Options Skew Analytics

URI 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 32.40%±84.75skew -0.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$950.0033.60%$4.50$7.10933
01$84.50$94.50—$960.00—————
08$76.20$86.20—$970.00—————
034$68.40$78.40—$980.0031.75%$8.80$11.606020
222$60.70$70.70—$990.00—————
119$54.50$64.50—$1,000.00—————
616$48.30$58.30—$1,010.0030.68%$14.00$22.10270
026$40.40$50.20—$1,020.0029.91%$16.10$26.1051
—————$1,025.0032.17%$23.90$27.0040
032$35.20$44.60—$1,030.0030.14%$20.70$30.5091
1947$29.60$39.30—$1,040.0032.22%$31.00$34.102643
—————$1,045.00—$33.30$36.7003
1540$25.20$35.0032.54%$1,050.00—$30.70$40.50170
—————$1,055.00—$38.20$42.20013
816$22.30$30.5033.04%$1,060.00—————
—————$1,065.00—$40.80$50.8010
0102$18.90$26.5033.13%$1,070.00—$45.80$53.5010
521$17.00$20.0032.28%$1,080.00—$49.20$59.20150
122$14.10$16.6032.04%$1,090.00—$57.00$67.0030
141$11.50$14.0031.98%$1,100.00—————
120$5.90$7.7031.54%$1,130.00—$89.80$99.8020

Forward $1,041.90. The 25-delta put carries -0.23 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 39.01%±162.27skew +2.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$930.0038.76%$16.20$23.7011
—————$940.0038.83%$18.90$26.4012
01$116.10$126.50—$950.0039.79%$25.20$28.3031
—————$990.0037.85%$33.20$42.4010
—————$1,000.0038.48%$39.50$46.1010
—————$1,010.0037.97%$41.30$51.3010
03$71.70$81.20—$1,020.00—————
—————$1,030.0039.24%$54.70$60.70200
03$60.70$70.50—$1,040.0038.80%$59.60$64.50202
110$59.40$65.4039.67%$1,050.00—————
17$51.90$60.8038.66%$1,060.00—$66.00$75.4010
100$43.00$52.8038.42%$1,080.00—————
190$43.00$47.8039.15%$1,090.00—————
—————$1,100.00—$90.40$99.0030
012$33.00$36.6038.62%$1,120.00—————
0—$28.30$34.9040.19%$1,140.00—$118.00$129.70—0
0—$17.90$26.8037.01%$1,160.00—$134.60$146.40—0
—————$1,180.00—$148.20$162.80—0
—————$1,200.00—$164.60$179.00—0
—————$1,220.00—$181.80$195.70—0
2—$8.90$13.4038.31%$1,240.00—$199.80$213.10—0

Forward $1,043.57. The 25-delta put carries +2.78 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 37.37%±189.72skew +0.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$168.60$182.40—$890.00—————
029$160.60$174.40—$900.0037.43%$17.80$22.10756
049$152.90$166.50—$910.00—————
022$144.90$160.90—$920.0035.42%$17.00$27.00400
011$137.80$153.10—$930.0035.20%$19.30$29.30110
018$130.40$144.90—$940.0035.83%$23.10$33.10260
024$122.10$138.00—$950.0037.77%$31.20$37.50171
048$116.00$131.20—$960.0037.30%$34.30$39.60350
07$108.90$124.70—$970.0037.14%$37.80$42.701290
023$104.00$118.40—$980.0037.01%$39.10$48.5060
058$93.00$103.00—$1,000.0035.95%$45.00$55.001111
024$82.30$92.30—$1,020.0035.84%$53.80$63.80580
1387$71.70$81.70—$1,040.0036.90%$65.80$75.80940
037$63.70$73.7037.42%$1,060.00—$74.20$84.20120
1319$56.40$61.7036.70%$1,080.00—$85.80$95.8010
095$49.00$53.7036.55%$1,100.00—$98.30$108.30120
023$37.90$47.9035.61%$1,120.00—$110.00$120.4070
134$36.20$40.2036.25%$1,140.00—$124.90$138.10140
012$31.20$34.8036.29%$1,160.00—$138.00$150.90110
168$26.00$29.6035.95%$1,180.00—$153.80$165.2030
232$21.80$25.1035.76%$1,200.00—$170.10$184.5020

Forward $1,045.96. The 25-delta put carries +0.07 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 35.34%±207.82skew +2.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0319$209.60$223.20—$850.00—————
026$202.50$214.00—$860.00—————
0441$185.20$200.10—$880.0037.85%$21.00$23.40160
048$169.60$184.60—$900.0035.29%$18.00$28.00530
021$154.70$167.50—$920.0037.28%$30.20$33.00560
035$142.10$154.20—$940.0037.08%$36.00$38.801810
0232$127.90$142.70—$960.0037.04%$42.50$45.90860
033$114.90$128.70—$980.0036.80%$49.60$53.001620
0494$103.60$114.20—$1,000.0035.48%$51.80$61.80820
015$93.20$103.10—$1,020.0035.43%$60.70$70.70340
082$82.80$92.80—$1,040.0035.43%$70.50$80.50770
039$73.50$83.3035.41%$1,060.00—$81.00$91.00170
036$64.80$74.6035.29%$1,080.00—$92.30$102.30200
0483$59.20$64.2035.17%$1,100.00—$104.00$116.00200
051$49.80$59.3035.11%$1,120.00—$116.00$128.7090
0147$43.80$52.8035.16%$1,140.00—$130.00$142.5050
061$39.60$43.2034.62%$1,160.00—$144.00$156.0050
247$34.50$37.6034.51%$1,180.00—$162.20$171.3070
1153$29.90$32.6034.40%$1,200.00—$174.00$187.7020
5079$25.40$28.2034.18%$1,220.00—$191.00$205.4010
040$20.10$28.1034.68%$1,240.00—————

Forward $1,052.30. The 25-delta put carries +2.90 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 36.75%±270.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$153.90$163.60—$960.0037.01%$55.40$65.4040
010$147.70$158.40—$970.00—————
04$140.00$154.00—$980.0036.87%$63.20$73.2080
09$136.30$148.00—$990.0036.82%$67.40$77.4010
018$131.10$139.90—$1,000.0036.91%$72.10$82.10130
—————$1,010.0036.79%$76.40$86.4080
03$120.40$128.80—$1,020.0036.70%$80.90$90.9020
01$114.70$125.30—$1,030.0036.80%$86.10$96.1050
08$110.40$119.20—$1,040.00—————
06$105.70$114.10—$1,050.0036.71%$96.10$106.10110
02$101.20$109.2036.93%$1,060.00—$102.10$112.1010
012$96.80$104.8036.90%$1,070.00—————
42$92.70$100.3036.85%$1,080.00—————
02$88.40$96.2036.79%$1,090.00—————
735$83.70$92.5036.68%$1,100.00—$124.00$135.1010
010$80.40$88.5036.71%$1,110.00—————
033$76.80$84.1036.58%$1,120.00—————
09$72.70$80.7036.49%$1,130.00—$144.00$153.0030
78$70.00$77.3036.60%$1,140.00—————
02$66.30$73.7036.46%$1,150.00—————
02$63.10$69.9036.32%$1,160.00—$164.00$173.7010

Forward $1,058.06. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(267 days)ATM 38.30%±350.88skew +2.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$234.60$248.00—$880.0039.93%$50.90$60.9030
01$222.90$234.20—$900.0039.90%$57.70$67.701370
—————$920.0039.58%$64.10$74.1040
01$198.10$210.00—$940.00—————
06$186.80$198.00—$960.0039.15%$78.80$88.80220
—————$980.0039.05%$87.20$97.2030
08$165.40$176.00—$1,000.0038.89%$95.80$105.80110
04$152.40$166.00—$1,020.0039.18%$105.70$117.1050
03$144.20$156.00—$1,040.0038.66%$113.50$125.9060
027$135.10$146.00—$1,060.0039.10%$126.90$136.50250
05$126.10$138.0038.50%$1,080.00—$134.10$147.0080
0497$117.50$130.0038.42%$1,100.00—$146.00$158.9080
05$110.20$122.0038.41%$1,120.00—$158.00$170.1020
16$102.30$114.0038.20%$1,140.00—$170.00$182.7050
05$96.30$106.3038.19%$1,160.00—$184.00$195.1010
—————$1,180.00—$196.00$208.8020
01$82.40$92.4037.79%$1,200.00—$210.00$222.3020
01$76.50$86.5037.74%$1,220.00—$224.00$236.3030
022$70.90$80.9037.67%$1,240.00—————
01$65.90$75.4037.62%$1,260.00—————
01$60.50$70.5037.49%$1,280.00—————

Forward $1,071.23. The 25-delta put carries +2.40 volatility points over the 25-delta call.

2027-09-17(359 days)ATM 38.60%±413.89skew +2.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$740.0041.69%$26.00$42.0010
—————$760.0041.59%$31.10$46.0020
20$324.00$338.00—$780.00—————
22$311.40$324.00—$800.00—————
01$294.10$310.00—$820.00—————
01$271.70$284.00—$860.0041.12%$59.70$74.0010
04$256.00$270.00—$880.0040.19%$64.00$78.0010
—————$900.0039.83%$70.00$84.4010
02$232.00$248.00—$920.00—————
01$220.00$236.00—$940.00—————
—————$980.0039.16%$102.00$114.5053
020$190.90$202.00—$1,000.0039.49%$112.00$125.6023
01$153.40$166.00—$1,080.0039.12%$152.00$165.1001
—————$1,100.00—$166.10$175.9001
01$135.70$150.0038.80%$1,120.00—————
01$122.00$134.0038.64%$1,160.00—————
10$112.00$128.0038.30%$1,180.00—————
52$109.20$120.0038.52%$1,200.00—————
03$93.50$108.0038.00%$1,240.00—————
04$77.30$92.0037.84%$1,300.00—————
011$55.40$70.0037.55%$1,400.00—————

Forward $1,081.20. The 25-delta put carries +2.28 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.