Options Skew Analytics

V option chain

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

Data as of 24 September 2026 (end of day)

2026-09-25(1 day)ATM 22.77%±4.38skew +0.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
411$33.10$35.55—$332.50—————
018$30.60$33.30—$335.00—————
026$25.60$28.10—$340.00—————
04$23.10$25.50—$342.50—————
164$20.60$23.50—$345.0054.90%$0.02$0.0828384
131$18.10$20.55—$347.50—————
2512$17.40$17.60—$350.00—————
923$14.95$15.10—$352.50—————
21184$12.45$12.65—$355.0032.26%$0.03$0.0656334
751$10.00$10.15—$357.5028.67%$0.05$0.09387346
18156$7.55$7.70—$360.0026.24%$0.13$0.16622326
76227$5.25$5.45—$362.5024.39%$0.32$0.35318274
542529$3.25$3.35—$365.0023.31%$0.76$0.84506262
716786$1.72$1.79—$367.5022.77%$1.70$1.78354438
807857$0.75$0.8222.79%$370.00—$3.20$3.3062793
377328$0.29$0.3123.14%$372.50—$5.25$5.352487
2151,065$0.10$0.1123.90%$375.00—$7.55$7.70293
114650$0.02$0.0625.38%$377.50—————
25581$0.01$0.0428.60%$380.00—$11.45$13.5522
51182$0.01$0.0634.95%$382.50—————
—————$385.00—$16.35$18.55200

Forward $367.52. The 25-delta put carries +0.52 volatility points over the 25-delta call.

2026-10-02(8 days)ATM 21.24%±11.57skew +2.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
40$33.45$36.30—$332.50—————
03$31.00$33.35—$335.00—————
01$26.00$28.45—$340.00—————
02$21.25$23.55—$345.00—————
03$18.75$21.40—$347.50—————
132$16.40$18.80—$350.0024.78%$0.42$0.6529048
26$15.70$16.45—$352.50—————
528$12.65$14.55—$355.0024.15%$0.87$1.3217516
52$10.60$12.40—$357.5022.86%$1.24$1.516980
2248$9.15$10.10—$360.0022.66%$1.71$2.1520513
2121$7.25$8.30—$362.5022.33%$2.37$2.874316
49362$6.00$6.35—$365.0021.58%$3.20$3.6019895
25102$4.55$5.00—$367.5021.31%$4.20$4.7559124
104168$3.35$3.7020.85%$370.00—$5.45$6.008312
79269$2.36$2.5920.30%$372.50—$6.80$7.501285
412213$1.57$1.7519.81%$375.00—$8.55$9.204110
11391$0.98$1.2519.76%$377.50—$10.45$12.1510
53715$0.51$0.8519.36%$380.00—$12.45$14.25211
49116$0.37$0.5319.67%$382.50—$14.80$17.0040
113282$0.20$0.3219.46%$385.00—$17.10$19.5550
6103$0.12$0.1919.56%$387.50—————

Forward $367.80. The 25-delta put carries +2.85 volatility points over the 25-delta call.

2026-10-09(15 days)ATM 21.15%±15.78skew +3.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
11$51.20$53.95—$315.00—————
05$31.45$33.95—$335.00—————
0—$29.05$31.70—$337.50—————
03$26.65$29.25—$340.00—————
0—$24.25$26.85—$342.50—————
01$22.75$24.70—$345.00—————
011$17.40$19.80—$350.0023.84%$1.10$1.571776
—————$352.5022.95%$1.45$1.741411
012$13.25$15.45—$355.0022.60%$1.90$2.162068
010$12.20$13.45—$357.5022.13%$2.35$2.711958
013$10.80$11.70—$360.0022.99%$2.97$4.00974
06$9.00$9.85—$362.5022.04%$3.65$4.55133
15161$7.75$8.20—$365.0021.66%$4.55$5.456477
2620$6.40$6.80—$367.5021.29%$5.60$6.50659
3946$5.10$5.5020.89%$370.00—$6.80$7.705612
713$3.95$4.3020.37%$372.50—————
3073$2.59$3.3519.30%$375.00—$9.80$10.652170
1765$1.76$2.5518.83%$377.50—————
33433$1.55$1.9219.44%$380.00—$13.40$15.7520
233$0.98$1.4018.93%$382.50—————
293$0.67$1.0619.00%$385.00—————

Forward $368.05. The 25-delta put carries +3.30 volatility points over the 25-delta call.

2026-10-16(22 days)ATM 20.56%±18.59skew +2.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$24.95$27.45—$342.5024.08%$1.08$1.13—22
361$23.45$25.05—$345.0023.58%$1.30$1.3668336
213$21.25$22.80—$347.5023.25%$1.61$1.668740
44204$20.15$20.40—$350.0022.82%$1.95$2.002,021141
06$18.10$18.35—$352.5022.39%$2.33$2.433741
73,400$16.20$16.35—$355.0022.08%$2.86$2.921,28066
30119$14.25$14.45—$357.5021.80%$3.45$3.551228
1353,545$12.50$12.60—$360.0021.49%$4.15$4.251,173214
11227$10.80$10.90—$362.5021.16%$4.95$5.0565325
63490$9.25$9.35—$365.0020.92%$5.90$6.00769122
5414$7.80$7.90—$367.5020.67%$6.95$7.102360
612,202$6.55$6.6020.46%$370.00—$8.20$8.30696142
83179$5.40$5.5020.30%$372.50—$9.60$9.651657
641,583$4.40$4.4520.03%$375.00—$11.10$11.201,78848
1030$3.50$3.6019.82%$377.50—$12.65$12.90514
1303,004$2.79$2.8519.68%$380.00—$14.50$14.704182
669$2.19$2.2419.56%$382.50—$16.45$16.60316
1121,041$1.69$1.7419.46%$385.00—$18.50$18.652460
44210$1.29$1.3319.36%$387.50—$20.20$21.7055
1623,473$0.99$1.0119.35%$390.00—$22.60$23.3011819
1792$0.73$0.7619.28%$392.50—$24.65$25.60033

Forward $368.33. The 25-delta put carries +2.40 volatility points over the 25-delta call.

2026-10-23(29 days)ATM 21.01%±21.83skew +2.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$250.0050.31%$0.02$0.0605
02$61.70$65.05—$305.00—————
05$56.80$59.95—$310.00—————
05$46.95$49.50—$320.00—————
—————$325.0026.95%$0.42$0.641416
09$37.30$39.95—$330.0026.09%$0.62$0.86660
81$28.00$30.60—$340.0024.11%$1.12$1.632216
02$23.60$25.95—$345.0023.61%$1.81$2.1722542
02$19.40$22.10—$350.0023.13%$2.66$3.0022133
01$16.35$17.75—$355.0022.51%$3.65$4.1523712
336$13.20$14.25—$360.0021.85%$5.10$5.4519428
12347$10.55$11.10—$365.0021.50%$6.85$7.454719
1079$7.85$8.1520.95%$370.00—$9.10$9.654333
28111$5.60$6.0020.66%$375.00—$11.85$14.15102
18123$3.85$4.1520.25%$380.00—$15.10$17.40102
140334$2.53$2.8220.00%$385.00—————
40631$1.50$1.9119.73%$390.00—$22.85$25.3010

Forward $368.62. The 25-delta put carries +2.51 volatility points over the 25-delta call.

2026-10-30(36 days)ATM 23.55%±27.25skew +3.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$240.0050.59%$0.03$0.072416
—————$325.0028.50%$0.90$1.35534
15$38.25$41.05—$330.0027.35%$1.12$1.695325
—————$335.0026.92%$1.62$2.235929
—————$340.0026.59%$2.21$3.052571
01$25.15$27.80—$345.0026.01%$3.00$3.901981
214$21.65$23.75—$350.0025.48%$4.00$5.009311
18$18.90$20.05—$355.0024.95%$5.15$6.45973
138$15.40$16.50—$360.0024.68%$6.70$8.30382
3673$12.30$13.35—$365.0024.13%$8.65$10.1590
128$9.55$10.6023.49%$370.00—$11.00$12.201282
25217$7.25$8.2523.05%$375.00—$13.70$15.9540
1041$5.20$6.2022.39%$380.00—$16.70$19.0520
850$3.80$4.6522.26%$385.00—$20.10$22.2520
16227$2.74$3.3022.01%$390.00—————
1205$1.90$2.4121.98%$395.00—————
1643$1.35$1.6021.82%$400.00—$32.35$34.9020

Forward $368.47. The 25-delta put carries +3.22 volatility points over the 25-delta call.

2026-11-20(57 days)ATM 23.36%±34.05skew +2.90
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0293$49.10$51.35—$320.0027.78%$1.55$1.9056910
053$44.55$46.75—$325.0027.23%$1.92$2.4335611
0365$40.10$42.30—$330.0026.61%$2.44$2.9840410
0121$35.80$37.70—$335.0025.90%$3.10$3.5532918
0112$31.65$33.65—$340.0025.33%$3.90$4.3569250
51,306$27.65$29.70—$345.0024.84%$4.85$5.4054237
3384$23.90$25.85—$350.0024.41%$6.10$6.601,44445
22447$20.35$22.30—$355.0024.04%$7.50$8.1570726
9809$17.05$18.90—$360.0023.93%$9.25$10.1544412
28351$14.15$15.95—$365.0022.94%$11.15$11.5552311
85726$12.70$13.2523.39%$370.00—$13.50$14.701,82544
14413$9.45$10.6522.09%$375.00—$16.00$18.001732
231,662$7.90$8.6022.24%$380.00—$18.85$21.005160
46875$6.45$6.9022.31%$385.00—$22.10$24.603120
266991$5.00$5.3021.97%$390.00—$25.70$27.40271
20466$3.85$4.2021.94%$395.00—$29.40$32.001410
42975$2.94$3.2021.82%$400.00—$33.50$36.05120
26923$2.11$2.4221.58%$405.00—$37.70$39.5510
37558$1.51$1.9021.59%$410.00—$42.55$44.90150
22263$1.08$1.3521.37%$415.00—————
242,034$0.79$0.9821.35%$420.00—————

Forward $368.87. The 25-delta put carries +2.90 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 22.77%±40.55skew +2.07
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0642$50.70$53.00—$320.0026.27%$2.52$3.101,3737
01,200$46.20$48.95—$325.0025.52%$3.10$3.501,58610
0446$42.00$44.60—$330.0025.00%$3.75$4.206076
0151$37.80$40.35—$335.0024.55%$4.60$5.007697
1528$34.40$36.35—$340.0024.17%$5.55$6.0553126
1588$30.80$32.35—$345.0023.75%$6.65$7.2581312
61,127$26.30$28.80—$350.0023.58%$7.95$8.9068116
0864$22.85$25.25—$355.0023.11%$9.55$10.3033316
19485$19.75$21.95—$360.0023.18%$11.25$12.756433
24477$18.55$19.20—$365.0022.62%$13.20$14.5535017
431,185$14.80$16.3022.72%$370.00—$15.60$17.302537
12531$13.10$13.8522.90%$375.00—$18.05$19.5032311
313,732$11.10$11.6522.71%$380.00—$20.80$23.151410
52370$8.85$9.7522.21%$385.00—$23.90$26.35160
7811$7.00$7.9021.68%$390.00—$27.25$29.752280
31,114$6.05$6.4521.84%$395.00—$30.80$33.35230
3971,490$4.90$5.2021.68%$400.00—$34.65$37.20130
14433$3.90$4.2021.55%$405.00—$38.75$41.3020
154,697$2.95$3.3021.23%$410.00—$42.95$45.6010
11263$2.17$2.6521.02%$415.00—$47.35$50.0510
17461$1.69$2.1221.03%$420.00—$52.30$54.7550

Forward $369.09. The 25-delta put carries +2.07 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.