1.80$2.25—$32.0042.66%$1.20$1.401,02412
1230$1.30$1.6044.28%$33.00—$1.70$2.05300
1239$0.90$1.2544.62%$34.00—$2.30$2.5560
—————$35.00—$2.80$3.5020
081$0.25$0.4042.66%$37.00—————
—————$39.00—$5.90$6.7001
—————$40.00—$7.00$7.9020

Forward $32.57. The 25-delta put carries +0.20 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 44.16%±4.58skew -1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$28.0048.44%$0.30$0.50610
02$3.30$3.60—$30.0044.76%$0.65$0.90620
01$2.60$2.95—$31.0044.84%$0.95$1.30325
462$2.05$2.35—$32.0044.63%$1.35$1.75425
014$1.50$1.7544.15%$33.00—$1.85$2.2504
418$1.10$1.5045.83%$34.00—$2.45$2.8530
226$0.80$1.1045.01%$35.00—$3.10$3.5085
1286$0.55$0.9045.75%$36.00—————
231$0.40$0.6545.62%$37.00—————

Forward $32.57. The 25-delta put carries -1.00 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 39.71%±7.26skew +1.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$12.10$13.60—$20.00—————
146$9.80$10.90—$22.5044.94%$0.15$0.2531917
1128$7.50$8.60—$25.0042.39%$0.35$0.502750
014$5.80$6.90—$27.0040.97%$0.65$0.858983
020$5.20$6.20—$28.0041.80%$0.85$1.255322
049$4.50$5.50—$29.0041.15%$1.15$1.501,0830
0522$4.00$4.70—$30.0039.75%$1.45$1.75682217
0176$3.50$3.90—$31.0039.56%$1.80$2.201770
077$2.85$3.50—$32.0040.00%$2.25$2.751,19740
084$2.45$3.0039.64%$33.00—$2.80$3.201060
069$2.10$2.5539.77%$34.00—$3.30$3.804241
151,238$1.75$2.1039.18%$35.00—$4.00$4.602900
601,148$1.45$1.8539.71%$36.00—$4.40$5.301800
0181$1.20$1.5539.63%$37.00—$5.20$6.101440
625,427$1.00$1.3039.73%$38.00—$5.90$6.901390
0484$0.80$1.0539.23%$39.00—$6.70$7.70130
187,212$0.60$0.9039.03%$40.00—$7.60$8.603810
03,363$0.50$0.6040.21%$42.00—$9.30$10.30750
3233$0.30$0.5041.14%$44.00—$11.10$12.20620
—————$45.00—$12.10$12.802600
—————$46.00—$12.90$14.102160

Forward $32.72. The 25-delta put carries +1.91 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 39.94%±9.10skew -0.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$16.20$19.70—$15.00—————
013$13.70$16.00—$17.50—————
038$12.30$13.50—$20.00—————
06$10.40$11.10—$22.5044.45%$0.35$0.55560
048$8.10$9.10—$25.0042.68%$0.70$0.95991
16,224$4.80$5.50—$30.0040.14%$2.10$2.401,3588
6687$2.60$2.7039.94%$35.00—$4.80$5.005150
36,287$1.20$1.5540.36%$40.00—$8.00$9.00730
1365$0.55$0.7539.98%$45.00—$12.30$13.302310
—————$50.00—$17.00$18.10140

Forward $32.70. The 25-delta put carries -0.21 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 39.42%±11.12skew +1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$14.90$16.00—$17.50—————
022$12.50$13.70—$20.00—————
010$10.40$11.60—$22.5044.14%$0.65$0.951290
057$8.50$9.60—$25.0042.36%$1.10$1.451400
0222$5.60$6.20—$30.0040.72%$2.75$3.1046915
1149$3.30$3.7039.42%$35.00—$5.20$5.70890
0134$1.90$2.3539.88%$40.00—————
042$1.10$1.3539.66%$45.00—$12.60$13.7020

Forward $32.99. The 25-delta put carries +1.06 volatility points over the 25-delta call.

2027-09-17(359 days)ATM 39.55%±13.03skew +3.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$14.20$16.20—$17.5047.47%$0.35$0.5001
—————$20.0045.20%$0.60$0.8001
02$9.00$10.10—$25.0042.94%$1.55$1.9530
61$6.30$7.10—$30.0041.15%$3.30$3.702220
1208$4.00$4.6039.78%$35.00—$5.70$6.30130
08$2.40$3.0038.76%$40.00—————
02$1.60$2.0039.47%$45.00—————
08$0.95$1.4039.70%$50.00—————

Forward $33.22. The 25-delta put carries +3.47 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.