Options Skew Analytics

TSCO 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 43.90%±1.72skew +3.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$6.80$7.30—$30.50—————
230$6.30$6.90—$31.00—————
20$5.80$6.30—$31.50—————
111$5.30$5.80—$32.00—————
146$4.70$5.40—$32.50—————
2281$4.30$4.80—$33.00—————
3118$3.80$4.30—$33.50—————
0214$3.30$3.80—$34.00—————
571,569$2.45$2.80—$35.00—————
0154$2.00$2.50—$35.50—————
19227$1.55$1.90—$36.0045.99%$0.15$0.253813
069$1.25$1.40—$36.5047.74%$0.30$0.40133
836,061$0.90$1.05—$37.0045.83%$0.45$0.55317
660$0.60$0.7543.93%$37.50—$0.65$0.7504
174164$0.40$0.5043.20%$38.00—————
4931$0.25$0.3543.87%$38.50—$1.25$1.40015
13186$0.15$0.2545.08%$39.00—————
230$0.10$0.1545.56%$39.50—————
3337$0.05$0.1045.92%$40.00—————
—————$42.00—$4.20$6.4001
—————$43.00—$4.80$7.4001

Forward $37.47. The 25-delta put carries +3.88 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 39.64%±2.59skew +2.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$5.70$7.10—$31.00—————
05$5.00$6.70—$31.50—————
022$4.70$6.30—$32.00—————
042$4.10$5.60—$32.50—————
150$4.40$4.90—$33.00—————
135$3.90$4.50—$33.50—————
145,272$3.50$4.00—$34.00—————
083$3.00$3.40—$34.50—————
1506,324$2.65$2.90—$35.0044.73%$0.25$0.3015232
36472$2.25$2.60—$35.5044.30%$0.30$0.4520
6145$1.90$2.05—$36.0042.65%$0.40$0.55706
075$1.55$1.70—$36.5042.08%$0.55$0.7030
1167$1.25$1.40—$37.0041.21%$0.70$0.9012
2196$1.05$1.10—$37.5039.95%$0.90$1.1002
51325$0.75$0.9039.15%$38.00—$1.20$1.4003
326$0.55$0.7038.82%$38.50—————
12145$0.40$0.5539.08%$39.00—————
412$0.30$0.4540.28%$39.50—————
25845$0.20$0.3038.89%$40.00—————
—————$40.50—$2.80$4.60—0
—————$41.50—$3.80$5.90—0

Forward $37.58. The 25-delta put carries +2.37 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 37.75%±3.13skew +2.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$6.20$7.40—$30.50—————
01$5.50$7.50—$31.00—————
0—$5.00$7.40—$31.50—————
0349$4.70$6.10—$32.00—————
0—$4.30$6.00—$32.50—————
0—$3.40$5.20—$33.50—————
049$3.20$4.20—$34.00—————
0—$2.55$4.20—$34.5042.38%$0.30$0.45—2
0136$2.70$3.10—$35.0041.67%$0.40$0.55201
0—$1.85$2.80—$35.5040.20%$0.50$0.65—22
0165$2.00$2.20—$36.0039.74%$0.65$0.8055
1—$1.65$1.85—$36.5039.21%$0.80$1.00—0
352$1.35$1.50—$37.0037.79%$0.95$1.2010
1—$1.10$1.2537.74%$37.50—$1.20$1.45—0
4175$0.80$1.0035.93%$38.00—————
0—$0.70$0.8537.80%$38.50—$1.85$2.05—1
13349$0.55$0.7038.06%$39.00—————
0—$0.40$0.5537.40%$39.50—$2.40$4.00—0
513$0.30$0.4537.69%$40.00—————
—————$40.50—$3.20$5.30—0
—————$41.50—$4.00$5.50—0

Forward $37.35. The 25-delta put carries +2.80 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 37.00%±5.95skew +2.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
3127$11.50$12.90—$25.00—————
014$9.80$10.90—$27.00—————
040$9.00$10.00—$28.00—————
048$8.10$9.10—$29.00—————
2529$7.20$7.90—$30.00—————
0209$6.70$7.30—$31.0042.10%$0.35$0.551700
0264$5.20$6.40—$32.0041.14%$0.50$0.701,1671
0249$4.80$5.60—$33.0039.90%$0.65$0.901490
4258$3.80$4.80—$34.0038.85%$0.85$1.154700
145,141$3.60$4.00—$35.0038.26%$1.15$1.452880
2401,396$3.10$3.40—$36.0037.11%$1.45$1.801811
55809$2.45$2.85—$37.0036.59%$1.90$2.201465
195,587$2.00$2.3037.00%$38.00—$2.40$2.801414
3469$1.60$1.8536.65%$39.00—$3.00$3.70130
277,922$1.25$1.4536.10%$40.00—$3.60$4.103190
123,444$0.75$0.9035.93%$42.00—$5.00$6.10780
—————$44.00—$6.50$7.80620
31,560$0.30$0.4536.10%$45.00—$7.50$8.802590
—————$46.00—$8.40$9.802150
—————$48.00—$10.30$11.80480
—————$50.00—$12.30$13.602130

Forward $37.55. The 25-delta put carries +2.92 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 39.22%±8.76skew +0.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$20.60$24.20—$15.00—————
013$18.40$20.80—$17.50—————
141$17.10$18.20—$20.00—————
016$14.30$15.50—$22.50—————
032$12.10$13.20—$25.0045.69%$0.20$0.304062
06,237$7.80$8.70—$30.0041.95%$0.70$1.001,4883
13895$4.60$5.00—$35.0039.41%$2.05$2.501,2950
769,385$2.35$2.5039.14%$40.00—$4.50$5.40700
11605$1.00$1.2538.70%$45.00—$8.00$9.102320
01,429$0.40$0.5538.31%$50.00—$12.60$13.6010

Forward $37.44. The 25-delta put carries +0.71 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.