Options Skew Analytics

TT 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 27.66%±30.49skew +0.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$166.00$170.50—$270.00—————
01$136.10$140.60—$300.00—————
01$116.20$120.70—$320.00—————
01$106.30$110.70—$330.00—————
01$67.80$70.80—$370.00—————
04$57.90$60.80—$380.00—————
—————$390.0030.87%$0.70$1.05159
01$39.10$42.20—$400.00—————
024$30.60$32.90—$410.0029.59%$2.45$3.60240
050$23.20$25.10—$420.0028.11%$4.20$5.50521
066$16.30$17.90—$430.0028.00%$7.50$8.80610
0122$10.90$12.5027.66%$440.00—$11.60$13.60201
012$6.90$8.3027.66%$450.00—$17.60$19.501450
3049$4.20$5.1027.58%$460.00—$24.60$26.50190
1186$2.15$2.8526.85%$470.00—$32.50$35.2060
—————$480.00—$41.50$44.3080
—————$490.00—$50.40$54.4030

Forward $439.10. The 25-delta put carries +0.52 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 31.54%±55.46skew +1.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$127.70$132.20—$310.00—————
01$117.80$122.30—$320.00—————
01$99.20$103.00—$340.00—————
—————$380.0034.92%$3.80$4.40101
04$54.40$57.10—$390.0033.64%$4.60$6.10113
01$46.40$49.10—$400.0033.18%$6.70$8.00223
09$39.50$42.00—$410.0031.97%$8.70$10.20241
020$32.40$35.20—$420.0032.02%$12.10$13.60241
020$26.50$28.70—$430.0031.62%$15.90$17.40111
218$21.30$23.70—$440.0031.51%$20.50$22.20101
140$16.80$19.4031.58%$450.00—$25.90$27.80710
15$13.50$14.7031.23%$460.00—$32.20$34.10290
233$9.50$11.5030.47%$470.00—$39.20$41.2080
1230$7.30$8.7030.47%$480.00—$46.00$48.6050
145$5.20$6.1029.76%$490.00—$54.80$56.8070
081$4.20$4.8030.59%$500.00—$62.90$65.5060
10$2.75$3.7030.41%$510.00—————
—————$520.00—$81.20$84.2010

Forward $441.16. The 25-delta put carries +1.49 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 29.97%±64.20skew +2.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$118.80$123.20—$320.00—————
01$109.60$113.60—$330.00—————
02$100.40$104.10—$340.00—————
013$91.10$94.80—$350.00—————
06$82.00$85.70—$360.00—————
016$73.70$76.50—$370.0034.21%$4.00$5.80520
03$65.30$67.60—$380.0032.58%$5.40$6.40711
03$57.30$60.00—$390.0031.82%$6.00$9.20310
015$48.90$52.40—$400.0032.07%$9.30$11.40330
02$41.80$45.50—$410.0031.80%$11.80$14.802600
018$35.70$38.60—$420.0031.16%$15.30$17.70260
041$30.30$32.70—$430.0030.65%$19.20$21.5090
06$25.10$27.40—$440.0030.28%$23.80$26.001441
131$20.10$22.8029.86%$450.00—$29.20$31.501130
020$16.40$19.4030.23%$460.00—$34.30$37.20890
020$12.20$16.3029.80%$470.00—$41.50$44.0080
056$9.50$13.4029.77%$480.00—$48.30$51.30140
044$7.80$10.6029.88%$490.00—$56.30$59.2060
4427$6.10$7.9029.43%$500.00—$64.10$67.2020
1184$4.60$6.5029.60%$510.00—$72.80$75.9010
—————$520.00—$82.00$85.3010

Forward $441.36. The 25-delta put carries +2.19 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 29.47%±72.91skew +1.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$139.20$143.60—$300.00—————
02$111.40$115.20—$330.00—————
01$102.10$106.00—$340.00—————
02$93.10$97.00—$350.00—————
019$84.60$88.20—$360.0033.92%$4.00$6.40530
05$75.70$80.00—$370.00—————
013$68.20$71.00—$380.0032.35%$6.90$9.30580
018$60.50$63.50—$390.0031.01%$8.80$10.40312
0104$53.30$55.60—$400.0030.62%$10.80$13.401960
038$46.00$49.30—$410.0030.65%$14.10$16.70270
019$39.80$42.80—$420.0030.43%$17.50$20.50340
037$34.00$36.50—$430.0030.09%$21.50$24.50230
047$28.60$31.90—$440.0029.77%$26.10$29.00310
034$23.90$27.0029.45%$450.00—$31.40$34.601090
036$19.90$23.0029.42%$460.00—$36.90$40.60210
090$16.40$19.5029.39%$470.00—$43.50$47.00120
095$13.10$16.5029.23%$480.00—$50.90$53.80570
032$10.40$13.5028.91%$490.00—$58.20$61.50110
0337$8.30$11.5029.07%$500.00—$66.40$69.508780
222$6.50$9.5028.99%$510.00—$74.00$77.908720
041$4.90$8.0028.97%$520.00—$82.90$86.5010

Forward $442.74. The 25-delta put carries +1.55 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 30.61%±94.89skew +1.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$107.30$110.40—$340.0034.51%$4.80$7.2080
04$98.60$101.90—$350.00—————
04$90.40$93.50—$360.0033.24%$7.60$10.0090
050$82.70$85.80—$370.0032.42%$9.10$11.7030
01$75.10$78.30—$380.00—————
014$68.00$71.00—$390.0031.62%$13.40$16.80540
062$61.20$63.90—$400.0031.51%$16.70$19.80560
—————$410.0031.07%$20.20$22.7060
—————$420.0031.95%$25.50$27.50140
06$43.80$45.30—$430.0030.69%$28.50$30.6051
06$38.50$40.30—$440.0030.36%$32.90$35.2053
035$33.90$35.9030.64%$450.00—$38.80$40.6004
336$30.00$31.4030.55%$460.00—————
235$25.40$27.3030.01%$470.00—————
02$22.50$23.6030.02%$480.00—$56.90$58.7010
110$19.30$20.5029.86%$490.00—————
12$16.10$17.7029.53%$500.00—————
112$13.70$15.1029.36%$510.00—————
24$11.80$13.6029.70%$520.00—————
01$8.70$12.3029.26%$530.00—————
07$7.20$10.9029.37%$540.00—————

Forward $445.10. The 25-delta put carries +1.92 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.