Options Skew Analytics

WDAY 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 55.15%±11.03skew -1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$40.20$42.70—$150.00—————
20$34.90$37.70—$155.00—————
20$32.30$35.30—$157.50—————
034$19.70$22.30—$170.00—————
01$15.60$18.20—$175.00—————
23$10.90$13.60—$180.0057.39%$0.75$1.15670
04$7.20$10.00—$185.0054.43%$1.55$2.301019
—————$187.5054.77%$2.40$3.20114
148$4.10$5.60—$190.0054.48%$3.40$4.30407
03$3.20$4.3055.72%$192.50—$4.80$5.5093
3730$2.05$2.9552.13%$195.00—$5.60$7.20287
96$1.55$2.4555.83%$197.50—$7.40$9.2060
—————$200.00—$8.50$10.9071
189101$0.65$0.9052.05%$202.50—$12.00$13.20100
—————$205.00—$12.60$15.50151
—————$207.50—$15.00$17.70110
—————$215.00—$22.50$25.3020

Forward $191.00. The 25-delta put carries -1.40 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 52.27%±17.39skew +5.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$25.70$28.30—$165.00—————
01$23.50$26.00—$167.50—————
05$20.70$23.70—$170.0054.46%$0.65$1.001546
03$16.30$19.40—$175.0053.30%$1.25$1.6512767
40$14.70$17.00—$177.5053.46%$1.70$2.2050
010$12.50$15.50—$180.00—————
05$11.00$13.50—$182.5052.61%$2.85$3.50170
0111$9.60$11.60—$185.0052.86%$3.70$4.4061151
67$7.60$9.90—$187.5052.99%$4.70$5.40742
0344$6.60$9.30—$190.0052.02%$5.60$6.502977
09$5.30$7.8052.27%$192.50—$6.90$7.8061
4264$4.40$5.9049.88%$195.00—$7.80$9.80890
—————$197.50—$9.30$10.90390
0662$2.90$3.4047.76%$200.00—$11.00$13.103330
—————$202.50—$12.60$15.00130
648$1.70$2.1547.60%$205.00—$14.50$16.60110
021$1.30$1.7047.80%$207.50—$16.20$18.8050
5691$0.95$1.4548.54%$210.00—$18.80$21.30290
—————$212.50—$20.70$23.5080
—————$215.00—$22.90$25.8080
—————$217.50—$25.30$28.20—0

Forward $191.70. The 25-delta put carries +5.01 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 61.32%±26.09skew +6.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$31.20$34.70—$160.00—————
02$23.20$25.60—$170.0066.18%$2.70$3.50472
0—$21.50$24.10—$172.5064.87%$3.00$4.10—0
01$19.30$22.10—$175.0065.41%$3.60$5.00460
0—$17.80$20.30—$177.5064.57%$4.40$5.50—0
—————$180.0064.25%$5.30$6.20391
0—$14.40$16.50—$182.5063.69%$6.00$7.20—0
15$13.20$16.10—$185.0062.60%$7.10$7.801324
0—$11.50$14.20—$187.5062.82%$7.80$9.40—0
1110$10.40$11.40—$190.0062.46%$9.30$10.20284
0—$8.70$11.6062.44%$192.50—$10.20$11.90—1
113$7.90$8.9058.59%$195.00—$11.40$13.30140
0—$7.20$9.5064.27%$197.50—$13.30$14.80—0
210$6.00$7.1058.96%$200.00—$14.20$16.40161
0—$5.00$7.0060.67%$202.50—$16.30$17.80—0
014$4.50$5.9060.34%$205.00—$16.70$19.70220
0—$3.40$4.9057.75%$207.50—$19.00$21.60—0
019$3.20$4.9061.19%$210.00—$20.50$23.6030
0—$2.40$4.0058.83%$212.50—$23.20$25.30—0
658$2.20$2.7056.38%$215.00—$25.40$27.8010
—————$217.50—$26.50$29.30—0

Forward $191.60. The 25-delta put carries +6.58 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 57.57%±28.77skew +7.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$36.40$38.80—$155.0064.47%$1.15$1.85326
01$32.50$34.90—$160.0062.04%$1.65$2.3020
—————$165.0060.38%$2.05$3.3020
—————$170.0060.70%$3.50$4.2020
—————$175.0062.33%$4.80$6.3020
10$17.10$19.10—$180.0059.67%$6.20$7.5010
—————$185.0057.72%$8.10$9.0001
—————$190.0057.21%$10.50$11.2020
01$9.30$10.2057.99%$195.00—$13.10$14.40620
02$7.20$9.7061.14%$200.00—$15.50$17.3020
02$5.50$8.2061.33%$205.00—————
03$4.10$5.2056.53%$210.00—$21.10$24.1010
47$3.00$3.7054.98%$215.00—————

Forward $190.99. The 25-delta put carries +7.36 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 53.07%±33.21skew +5.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
245$70.20$73.40—$120.00—————
194$66.00$67.80—$125.00—————
0154$60.30$63.00—$130.00—————
0175$55.30$58.80—$135.00—————
0118$51.70$53.40—$140.00—————
1812$46.90$49.10—$145.00—————
0385$42.20$44.80—$150.0060.84%$1.55$2.0059072
01,507$37.40$40.90—$155.0059.33%$2.10$2.5518891
0590$33.90$36.60—$160.0059.13%$3.10$3.3017420
090$30.10$32.70—$165.0057.80%$3.90$4.30565
0336$26.20$28.20—$170.0056.78%$5.00$5.503320
0231$22.10$24.80—$175.0055.87%$6.40$6.9068254
1923$18.80$21.70—$180.0054.95%$7.70$8.904037
1100$16.50$17.00—$185.0053.94%$10.00$10.403530
25208$13.50$14.30—$190.0053.22%$12.20$12.707649
23470$11.30$11.9053.04%$195.00—$14.80$15.3027919
36748$9.10$9.8052.29%$200.00—$17.70$19.003,75818
125,502$5.80$6.8052.21%$210.00—$23.20$25.702100
503,869$3.50$4.4051.53%$220.00—$31.10$33.50220
7342,124$1.85$2.8050.60%$230.00—$38.70$41.8060
—————$240.00—$48.20$50.7010

Forward $191.46. The 25-delta put carries +5.25 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 47.40%±39.04skew +7.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
085$66.80$69.50—$125.00—————
0209$62.00$64.80—$130.00—————
0157$56.30$60.30—$135.00—————
0230$52.40$55.60—$140.00—————
0142$48.20$51.00—$145.00—————
0342$43.80$46.70—$150.00—————
0522$39.80$42.50—$155.00—————
0357$35.60$38.10—$160.0055.24%$4.10$6.202,1000
0258$31.70$34.50—$165.0051.59%$5.40$5.902719
0330$27.80$30.80—$170.0052.51%$6.60$8.201940
0555$24.50$27.30—$175.0049.79%$8.10$8.702350
0510$21.60$23.90—$180.0051.59%$9.80$12.001,6180
0637$18.60$20.80—$185.0050.36%$11.80$13.701,8150
9691$16.20$17.00—$190.0047.82%$14.10$14.7029911
1015,311$13.70$14.8047.56%$195.00—$16.40$17.3015911
497,752$11.50$12.4046.70%$200.00—$18.80$20.8069315
23,430$8.00$8.6045.71%$210.00—$25.10$26.804920
12,452$5.30$5.9044.98%$220.00—$31.70$34.60900
17913$3.40$4.2044.97%$230.00—$39.90$43.001860
—————$240.00—$48.70$51.20100
61,539$1.25$1.9044.40%$250.00—$58.00$61.2020

Forward $192.22. The 25-delta put carries +7.52 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 46.42%±53.70skew +5.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
035$64.30$66.90—$130.00—————
015$58.90$62.60—$135.00—————
028$55.00$58.40—$140.00—————
041$50.70$54.30—$145.00—————
0388$47.00$50.40—$150.0052.21%$4.90$7.102250
030$43.60$46.50—$155.0050.98%$6.00$7.90270
099$40.20$42.90—$160.0049.58%$7.20$8.70622
0328$36.70$39.40—$165.0049.40%$8.60$10.405410
0127$32.80$36.00—$170.0049.42%$10.10$12.50370
038$29.90$32.90—$175.0049.22%$11.90$14.501250
0336$27.20$29.90—$180.0048.35%$13.80$16.202000
063$24.30$27.10—$185.0047.35%$15.90$17.90721
0121$21.70$24.50—$190.0047.21%$18.20$20.501000
0190$19.40$22.0046.79%$195.00—$20.80$22.901360
1312$17.30$19.8046.59%$200.00—$23.40$25.50930
02,102$13.20$14.9044.62%$210.00—$29.50$31.30310
0244$9.80$12.5044.78%$220.00—$35.30$38.60720
0399$7.20$10.0044.44%$230.00—$42.60$46.4050
0318$5.20$7.5043.54%$240.00—————
0591$3.60$6.0043.36%$250.00—$59.30$63.1010
—————$260.00—$68.40$72.1050

Forward $193.83. The 25-delta put carries +5.86 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 43.24%±65.68skew +7.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
148$67.00$70.10—$130.00—————
031$63.10$66.10—$135.00—————
561$59.20$62.20—$140.0049.53%$5.10$7.902680
0114$55.40$58.50—$145.0049.43%$6.40$9.10360
0949$51.00$55.00—$150.0048.23%$6.80$10.601600
029$47.70$51.30—$155.0048.13%$8.90$11.50230
055$44.50$47.90—$160.0047.71%$9.90$13.501570
075$41.50$44.50—$165.0047.65%$12.10$14.90230
28154$38.70$41.50—$170.0046.29%$13.10$16.504120
044$35.40$38.50—$175.0045.70%$15.00$18.201940
0640$32.90$35.50—$180.0045.89%$17.60$20.303220
075$30.20$32.90—$185.0044.90%$19.20$22.40305
0132$27.50$30.30—$190.0044.57%$21.60$24.70194
0157$24.90$27.80—$195.0044.35%$24.50$26.90484
0880$22.50$25.5043.84%$200.00—$26.70$29.701760
0200$18.20$21.4042.99%$210.00—$32.50$35.401000
0376$14.40$17.9042.19%$220.00—$38.70$42.90950
0813$11.40$14.7041.49%$230.00—$45.70$50.001010
0234$8.40$12.2040.58%$240.00—$53.10$57.501480
0972$6.10$10.0039.80%$250.00—$61.20$64.60220
—————$260.00—$69.70$73.0002

Forward $195.67. The 25-delta put carries +7.85 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.