Options Skew Analytics

WSM 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 36.37%±20.94skew +1.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$67.50$71.40—$160.00—————
03$62.60$66.40—$165.00—————
03$57.60$61.40—$170.00—————
010$47.50$51.60—$180.00—————
02$43.70$46.60—$185.00—————
—————$200.0040.33%$0.75$1.00915
02$20.40$23.40—$210.0037.84%$1.70$2.257198
025$13.20$14.40—$220.0037.53%$3.90$5.2014424
0140$7.50$8.6036.39%$230.00—$8.00$9.30833
6300$3.70$4.7036.09%$240.00—$14.30$15.80260
3451$1.45$2.3535.54%$250.00—$20.80$23.4080
0115$0.60$1.0035.65%$260.00—$29.70$32.3040

Forward $229.40. The 25-delta put carries +1.99 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 42.84%±39.39skew +0.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$107.40$111.30—$120.00—————
01$87.40$91.50—$140.00—————
01$45.80$48.90—$185.0047.59%$1.85$2.85360
01$41.50$44.60—$190.0045.93%$2.45$3.20181
—————$195.0045.27%$3.20$4.00830
015$33.60$36.40—$200.0044.87%$4.10$5.10352
020$26.40$28.60—$210.0043.27%$6.20$7.70231
029$20.00$22.30—$220.0043.66%$10.00$11.602922
040$14.90$17.00—$230.0042.98%$14.40$16.201110
037$10.70$12.6042.72%$240.00—$19.50$21.808010
068$7.40$9.3042.67%$250.00—$26.00$29.10330
0228$5.00$6.5042.30%$260.00—$33.50$36.2030
059$2.95$4.7041.87%$270.00—$41.70$44.5010
—————$280.00—$50.50$53.3030
—————$290.00—$60.00$62.6020

Forward $230.65. The 25-delta put carries +0.97 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 40.54%±45.54skew +1.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$98.10$102.00—$130.00—————
027$70.40$73.30—$160.00—————
01$66.00$68.60—$165.00—————
04$61.20$64.10—$170.00—————
010$56.50$59.50—$175.00—————
019$52.20$54.90—$180.0045.35%$2.40$3.20470
03$48.00$50.80—$185.0044.82%$3.00$4.00420
041$43.80$46.60—$190.0043.99%$3.70$4.80520
—————$195.0044.11%$4.60$6.20310
037$35.90$38.70—$200.0042.55%$5.60$6.80490
012$29.10$31.70—$210.0041.71%$8.50$9.50514
014$22.70$25.30—$220.0040.92%$11.80$13.40450
0171$17.50$19.90—$230.0040.73%$16.40$18.20141
0164$13.10$15.5040.41%$240.00—$21.50$23.9050
0837$9.60$11.9040.20%$250.00—$27.80$30.4020
0280$7.00$9.0040.16%$260.00—$35.10$38.0010
040$4.90$6.8040.09%$270.00—————
—————$340.00—$109.10$113.1010

Forward $231.41. The 25-delta put carries +1.62 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 38.87%±50.44skew +2.86
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$80.30$83.50—$150.00—————
032$75.90$78.80—$155.00—————
022$71.30$74.20—$160.00—————
017$66.80$69.60—$165.00—————
015$62.40$65.20—$170.00—————
04$58.00$60.70—$175.0045.95%$2.75$4.20390
021$53.70$56.40—$180.0045.36%$3.30$5.10380
08$49.70$52.30—$185.0041.55%$3.30$4.901245
053$45.60$48.20—$190.0043.46%$5.10$6.40270
016$41.90$44.10—$195.0042.13%$6.10$7.00121
043$37.80$40.60—$200.0041.08%$7.10$8.001000
019$31.00$33.40—$210.0040.74%$10.00$11.4070
040$25.30$27.40—$220.0040.00%$13.60$15.20130
085$20.10$22.40—$230.0039.67%$18.10$20.00540
064$15.20$17.8038.77%$240.00—$23.60$26.00290
0179$11.70$14.4039.01%$250.00—$29.10$32.10240
049$8.90$11.3038.94%$260.00—$36.40$39.2010
043$6.60$8.3038.23%$270.00—$44.30$46.8050
34159$4.90$6.2038.03%$280.00—$52.60$55.5090
317$3.50$4.7037.90%$290.00—————
02$1.65$2.6037.50%$310.00—————

Forward $232.23. The 25-delta put carries +2.86 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 40.48%±65.80skew +3.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$87.40$90.50—$145.0051.04%$2.00$3.30230
01$74.30$77.00—$160.00—————
—————$165.0047.23%$3.80$5.6010
07$65.50$68.80—$170.0046.40%$4.20$6.6020
04$61.60$64.50—$175.0044.95%$4.60$7.3090
—————$180.0045.31%$6.40$8.10150
—————$185.0044.11%$7.30$8.80250
—————$190.0043.54%$8.40$10.00310
04$46.80$49.40—$195.00—————
014$43.30$46.00—$200.0042.40%$11.10$12.60700
03$37.00$39.70—$210.00—————
010$31.10$33.80—$220.0040.88%$18.20$20.0020
012$25.90$28.50—$230.0040.56%$22.70$25.00160
024$21.60$24.3040.57%$240.00—$28.10$30.40110
06$17.50$20.3040.01%$250.00—$33.80$36.4010
01$14.20$16.8039.65%$260.00—$40.30$43.0020
044$11.30$13.9039.30%$270.00—————
016$9.00$11.7039.33%$280.00—————
05$7.20$9.4039.03%$290.00—————
057$5.50$7.3038.29%$300.00—————
—————$320.00—$90.20$93.4030

Forward $233.42. The 25-delta put carries +3.38 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.

WSM option chain | Options Skew Analytics