Options Skew Analytics

TYL option chain

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

Data as of 23 September 2026 (end of day)

2026-12-18(86 days)ATM 40.58%±66.64skew +2.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$186.00$194.70—$145.00—————
01$105.20$111.70—$230.00—————
0321$86.50$93.00—$250.00—————
03$78.50$83.90—$260.0043.62%$2.65$3.704152
01,038$69.70$75.10—$270.00—————
01,038$60.40$66.70—$280.00—————
02$52.80$58.80—$290.00—————
1027$46.20$50.90—$300.0040.33%$8.50$11.80240
313$39.90$43.60—$310.0039.97%$11.40$15.10220
1125$33.90$38.10—$320.0040.32%$15.80$18.90150
731$28.20$32.90—$330.0040.98%$20.40$24.20360
2050$23.20$28.1040.76%$340.00—$25.20$29.40360
257$19.00$23.4040.34%$350.00—$29.90$35.00890
114$15.10$19.2039.66%$360.00—$35.80$41.00110
138$12.60$15.2039.40%$370.00—$42.20$47.8030
1110$8.70$12.7038.35%$380.00—$51.30$56.30350
012$7.00$10.0038.23%$390.00—————
0257$6.00$8.6039.41%$400.00—$66.00$72.3010
—————$410.00—$74.90$81.5020
—————$420.00—$84.00$90.6030
—————$450.00—$112.60$119.5020

Forward $338.33. The 25-delta put carries +2.09 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 40.04%±95.42skew +3.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$129.10$135.10—$210.00—————
—————$270.0042.91%$8.40$13.1060
—————$290.0042.44%$13.80$18.8010
07$57.90$64.00—$300.0041.68%$16.10$22.4070
—————$310.0041.71%$20.40$26.001010
051$46.50$50.80—$320.0041.89%$25.60$29.802100
02$41.40$46.50—$330.0040.69%$30.00$32.8070
928$36.50$41.90—$340.0041.17%$35.00$39.00130
09$31.30$36.8040.19%$350.00—$39.80$44.00610
02$26.90$33.0039.92%$360.00—$46.20$49.7050
02$22.20$28.9038.93%$370.00—$52.20$55.80520
036$20.60$25.8039.78%$380.00—$57.50$62.7010
02$16.00$22.8038.65%$390.00—$63.60$70.20300
0135$13.20$19.8038.14%$400.00—$71.20$77.8010
030$11.20$18.0038.48%$410.00—————
010$10.70$16.0039.36%$420.00—————
—————$430.00—$96.60$102.9010
02$7.80$12.9039.74%$440.00—————

Forward $342.25. The 25-delta put carries +3.08 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.