Options Skew Analytics

WDAY option chain

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

Data as of 23 September 2026 (end of day)

2026-10-09(16 days)ATM 49.86%±20.09skew +2.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$56.10$59.60—$135.00—————
08$31.30$34.70—$160.00—————
01$19.60$23.90—$172.50—————
06$17.40$21.50—$175.00—————
060$15.50$18.90—$177.5049.70%$1.95$2.8530
062$14.00$17.50—$180.0050.19%$2.70$3.50820
17$12.90$15.60—$182.50—————
078$9.00$12.50—$187.5047.78%$4.70$6.0060
08$8.10$11.00—$190.0048.07%$5.90$7.101460
3271$7.40$8.3049.09%$192.50—$6.40$9.4020
03$5.50$8.6051.16%$195.00—————
049$4.70$7.8052.53%$197.50—$9.10$12.1010
561,511$4.30$5.3048.99%$200.00—$11.60$12.6020
—————$207.50—$16.10$19.0010
22$1.65$2.5547.62%$210.00—$17.80$21.7010

Forward $192.45. The 25-delta put carries +2.57 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 50.78%±24.55skew +0.24
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$31.90$35.40—$160.00—————
02$27.20$30.90—$165.00—————
02$23.70$26.10—$170.0051.89%$1.70$2.552805
—————$172.5050.48%$1.95$2.9593
2021$19.80$22.00—$175.0049.80%$2.65$3.203540
—————$177.5048.98%$3.10$3.8040
204$15.60$19.00—$180.0049.41%$4.00$4.503095
—————$182.5050.07%$5.00$5.40010
1116$12.50$15.50—$185.0048.99%$5.60$6.301250
01$11.10$13.50—$187.5049.85%$7.00$7.30243
245$10.10$12.10—$190.0049.05%$7.70$8.6059961
106$9.00$11.30—$192.5052.68%$8.70$11.501229
33169$8.10$8.9050.00%$195.00—$10.10$11.6012223
94$6.80$8.1049.93%$197.50—$11.50$13.4010
211,666$6.20$6.7049.60%$200.00—$13.20$14.001101
02$5.30$6.2050.39%$202.50—————
35$4.50$5.4050.16%$205.00—————
202$3.80$4.3048.82%$207.50—————
21,723$3.20$3.7048.74%$210.00—$19.20$21.70330
19$2.15$2.8548.85%$215.00—————
57775$1.20$1.9547.09%$220.00—$27.70$30.0020

Forward $192.55. The 25-delta put carries +0.24 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 47.20%±29.05skew +11.09
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
20$46.70$50.00—$145.00—————
01$41.70$45.80—$150.00—————
01$32.60$36.90—$160.00—————
05$28.40$32.20—$165.00—————
—————$170.0053.52%$3.00$5.00487
04$15.80$19.40—$182.50—————
04$14.60$17.80—$185.0049.71%$7.00$9.4090
05$13.10$16.30—$187.5049.32%$7.80$10.6010
01$11.80$14.80—$190.0048.19%$8.40$11.8010
06$10.40$13.60—$192.5047.56%$9.60$12.8010
03$9.20$12.4047.38%$195.00—$11.60$13.9020
02$7.50$11.3046.03%$197.50—————
0329$7.20$10.3047.42%$200.00—————
—————$215.00—$24.00$27.5010
16$1.90$3.1042.43%$220.00—$28.00$31.5050

Forward $193.30. The 25-delta put carries +11.09 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 46.91%±36.19skew +3.85
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$61.80$65.80—$130.00—————
0—$56.90$61.00—$135.00—————
03$47.90$51.80—$145.00—————
03$30.50$35.00—$165.00—————
—————$170.0049.91%$5.20$5.901315
02$24.10$27.10—$175.0049.03%$6.50$7.3040
—————$180.0048.61%$8.20$9.00100
112$18.70$19.60—$185.0048.33%$10.20$11.00410
32$14.70$17.40—$190.0047.99%$12.40$13.30021
052$13.40$14.3047.60%$195.00—$14.90$15.8081
06$9.90$12.5045.75%$200.00—$16.30$19.3030
19$7.50$8.0045.57%$210.00—————
30$4.80$5.5045.19%$220.00—————
311$2.40$3.7043.55%$230.00—————

Forward $193.49. The 25-delta put carries +3.85 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 46.24%±43.67skew +7.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
045$72.30$76.20—$120.00—————
095$67.40$71.50—$125.00—————
0158$62.60$66.90—$130.00—————
0176$58.20$62.30—$135.00—————
0119$53.80$57.90—$140.00—————
0820$49.50$53.50—$145.00—————
0386$45.70$48.80—$150.00—————
01,508$42.00$44.70—$155.0051.84%$4.00$4.60614
0590$37.80$40.90—$160.0052.73%$4.80$6.601402
0132$33.70$37.00—$165.0051.10%$6.20$7.10310
0329$30.10$33.60—$170.0050.55%$7.60$8.502960
0275$26.90$30.20—$175.0049.71%$9.10$10.005190
0909$23.80$27.00—$180.0047.14%$9.20$12.103650
0113$21.60$23.50—$185.0047.98%$12.50$13.701640
0137$18.80$20.90—$190.0048.00%$15.00$16.00690
1469$16.60$18.2047.29%$195.00—$17.20$18.501600
0715$14.10$15.6046.14%$200.00—$19.60$21.40880
26,019$10.20$11.1044.53%$210.00—$25.70$28.10690
234,131$7.10$7.8043.39%$220.00—$31.90$34.80211
0479$4.80$5.9043.44%$230.00—$39.70$42.6060
—————$240.00—$47.60$51.9010

Forward $194.55. The 25-delta put carries +7.10 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 44.32%±48.23skew +5.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0221$63.80$68.00—$130.00—————
0157$59.80$63.40—$135.00—————
0240$55.50$58.90—$140.0052.37%$2.35$3.807651
0142$51.20$54.40—$145.00—————
0342$47.10$50.40—$150.0049.93%$3.70$5.1052052
0572$43.00$46.50—$155.0049.05%$5.00$5.602133
0355$39.30$42.50—$160.0048.40%$6.10$6.701822
0265$35.50$39.00—$165.0047.89%$7.40$8.002540
0332$32.00$35.50—$170.0047.32%$8.80$9.501791
0565$29.30$32.10—$175.0046.68%$10.40$11.102330
0532$26.20$28.10—$180.0046.23%$12.30$12.901,62654
0638$22.60$25.70—$185.0046.04%$14.20$15.301,8270
0682$19.90$22.70—$190.0046.09%$16.80$17.602731
115,298$18.40$19.7044.84%$195.00—$18.30$20.30810
46,635$16.20$17.3044.40%$200.00—$20.50$23.206840
03,103$11.60$13.6043.23%$210.00—$26.60$29.804260
22,349$8.30$10.1042.08%$220.00—$33.20$36.00850
9531$5.60$7.7041.38%$230.00—$40.70$43.401860
26430$4.60$5.3041.53%$240.00—$48.90$51.50100
—————$250.00—$57.70$60.5020
—————$260.00—$66.90$69.5020

Forward $194.75. The 25-delta put carries +5.94 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 42.29%±57.65skew +8.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
033$66.30$69.40—$130.00—————
015$62.10$65.40—$135.00—————
028$57.90$61.20—$140.0049.29%$3.80$5.80420
042$54.50$57.00—$145.0048.62%$4.90$6.50760
1389$50.90$53.40—$150.0047.76%$6.00$7.301970
030$46.80$49.70—$155.0048.53%$7.20$9.40230
022$42.70$46.20—$160.0047.25%$8.40$10.30610
0329$39.30$42.80—$165.0046.81%$9.80$11.904890
0123$36.20$39.50—$170.0045.93%$11.40$13.20330
036$33.50$35.90—$175.0045.63%$13.40$14.901240
0336$30.60$33.30—$180.0044.89%$15.40$16.50801
060$27.60$30.10—$185.0044.86%$17.50$19.00720
0122$24.80$27.50—$190.0044.21%$19.50$21.30950
0181$22.20$25.00—$195.0043.85%$22.00$23.701340
0249$19.80$22.1042.81%$200.00—$24.60$26.10690
0279$15.40$17.9041.73%$210.00—$30.00$32.401730
3238$12.10$13.5040.35%$220.00—$35.90$38.601140
12211$9.10$10.3039.26%$230.00—$42.60$45.1050
13263$6.90$7.3038.04%$240.00—————
3491$4.80$5.5037.15%$250.00—$58.60$61.2010
01,865$3.20$4.9037.52%$260.00—$67.50$70.2050

Forward $195.77. The 25-delta put carries +8.78 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 40.55%±68.67skew +7.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
049$68.90$73.20—$130.00—————
034$65.00$69.30—$135.00—————
061$61.10$65.40—$140.0048.62%$6.20$8.802530
0114$57.40$61.70—$145.0047.51%$6.70$10.10330
0953$54.30$57.60—$150.0045.89%$7.60$10.701550
130$50.70$54.10—$155.0045.90%$9.30$12.10200
066$47.30$50.70—$160.0045.61%$11.30$13.20430
075$44.00$47.40—$165.0044.79%$12.70$14.60221
0162$41.00$43.80—$170.0045.06%$14.90$16.604170
044$38.30$41.20—$175.0044.62%$16.80$18.401920
6643$35.30$38.00—$180.0044.38%$18.90$20.503201
065$32.50$35.10—$185.0043.45%$20.60$22.40290
0132$29.90$32.80—$190.0043.37%$22.50$25.40390
0161$27.30$30.20—$195.0042.69%$24.70$27.60480
0868$25.10$27.7041.83%$200.00—$27.00$29.701620
16208$20.90$22.7040.59%$210.00—$32.90$35.40640
0363$16.10$18.8038.97%$220.00—$39.00$41.60910
0873$13.10$16.0038.85%$230.00—$45.60$48.701010
0221$11.10$13.1038.76%$240.00—$52.50$56.201480
0939$9.00$10.3038.02%$250.00—$60.60$63.80220
081$7.00$8.2037.31%$260.00—————

Forward $197.99. The 25-delta put carries +7.48 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.