Options Skew Analytics

VEEV 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 37.04%±25.24skew +0.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$109.20$113.30—$160.00—————
04$84.10$88.40—$185.00—————
06$79.10$83.30—$190.00—————
04$69.30$73.30—$200.00—————
073$59.60$63.40—$210.00—————
054$50.40$53.50—$220.00—————
08$40.70$43.80—$230.00—————
1117$31.20$33.00—$240.0040.97%$1.25$1.7026812
1538$23.10$26.20—$250.0039.32%$2.60$3.2013412
2154$16.40$17.40—$260.0038.28%$5.00$5.9010224
264465$10.40$11.10—$270.0037.02%$8.90$9.705816
249353$6.40$6.7037.24%$280.00—$14.70$15.50584
58194$3.50$4.2037.96%$290.00—$21.90$23.90290
40278$1.90$2.2538.09%$300.00—$29.30$32.00570
129657$1.05$1.3539.50%$310.00—$38.00$41.2020
—————$320.00—$47.60$50.7020

Forward $271.45. The 25-delta put carries +0.32 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 42.50%±46.18skew +1.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$71.70$74.90—$200.00—————
069$62.20$65.50—$210.00—————
091$53.10$56.50—$220.00—————
01$36.60$40.20—$240.0044.54%$4.70$7.8020
—————$250.0042.82%$7.10$10.2024
22$23.50$26.70—$260.0043.24%$10.90$14.30160
128$18.60$21.20—$270.00—————
710$13.50$16.6042.44%$280.00—————
1031$10.90$12.6043.21%$290.00—————
54$6.70$9.1040.76%$300.00—————
56$4.70$7.0041.17%$310.00—————
10$3.90$5.9043.60%$320.00—————

Forward $272.58. The 25-delta put carries +1.65 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 46.31%±61.54skew +0.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
050$92.40$95.50—$180.00—————
0180$87.70$90.90—$185.00—————
172$83.00$86.00—$190.0052.03%$1.50$2.25560
0175$78.50$81.70—$195.00—————
0116$74.00$77.20—$200.0048.91%$1.90$2.851041
0147$65.30$68.50—$210.0048.20%$3.00$4.101364
064$57.00$60.00—$220.0047.42%$4.40$5.80781
078$49.20$52.60—$230.0048.99%$6.90$9.00946
072$42.00$45.10—$240.0047.00%$9.10$11.101450
174$35.70$38.70—$250.0047.19%$12.60$14.802031
193$30.10$32.60—$260.0047.23%$16.40$19.40690
15226$25.30$27.00—$270.0046.57%$21.60$23.203012
21851$20.70$22.5046.34%$280.00—$26.40$28.70408
068$16.20$18.8045.80%$290.00—$32.10$35.60280
134437$13.10$15.4045.79%$300.00—$39.10$42.00100
748$10.10$12.2045.01%$310.00—$46.00$49.3040
032$7.40$9.9044.42%$320.00—————
0119$5.70$9.3046.09%$330.00—————
091$4.40$6.9045.24%$340.00—————
110$3.50$5.7045.75%$350.00—————
—————$370.00—$98.00$101.5080

Forward $273.79. The 25-delta put carries +0.91 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 44.51%±68.14skew +1.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0382$93.80$97.00—$180.00—————
025$89.20$92.40—$185.00—————
0223$84.60$87.80—$190.00—————
028$80.20$83.40—$195.00—————
01,024$75.80$79.00—$200.00—————
0165$67.20$70.50—$210.00—————
0682$59.20$62.50—$220.0046.97%$5.50$8.80780
0319$51.60$55.00—$230.0045.94%$7.60$11.10690
0389$44.60$48.00—$240.0045.52%$11.00$13.601001
12678$38.20$41.20—$250.0045.37%$14.50$17.40470
0353$32.40$35.00—$260.0044.45%$18.00$21.50790
088$27.70$29.80—$270.0044.87%$23.40$26.40570
47202$23.20$25.2044.59%$280.00—$28.70$31.70190
0221$18.70$21.6044.23%$290.00—$34.70$37.60270
3200$15.20$17.7043.58%$300.00—$40.90$44.20110
0135$12.20$14.5043.09%$310.00—$47.80$51.1040
2112$9.80$12.6043.54%$320.00—————
0109$7.90$11.0044.10%$330.00—————
090$6.90$9.6045.22%$340.00—————
073$4.90$7.2043.47%$350.00—————
3571$5.10$5.9045.11%$360.00—$89.60$92.8010

Forward $273.90. The 25-delta put carries +1.42 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 45.05%±86.54skew +1.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0134$92.70$95.90—$185.00—————
049$88.50$91.70—$190.00—————
019$84.40$87.50—$195.00—————
01,524$80.40$83.50—$200.0048.19%$5.30$8.50354
022$72.60$75.40—$210.0047.39%$7.10$10.60180
0121$65.20$68.50—$220.0046.78%$9.60$12.90320
041$58.20$61.00—$230.0045.74%$12.30$15.30130
31,012$51.80$54.80—$240.0045.45%$16.10$18.302210
01,003$45.70$48.60—$250.0045.59%$19.70$23.00230
035$40.10$42.70—$260.0045.66%$24.50$27.40220
229$35.80$37.80—$270.0045.29%$29.20$32.201680
066$30.50$33.5045.12%$280.00—$34.60$37.5050
0130$26.50$29.6045.04%$290.00—$39.50$43.2020
094$23.00$25.8044.82%$300.00—$46.00$49.1020
06$19.50$22.3044.27%$310.00—————
018$16.50$19.4043.98%$320.00—————
19163$14.10$16.7043.77%$330.00—————
02$11.50$14.4043.24%$340.00—————
012$10.10$13.0043.93%$350.00—————
05$8.50$11.2043.77%$360.00—————
033$7.10$10.0043.94%$370.00—————

Forward $275.87. The 25-delta put carries +1.97 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 44.45%±106.09skew +1.44
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$97.90$101.20—$185.0047.64%$5.80$8.7010
04$93.40$97.30—$190.0046.87%$6.00$9.903040
012$89.50$93.40—$195.0046.71%$7.00$11.0050
011$86.40$89.60—$200.0046.48%$8.30$11.90230
017$78.60$82.50—$210.0046.18%$10.90$14.4080
04$72.20$75.40—$220.0045.70%$13.70$17.20120
01,022$65.70$69.00—$230.0045.16%$16.60$20.50100
09$59.50$62.90—$240.0045.05%$20.50$24.20100
050$53.70$57.50—$250.0045.32%$25.20$28.50720
014$48.70$51.60—$260.0045.09%$29.90$32.80210
81,011$43.90$46.80—$270.0044.96%$34.90$37.70600
138$39.30$42.1044.81%$280.00—$39.90$43.30120
027$35.00$38.5044.76%$290.00—$45.10$49.00230
11,097$31.50$34.3044.45%$300.00—$51.30$55.0080
010$28.00$31.7044.67%$310.00—$58.00$61.6050
012$24.70$28.1044.14%$320.00—————
014$22.00$24.9043.84%$330.00—————
015$19.40$22.7043.86%$340.00—————
01,027$17.30$20.2043.73%$350.00—————
08$15.20$18.0043.51%$360.00—————
072$13.50$16.5043.72%$370.00—————

Forward $279.07. The 25-delta put carries +1.44 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.