Options Skew Analytics

XRT 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 30.94%±3.01skew +0.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$6.70$8.20—$85.00—————
03$6.20$7.70—$85.50—————
050$5.75$7.40—$86.00—————
06$5.25$6.75—$86.50—————
011$4.85$6.25—$87.00—————
012$4.45$5.75—$87.50—————
1558$4.05$5.30—$88.00—————
06$3.95$4.85—$88.5036.44%$0.13$0.207310
025$3.30$4.50—$89.00—————
1730$3.50$4.05—$89.50—————
116$2.68$3.55—$90.0033.67%$0.28$0.36601
06$2.27$3.10—$90.5032.28%$0.32$0.45121154
375$2.32$2.64—$91.0031.21%$0.39$0.56215
1115$1.93$2.12—$91.5032.15%$0.56$0.75484
1023$1.61$1.79—$92.0030.93%$0.69$0.8921,040
534$1.31$1.49—$92.5031.35%$0.93$1.10300
858$1.09$1.2330.91%$93.00—$1.12$1.3631
12188$0.84$1.0030.52%$93.50—$1.39$1.6320
644$0.68$0.8130.99%$94.00—$1.71$1.89212
23118$0.40$0.5131.20%$95.00—$2.46$2.64160
6526$0.21$0.3231.51%$96.00—$3.00$4.2050

Forward $92.92. The 25-delta put carries +0.00 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 28.15%±4.54skew +1.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
018$7.15$8.55—$85.00—————
019$6.35$7.60—$86.00—————
0490$5.45$6.55—$87.00—————
01$5.05$6.10—$87.5032.33%$0.29$0.452,54124
1528$4.65$5.60—$88.0031.93%$0.34$0.53791
—————$88.5031.52%$0.40$0.62203
0225$3.85$4.75—$89.0030.10%$0.47$0.63242
535$3.60$4.40—$89.5030.62%$0.60$0.781094
564$3.60$3.90—$90.0029.61%$0.67$0.87542
172$3.20$3.45—$90.5028.57%$0.75$0.97152
157$2.58$3.20—$91.0028.85%$0.93$1.15231
173$2.50$2.77—$91.5028.28%$1.10$1.281151
21814$2.28$2.64—$92.0028.45%$1.27$1.54190
0837$1.97$2.18—$92.5029.45%$1.53$1.86460
2155$1.60$1.9228.15%$93.00—$1.75$1.9780
115221$1.50$1.7229.39%$93.50—————
0103$1.23$1.4628.51%$94.00—————
6662$0.95$1.0929.03%$95.00—$2.86$3.1540
0109$0.60$0.8028.33%$96.00—————
073$0.39$0.5828.28%$97.00—————
—————$99.00—$5.90$7.20—0

Forward $92.90. The 25-delta put carries +1.28 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 26.14%±7.95skew +2.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$26.65$28.55—$65.00—————
05$13.20$14.60—$79.00—————
07$12.30$13.75—$80.00—————
018$10.60$11.85—$82.00—————
016$9.90$11.00—$83.00—————
0720$8.85$10.00—$84.0030.11%$0.57$0.76431
293$8.00$9.15—$85.0029.37%$0.61$0.965,1426
020$7.20$8.30—$86.0028.82%$0.85$1.0310741
0977$6.40$7.45—$87.0027.40%$0.88$1.211080
2916$6.25$6.60—$88.0028.24%$1.28$1.491,33013
0606$5.50$5.85—$89.0027.64%$1.55$1.712311
0166$4.35$5.35—$90.0027.08%$1.81$2.021,011534
0443$4.10$4.55—$91.0027.33%$2.17$2.501,5762
1624$3.45$3.95—$92.0026.07%$2.41$2.84110
2104$3.05$3.40—$93.0026.39%$3.00$3.3040
0330$2.43$2.9325.69%$94.00—$3.50$3.85150
0814$2.02$2.5025.60%$95.00—$3.90$4.45130
4197$1.64$2.0825.27%$96.00—$4.50$4.95230
31,196$0.78$1.0325.98%$100.00—————

Forward $93.08. The 25-delta put carries +2.25 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 25.57%±10.16skew +1.56
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$20.80$22.50—$71.00—————
034$19.85$21.85—$72.00—————
063$18.90$20.55—$73.00—————
04$17.95$19.70—$74.00—————
011$17.05$18.80—$75.00—————
04$16.15$17.65—$76.00—————
132$15.40$16.85—$77.00—————
01,609$14.35$15.75—$78.00—————
011$13.45$14.95—$79.0029.92%$0.44$0.651020
1131$12.60$13.95—$80.0028.95%$0.45$0.755,3620
020$11.70$13.00—$81.00—————
090$10.85$12.15—$82.0028.56%$0.72$1.01500
019$10.00$11.30—$83.0027.75%$0.78$1.16470
060$9.15$10.55—$84.0027.77%$1.02$1.331020
036$8.35$9.70—$85.0027.45%$1.20$1.5429,0491
0197$7.60$8.85—$86.0027.08%$1.42$1.752531
41,445$5.20$6.15—$90.0025.35%$2.50$2.9056912
0635$2.85$3.3025.64%$95.00—$4.85$5.701590
11,503$1.32$1.7425.52%$100.00—$8.15$9.25312
191$0.48$0.7624.71%$105.00—$12.25$13.6530
—————$110.00—$17.00$18.5510

Forward $92.78. The 25-delta put carries +1.56 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 24.97%±13.90skew +2.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$12.90$14.35—$81.0027.11%$1.21$1.71130
08$12.10$13.40—$82.0026.96%$1.41$1.917250
014$11.35$12.70—$83.0026.87%$1.67$2.117480
016$10.60$12.00—$84.0026.80%$1.94$2.357190
016$9.90$11.15—$85.0026.62%$2.23$2.584330
041$9.20$10.40—$86.0026.27%$2.40$2.91350
010$8.55$9.75—$87.0026.30%$2.75$3.25160
027$7.90$9.10—$88.0026.10%$3.05$3.6080212
018$7.35$8.55—$89.0025.77%$3.30$4.00130
082$6.75$7.85—$90.0025.69%$3.70$4.40286
08$6.25$7.30—$91.0025.71%$4.15$4.85420
313$5.70$6.60—$92.0025.60%$4.60$5.30849
061$5.30$6.10—$93.0025.48%$5.05$5.801,5233
09$4.75$5.5525.05%$94.00—$5.60$6.35120
117$4.35$5.0024.84%$95.00—$6.10$6.95150
041$3.90$4.6024.74%$96.00—————
041$3.55$4.2524.85%$97.00—$7.20$8.20120
131$3.20$3.8024.62%$98.00—$7.90$8.8510
1249$3.05$3.4524.97%$99.00—$8.50$9.5520
11511$2.61$3.1524.63%$100.00—$9.10$10.25460
13249$1.63$1.7524.54%$105.00—$12.90$14.2522

Forward $93.28. The 25-delta put carries +2.08 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 26.64%±19.38skew +2.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$24.10$24.90—$70.00—————
—————$75.0028.73%$1.32$1.7250
—————$80.0027.47%$2.17$2.6110
01$13.60$15.10—$82.00—————
—————$83.0026.93%$2.85$3.4087
—————$85.0026.69%$3.45$4.00613
01$10.95$12.30—$86.0026.45%$3.70$4.3510
01$10.30$11.75—$87.0026.24%$4.00$4.7050
01$9.75$11.10—$88.0025.97%$4.30$5.05130
03$9.15$10.45—$89.0026.00%$4.70$5.5020
02$8.60$9.90—$90.0025.95%$5.15$5.9030
03$8.10$9.40—$91.0025.91%$5.60$6.3530
03$7.60$8.75—$92.0025.89%$6.05$6.8550
05$7.10$8.25—$93.0025.79%$6.50$7.3570
07$6.65$7.6525.80%$94.00—$7.05$7.8560
07$6.65$7.1526.45%$95.00—$7.50$8.45670
07$6.35$6.7526.67%$96.00—————
16$4.65$5.1525.98%$100.00—————
010$2.79$3.6524.98%$105.00—————
012$1.75$2.4724.60%$110.00—————

Forward $93.69. The 25-delta put carries +2.33 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 26.26%±22.92skew +1.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
011$32.90$34.70—$60.00—————
01$24.30$26.00—$70.0029.72%$1.16$1.856500
01$20.25$21.80—$75.00—————
011$16.55$18.10—$80.00—————
—————$85.0026.55%$4.25$5.1010
01$10.50$11.65—$90.0026.93%$6.35$7.35160
0773$6.00$7.0025.96%$100.00—————
063$4.35$5.3025.57%$105.00—$14.80$16.20260
0141$3.10$3.9525.29%$110.00—$18.55$20.0510
0796$2.15$3.1025.41%$115.00—————
0339$1.46$2.2725.18%$120.00—$27.10$28.75100

Forward $94.38. The 25-delta put carries +1.14 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.