Options Skew Analytics

WSM option chain

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

Data as of 9 November 2026 (end of day)

2026-11-20(11 days)ATM 60.93%±27.86skew +5.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$122.10$124.40—$140.00—————
02$86.90$89.80—$175.00—————
01$76.90$80.20—$185.00—————
01$72.00$75.00—$190.00—————
01$67.00$70.00—$195.00—————
016$62.10$65.10—$200.00—————
012$52.10$55.30—$210.00—————
026$42.50$45.60—$220.00—————
0200$33.50$36.30—$230.0067.37%$1.35$2.151631
167$25.00$27.80—$240.0064.12%$2.80$3.501543
1124$17.50$20.00—$250.0063.71%$5.40$6.3011210
12346$12.10$14.00—$260.0062.28%$9.20$10.10742
0375$7.40$8.6059.55%$270.00—$14.40$16.2031
3501$4.20$5.0058.30%$280.00—$20.10$23.0030
36189$1.95$2.8056.81%$290.00—$27.80$30.7050

Forward $263.40. The 25-delta put carries +5.41 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 45.37%±39.14skew +4.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$131.70$135.80—$130.00—————
025$102.30$105.80—$160.00—————
01$97.50$100.80—$165.00—————
04$92.10$96.20—$170.00—————
010$87.40$91.30—$175.00—————
019$82.30$86.40—$180.00—————
03$77.50$81.50—$185.00—————
041$73.10$76.00—$190.00—————
037$63.50$66.10—$200.00—————
022$54.00$56.60—$210.00—————
122$45.00$47.60—$220.0050.07%$2.25$3.001381
2172$37.40$38.90—$230.0049.48%$3.50$5.20371
1176$29.70$31.00—$240.0047.21%$5.70$7.0091
0836$22.60$24.40—$250.0047.64%$8.90$10.90670
2278$17.00$18.50—$260.0046.27%$12.60$15.10250
655$12.20$13.3045.02%$270.00—$17.70$20.30150
063$8.30$9.5044.28%$280.00—————
081$5.30$6.4043.16%$290.00—————
087$3.40$4.4043.15%$300.00—$38.20$41.5010
044$2.15$3.2043.86%$310.00—————
—————$340.00—$75.60$78.7010

Forward $263.92. The 25-delta put carries +4.06 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 40.58%±46.00skew +5.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
016$97.90$101.90—$165.00—————
015$93.20$96.50—$170.00—————
04$88.60$91.40—$175.00—————
021$83.70$86.70—$180.00—————
08$79.00$82.00—$185.00—————
053$74.20$77.00—$190.00—————
016$69.50$72.50—$195.00—————
042$64.80$67.60—$200.0046.19%$1.20$2.002811
018$55.70$58.70—$210.0045.99%$2.25$3.20270
140$47.00$50.20—$220.0044.97%$3.50$4.80270
286$39.60$41.90—$230.0044.13%$5.20$7.10940
066$31.60$34.50—$240.0043.45%$7.80$9.90300
0190$25.10$27.90—$250.0042.32%$10.80$13.40410
069$19.70$22.20—$260.0041.83%$15.10$17.701720
056$14.60$16.9040.44%$270.00—$19.90$22.80520
0172$10.80$12.7039.89%$280.00—$25.70$28.4090
028$7.40$9.3038.89%$290.00—————
0556$5.10$6.6038.31%$300.00—————
03$3.50$5.0038.66%$310.00—————
0162$2.35$3.4038.26%$320.00—————
012$1.60$2.5538.77%$330.00—————

Forward $264.58. The 25-delta put carries +5.14 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 39.70%±63.30skew +3.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$104.50$107.90—$160.00—————
07$95.20$98.10—$170.00—————
04$90.40$94.00—$175.00—————
—————$185.0044.77%$1.70$2.80310
04$72.70$75.40—$195.00—————
014$68.40$71.20—$200.0044.14%$3.60$4.60700
03$60.20$63.00—$210.0042.92%$4.90$6.2020
010$52.50$55.70—$220.0043.10%$7.60$8.3030
012$45.00$48.30—$230.0041.95%$9.60$11.00170
016$38.30$41.50—$240.0041.87%$13.10$14.30490
158$32.60$35.20—$250.0041.33%$17.00$17.90230
049$27.40$29.80—$260.0040.40%$20.80$22.3030
047$22.90$24.4039.82%$270.00—————
021$18.60$20.4039.56%$280.00—————
015$14.10$16.8038.54%$290.00—————
061$12.00$13.5038.86%$300.00—————
014$9.00$10.8038.08%$310.00—————
—————$320.00—$60.00$63.3040
02$5.70$6.8037.97%$330.00—————
02$4.40$5.6038.13%$340.00—————
01$2.40$3.9038.36%$360.00—————

Forward $267.16. The 25-delta put carries +3.97 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 40.68%±84.84skew +3.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$125.70$128.80—$140.00—————
01$121.10$124.10—$145.00—————
01$111.90$114.90—$155.00—————
01$90.00$93.20—$180.0045.91%$3.80$6.1070
—————$185.0045.41%$4.50$6.8030
—————$190.0045.36%$5.20$8.0010
—————$195.0045.08%$6.10$9.00270
—————$200.0044.62%$7.10$9.90140
02$66.50$69.50—$210.00—————
01$59.40$62.00—$220.0043.45%$12.10$15.0080
015$52.30$55.70—$230.0041.92%$15.50$16.6021
03$46.10$49.00—$240.00—————
016$40.40$43.50—$250.0041.36%$22.80$25.1010
01$34.90$38.20—$260.00—————
01$30.10$33.5040.06%$270.00—————
042$27.80$28.9040.73%$280.00—$37.90$40.90250
04$23.30$25.4040.18%$290.00—————
06$19.70$21.1039.19%$300.00—————
01$15.40$18.5038.31%$310.00—————
021$13.30$15.8038.33%$320.00—————
0110$4.90$7.0037.20%$370.00—————

Forward $268.66. The 25-delta put carries +3.60 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.