Options Skew Analytics

U 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 69.03%±3.75skew +5.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
4110$7.10$8.25—$44.5074.58%$0.02$0.05425
10402$6.60$7.75—$45.0072.95%$0.02$0.072708
178$5.75$7.95—$45.5071.84%$0.03$0.09356
56205$5.30$7.20—$46.00—————
0115$5.00$7.00—$46.50—————
251,216$4.75$6.45—$47.00—————
56297$3.95$6.00—$47.50—————
45233$3.80$5.00—$48.0070.71%$0.24$0.32225248
3344$3.40$4.55—$48.50—————
5251$2.97$4.05—$49.0070.57%$0.43$0.51731
0132$2.41$3.85—$49.50—————
5313,171$2.45$2.91—$50.0071.07%$0.67$0.84414383
45242$1.80$2.54—$51.0069.72%$1.00$1.2084103
286225$1.23$1.6469.05%$52.00—$1.45$1.674267
399136$0.91$1.0066.18%$53.00—$1.98$2.371539
833269$0.60$0.6966.51%$54.00—$2.70$2.8321,189
2,2537,179$0.35$0.4565.49%$55.00—$3.15$3.956316
2,76884$0.18$0.3065.04%$56.00—————
—————$57.00—$4.45$5.95011
4393$0.06$0.1166.02%$58.00—$5.45$6.95011
1334$0.01$0.0561.41%$59.00—————

Forward $51.87. The 25-delta put carries +5.08 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 60.14%±5.41skew +4.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
351,135$7.80$8.90—$44.00—————
038$7.10$8.80—$44.50—————
4213,090$6.85$7.90—$45.00—————
248$6.30$7.75—$45.50—————
4906$5.90$7.20—$46.00—————
748$5.45$6.90—$46.50—————
72943$5.10$6.30—$47.0063.70%$0.44$0.68616202
7174$4.80$6.00—$47.5060.94%$0.47$0.73470
29235$4.30$5.55—$48.00—————
2—$3.75$5.15—$48.50—————
16768$3.55$4.75—$49.0060.98%$0.87$1.1329449
0—$3.10$4.95—$49.5060.00%$0.98$1.29—37
4106,680$3.15$3.45—$50.0059.92%$1.18$1.451,596600
451,151$2.44$2.75—$51.0059.21%$1.57$1.858884
773114$1.93$2.2460.21%$52.00—$2.07$2.412420
4466$1.46$1.7458.69%$53.00—$2.26$3.0521
15762$1.21$1.3559.86%$54.00—$3.20$3.70025
48714,277$0.88$1.0058.49%$55.00—$3.50$4.303,0511
1,7619,002$0.59$0.7056.32%$56.00—————
92$0.35$0.4854.01%$57.00—————
—————$60.00—$6.50$8.85470

Forward $51.84. The 25-delta put carries +4.66 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 51.10%±5.89skew +2.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
21,318$11.55$13.05—$40.00—————
051$10.70$12.60—$41.00—————
077$9.50$11.40—$42.00—————
028$8.45$10.70—$43.00—————
048$7.55$9.75—$44.00—————
060$6.75$8.20—$45.00—————
011$5.80$7.50—$46.00—————
0—$5.50$7.30—$46.50—————
252$5.00$6.65—$47.00—————
0—$4.45$6.35—$47.50—————
054$4.15$6.05—$48.0051.77%$0.75$0.9410
0—$3.75$5.70—$48.5050.94%$0.76$1.15—0
024$3.60$5.00—$49.0051.34%$1.04$1.214939
2—$3.20$4.75—$49.5051.06%$1.05$1.52—84
197225$3.25$3.55—$50.0050.77%$1.37$1.55289
178$2.74$2.95—$51.0050.44%$1.79$1.95123
723$2.20$2.4051.13%$52.00—$2.21$2.5803
—————$53.00—$2.10$3.3010
113$1.34$1.5550.09%$54.00—$2.93$3.904229
3788$1.02$1.1849.24%$55.00—$3.30$4.50500
860$0.56$0.7048.79%$57.00—————

Forward $51.90. The 25-delta put carries +2.15 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 47.21%±10.57skew +4.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
4132$17.70$19.90—$34.00—————
01,210$17.05$18.30—$35.00—————
0141$16.05$17.85—$36.00—————
23,086$14.90$16.45—$37.00—————
0126$14.30$16.05—$38.00—————
1189$13.05$15.15—$39.0054.51%$0.40$0.653471
2618,832$12.60$13.45—$40.0054.54%$0.56$0.772,728185
01$11.60$13.40—$41.00—————
67,576$10.85$11.95—$42.00—————
14$9.70$11.65—$43.0049.29%$0.75$1.16153
08$8.80$10.85—$44.0051.31%$1.23$1.361523
8317,540$8.40$9.05—$45.0050.83%$1.47$1.5914,05858
31$7.35$8.80—$46.0050.29%$1.73$1.851311
71,626$7.00$7.65—$47.0049.82%$2.02$2.153,3560
513$6.00$8.05—$48.0049.25%$2.34$2.47624
016$5.65$7.20—$49.0048.76%$2.70$2.8383
2717,291$5.30$5.50—$50.0048.46%$3.10$3.2511,530166
3609,946$2.92$3.1046.69%$55.00—$5.45$5.902,0493,160
83710,403$1.47$1.6045.75%$60.00—$8.90$9.65543,501
4128,590$0.60$0.9145.79%$65.00—————
—————$70.00—$16.45$18.8540

Forward $52.24. The 25-delta put carries +4.55 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 49.60%±13.81skew +8.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
061$21.00$23.30—$31.00—————
037$20.10$22.35—$32.00—————
07$19.15$21.45—$33.00—————
029$18.25$20.55—$34.00—————
0183$17.40$19.50—$35.00—————
07$16.50$18.80—$36.00—————
0260$15.45$16.95—$37.00—————
0125$14.80$16.90—$38.00—————
0725$13.95$16.05—$39.00—————
11,750$13.15$15.25—$40.00—————
127$12.40$14.40—$41.00—————
1159$11.60$13.65—$42.0057.06%$1.73$1.92525
5324$10.75$12.85—$43.0056.75%$1.99$2.18800
5229$10.05$12.10—$44.0055.30%$1.75$2.80730
21,988$9.75$11.30—$45.0055.54%$2.53$2.7218411
0333$8.80$10.70—$46.0055.17%$2.85$3.055030
2301$8.50$9.80—$47.0054.55%$3.15$3.408030
50443$6.75$7.05—$50.0053.20%$4.35$4.551,494523
501,771$4.30$4.6049.37%$55.00—$5.70$7.8020
77806$2.60$2.8548.05%$60.00—$8.55$11.10250
1,096309$1.49$1.6847.02%$65.00—$12.35$14.80360

Forward $52.67. The 25-delta put carries +8.52 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.