Options Skew Analytics

WOLF option chain

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

Data as of 28 September 2026 (end of day)

2026-10-02(4 days)ATM 107.67%±3.12skew -3.12
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$4.75$7.00—$21.50126.56%$0.01$0.06245
22$4.25$6.45—$22.00119.42%$0.03$0.0520387
12$3.70$6.00—$22.50116.21%$0.03$0.081121
141$3.55$5.45—$23.00114.58%$0.05$0.1111712
019$3.15$5.00—$23.50—————
036$2.86$4.45—$24.00—————
—————$25.00101.27%$0.23$0.27423150
031$1.92$3.10—$25.50106.19%$0.30$0.494559
7982$1.98$2.51—$26.00104.82%$0.43$0.615932
13143$1.76$2.02—$26.50103.66%$0.59$0.76312
53258$1.46$1.75—$27.00105.60%$0.77$1.024920
11927$1.17$1.43—$27.50104.93%$0.98$1.2690
55137$0.98$1.23108.34%$28.00—$1.23$1.52291
29146$0.78$1.02108.19%$28.50—$1.54$1.82100
9159$0.64$0.75105.31%$29.00—$1.89$2.15181
2019$0.47$0.70108.74%$29.50—$2.25$2.5220
177523$0.40$0.51107.94%$30.00—————
6824$0.30$0.38106.13%$30.50—————
2438$0.24$0.35110.74%$31.00—$2.95$4.6055
71336$0.14$0.18108.24%$32.00—$3.75$5.70640
—————$32.50—$3.90$6.2030

Forward $27.68. The 25-delta put carries -3.12 volatility points over the 25-delta call.

2026-10-09(11 days)ATM 98.11%±4.72skew -5.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$21.50101.45%$0.11$0.1864
—————$22.5099.42%$0.20$0.28324
—————$23.50100.58%$0.34$0.4910
04$3.05$4.80—$24.0099.62%$0.44$0.582611
01$2.70$4.45—$24.50100.04%$0.53$0.75131
023$2.92$3.80—$25.0098.79%$0.66$0.87173
—————$25.5097.39%$0.72$1.0950
26$2.56$3.05—$26.0099.85%$0.97$1.29141
20$2.36$2.63—$26.5098.41%$1.15$1.4710
500520$2.07$2.47—$27.0099.12%$1.40$1.7065
0106$1.81$2.12—$27.5098.15%$1.62$1.9401
1256$1.57$1.8997.89%$28.00—$1.85$2.21221
05$1.38$1.76100.48%$28.50—$2.18$2.5611
1117$1.24$1.51100.22%$29.00—————
13$1.03$1.45102.20%$29.50—————
5148$0.85$1.2098.85%$30.00—$3.00$3.5040
02$0.77$1.18103.89%$30.50—————
611$0.70$0.96102.70%$31.00—$3.90$4.2555
823$0.52$0.77104.26%$32.00—————
08$0.29$0.36101.61%$34.00—————
133,009$0.22$0.35107.11%$35.00—$6.80$8.7511

Forward $27.69. The 25-delta put carries -5.47 volatility points over the 25-delta call.

2026-10-16(18 days)ATM 95.93%±5.90skew -4.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$4.50$6.45—$22.50103.06%$0.45$0.673521
—————$23.0095.09%$0.47$0.63130
—————$23.5095.58%$0.61$0.74100
04$3.55$5.05—$24.0095.11%$0.73$0.87770
07$3.50$4.75—$24.5095.14%$0.88$1.02210
0369$3.60$4.05—$25.0095.30%$1.05$1.1920,26211
011$3.35$3.80—$25.5094.64%$1.21$1.3751
230$2.84$3.45—$26.0094.35%$1.39$1.58391
427$2.79$3.15—$26.5094.82%$1.62$1.8160
668$2.56$2.85—$27.0096.20%$1.86$2.11500
18356$2.32$2.57—$27.5095.99%$2.12$2.353597
35346$2.09$2.2894.64%$28.00—$2.38$2.63480
0144$1.87$2.1696.30%$28.50—$2.65$3.05140
673$1.69$1.9295.67%$29.00—————
915$1.57$1.7997.92%$29.50—————
311,445$1.41$1.6097.52%$30.00—$3.60$4.051910
02$1.26$1.4597.60%$30.50—————
1221$1.15$1.3198.21%$31.00—————
465$0.91$1.17100.70%$32.00—————
3,01512,362$0.83$1.01100.07%$32.50—$5.15$6.1010
385$0.74$0.8899.40%$33.00—————

Forward $27.71. The 25-delta put carries -4.26 volatility points over the 25-delta call.

2026-10-23(25 days)ATM 98.10%±7.10skew -0.63
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$10.75$14.80—$15.00—————
01$6.25$8.65—$20.00100.47%$0.25$0.39194
023$3.95$5.40—$24.00100.86%$0.98$1.5370
04$4.00$4.50—$25.0095.49%$1.30$1.68252
06$3.35$3.85—$26.0096.84%$1.80$2.092510
112$2.85$3.35—$27.0095.56%$2.14$2.6450
340$2.38$2.8796.32%$28.00—$2.75$3.1510
08$2.11$2.4898.87%$29.00—$3.25$3.8020
2940$1.64$2.1597.19%$30.00—$3.95$4.45100
07$1.45$1.8599.36%$31.00—————
103$1.27$1.69102.94%$32.00—$5.45$5.9010
01$0.85$1.4098.00%$33.00—————
330$0.86$1.17101.48%$34.00—————
034$0.71$1.07103.43%$35.00—————
—————$37.00—$8.65$11.1022
105$0.41$0.64103.88%$38.00—————

Forward $27.67. The 25-delta put carries -0.63 volatility points over the 25-delta call.

2026-10-30(32 days)ATM 96.40%±7.95skew -3.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$11.25$13.80—$15.00—————
01$6.65$9.05—$20.00—————
—————$22.00100.52%$0.67$1.11106
—————$23.00100.12%$0.95$1.3850
01$4.65$5.85—$24.00100.89%$1.33$1.7130
12$4.30$4.85—$25.00101.97%$1.73$2.1523101
44$3.70$4.30—$26.00100.57%$2.14$2.541510
02$3.35$3.95—$27.0099.90%$2.57$3.05245
2127$2.87$3.3096.56%$28.00—————
05$2.39$2.9596.40%$29.00—————
338$2.09$2.6297.90%$30.00—$4.25$4.9010
05$1.78$2.47100.77%$31.00—————
15$1.53$2.0398.87%$32.00—————
01$1.31$1.94102.02%$33.00—$6.55$7.3010
02$1.12$1.59100.34%$34.00—$7.35$7.9010
5432$0.87$1.45100.21%$35.00—————
212$0.85$1.33103.96%$36.00—————
—————$37.00—$9.05$11.5502

Forward $27.84. The 25-delta put carries -3.08 volatility points over the 25-delta call.

2026-11-20(53 days)ATM 104.57%±11.06skew -3.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.55$11.50—$17.50—————
02$7.65$9.45—$20.00106.52%$0.95$1.281743
05$6.85$7.50—$22.50105.22%$1.70$2.06932
092$5.40$6.00—$25.00104.91%$2.70$3.151171
1156$4.25$4.65—$27.50104.26%$3.95$4.45755
16590$3.30$3.70104.56%$30.00—$5.50$6.00670
1368$2.55$3.00105.66%$32.50—$7.25$7.70210
36557$2.06$2.36106.87%$35.00—$9.15$9.80131
0159$1.60$1.94108.12%$37.50—$11.25$11.9540
4490$1.26$1.58109.19%$40.00—$13.00$13.95521
025$0.94$1.29109.22%$42.50—$15.05$17.0030
2703$0.76$1.02109.80%$45.00—$17.30$19.30240

Forward $27.75. The 25-delta put carries -3.97 volatility points over the 25-delta call.

2026-12-18(81 days)ATM 101.76%±13.33skew -5.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$13.95$16.05—$12.50—————
06$11.75$13.80—$15.00—————
04$9.90$11.80—$17.50105.90%$0.83$1.212921
055$8.15$9.85—$20.00100.60%$1.51$1.6310,8761
022$7.45$8.20—$22.5097.97%$2.24$2.525,8991
0240$6.10$6.85—$25.00100.47%$3.50$3.755,16013
040$5.05$5.60—$27.50101.45%$4.65$5.402021
11,606$4.15$4.65101.72%$30.00—$6.20$6.953231
55,453$3.30$3.95101.81%$32.50—$7.95$8.65230
5375$2.77$3.30102.89%$35.00—$9.80$10.505500
01,176$2.25$2.75102.84%$37.50—$11.85$12.60280
1158$1.84$2.32103.25%$40.00—$13.95$14.65780
289$1.50$1.97103.65%$42.50—$15.70$16.751440
109,510$1.29$1.67104.76%$45.00—$17.90$19.70280
070$0.98$1.42103.92%$47.50—$20.15$21.95130
27,503$0.93$1.22106.27%$50.00—$22.35$24.40500
01,521$0.64$1.05109.42%$55.00—$27.05$29.05900
—————$60.00—$31.85$33.65330
—————$65.00—$36.45$39.35120
—————$75.00—$46.55$48.8050
—————$80.00—$50.70$54.3010

Forward $27.80. The 25-delta put carries -5.68 volatility points over the 25-delta call.

2027-01-15(109 days)ATM 98.99%±15.05skew -4.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$20.90$24.70—$5.00—————
07$16.25$18.60—$10.00—————
010$14.10$16.25—$12.50—————
0164$12.20$14.05—$15.00—————
016$10.25$12.10—$17.5099.43%$1.03$1.502972
0130$8.65$10.40—$20.0097.81%$1.85$2.154841
012$8.00$8.80—$22.5096.94%$2.77$3.151090
0317$6.65$7.60—$25.0099.09%$4.15$4.402494
5202$5.70$6.10—$27.5097.47%$5.35$5.801280
10395$4.85$5.2598.62%$30.00—$6.95$7.401,0540
0102$4.10$4.5099.05%$32.50—$8.60$9.20330
0548$3.50$3.9099.99%$35.00—$10.55$11.001,4070
127$2.95$3.35100.07%$37.50—$12.35$12.95950
0779$2.46$2.90100.05%$40.00—$14.30$15.253980
080$2.12$2.51100.64%$42.50—$16.55$17.55840
015,395$1.81$2.18100.97%$45.00—$18.65$19.50550
0125$1.55$1.93101.63%$47.50—$20.75$22.60740
0698$1.35$1.70102.30%$50.00—$23.00$24.805120
1766$1.02$1.22101.89%$55.00—$27.55$29.40930
3012,000$0.76$0.98102.86%$60.00—$32.15$34.152270
—————$65.00—$36.85$39.201560

Forward $27.83. The 25-delta put carries -4.69 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.

WOLF option chain | Options Skew Analytics