Options Skew Analytics

XYZ 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 45.82%±4.28skew +6.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
17181$10.45$13.30—$77.0066.53%$0.01$0.062926
20261$9.80$11.90—$78.0064.93%$0.02$0.08703
2037$8.35$10.90—$79.00—————
22104$8.90$9.65—$80.00—————
46504$7.35$8.65—$81.00—————
1844$6.60$7.70—$82.00—————
472$6.00$6.75—$83.00—————
3419$4.85$5.95—$84.0053.17%$0.27$0.408565
2201,148$4.45$5.05—$85.0051.15%$0.38$0.5315171
22193$3.75$4.05—$86.0050.16%$0.56$0.731197
52170$3.00$3.30—$87.0048.83%$0.79$0.9872117
4844,349$2.34$2.59—$88.0047.64%$1.12$1.2883335
6484$1.75$1.98—$89.0046.41%$1.50$1.691051
5651,298$1.26$1.4144.76%$90.00—$2.04$2.211021
3154,177$0.86$0.9543.20%$91.00—————
305304$0.56$0.6943.38%$92.00—$3.30$3.60100
408773$0.35$0.4142.01%$93.00—$3.80$4.752020
5632$0.22$0.2642.10%$94.00—————
339281$0.11$0.1541.02%$95.00—$5.65$7.251440
6927$0.05$0.0840.01%$96.00—$6.05$8.6001
—————$97.00—$6.95$9.7501

Forward $89.27. The 25-delta put carries +6.78 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 40.93%±6.35skew +5.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
351,988$9.35$10.10—$80.0049.98%$0.28$0.432,113116
421700$7.80$9.05—$81.00—————
0517$6.15$8.00—$82.00—————
11,330$6.35$7.65—$82.50—————
1310$6.00$7.35—$83.0047.12%$0.56$0.86782
293$5.30$6.45—$84.0044.04%$0.71$0.876072
805,286$5.20$5.55—$85.0043.71%$0.94$1.101,11798
1528$4.45$4.90—$86.0043.34%$1.18$1.41911
49247$3.75$4.10—$87.0042.05%$1.50$1.641852
28384$3.10$3.45—$88.0041.09%$1.83$2.0016635
21106$2.55$2.86—$89.0041.22%$2.26$2.514048
45021,087$2.07$2.3040.48%$90.00—$2.76$2.982181
12238$1.62$1.7639.09%$91.00—$3.30$3.55360
8—$1.18$1.4038.18%$92.00—$3.85$4.30—1
1519$1.12$1.2839.29%$92.50—$4.15$4.6510
9—$0.95$1.1238.80%$93.00—$4.65$5.00—0
69—$0.70$0.8438.23%$94.00—$5.05$6.85—0
2793,134$0.52$0.6037.71%$95.00—$6.00$7.10420
—————$96.00—$6.85$8.50—0
—————$97.00—$7.60$9.25—0
—————$98.00—$8.50$10.30—0

Forward $89.32. The 25-delta put carries +5.48 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 37.73%±7.49skew +5.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$9.75$11.40—$79.00—————
268$8.55$10.20—$80.00—————
25$7.90$9.30—$81.0045.04%$0.57$0.871152
446$6.50$8.55—$82.0043.19%$0.68$0.95933
071$5.65$7.80—$83.0040.86%$0.68$1.12580
1126$6.15$6.90—$84.0041.14%$1.06$1.25351
9125$5.60$6.15—$85.0041.04%$1.29$1.57341
0518$4.90$5.60—$86.0040.24%$1.58$1.82966
055$4.25$4.65—$87.0038.75%$1.82$2.1044
5174$3.65$3.95—$88.0038.68%$2.24$2.507815
3352$3.05$3.45—$89.0038.39%$2.69$2.94011
17311$2.58$2.8337.55%$90.00—$3.15$3.50220
5113$2.11$2.4037.25%$91.00—$3.75$4.05620
230$1.73$2.1037.71%$92.00—$4.35$4.6502
30$1.39$1.6236.57%$93.00—————
51$1.11$1.2535.87%$94.00—————
5575$0.86$0.9935.49%$95.00—————
160$0.66$0.8135.52%$96.00—————
1830$0.51$0.6735.78%$97.00—————
110$0.40$0.4735.19%$98.00—————
—————$100.00—$10.65$12.35020

Forward $89.44. The 25-delta put carries +5.65 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 38.23%±8.95skew +4.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
012$9.40$11.60—$79.0044.44%$0.57$0.84319
050$8.95$10.60—$80.0044.29%$0.69$1.043932
013$7.75$9.65—$81.0042.03%$0.82$1.03631
211$7.60$9.10—$82.0041.84%$1.01$1.24773
27$6.85$8.05—$83.0041.06%$1.20$1.4381
014$5.35$7.30—$84.0040.11%$1.33$1.711170
4134$6.10$6.65—$85.0040.24%$1.68$2.002730
562$4.95$5.85—$86.0041.29%$1.95$2.611060
653$4.75$5.25—$87.0039.42%$2.35$2.67286
256$4.20$4.65—$88.0038.84%$2.73$3.05470
114$3.65$4.00—$89.0038.41%$3.15$3.501512
173$3.10$3.5538.21%$90.00—$3.65$4.00018
210$2.65$3.0037.51%$91.00—————
82$2.23$2.5036.75%$92.00—————
291$1.87$2.1836.83%$93.00—————
03$1.55$1.9737.33%$94.00—————
1483$1.29$1.5036.15%$95.00—————
131$1.07$1.2536.10%$96.00—————
20$0.83$1.0435.71%$97.00—————
2200$0.56$0.8136.77%$99.00—————
407$0.32$0.4933.50%$100.00—————

Forward $89.50. The 25-delta put carries +4.01 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 38.65%±10.21skew +4.72
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$12.40$14.55—$76.00—————
03$11.50$13.85—$77.0045.17%$0.57$0.9523
040$8.90$10.90—$80.0043.79%$0.94$1.51210
06$8.85$10.10—$81.00—————
12$7.90$9.40—$82.00—————
04$7.00$8.50—$83.0042.14%$1.52$2.2302
01$7.25$7.90—$84.00—————
116$5.05$7.10—$85.00—————
19$5.80$6.55—$86.0039.95%$2.30$3.15350
26$5.25$5.90—$87.00—————
434$4.15$5.30—$88.0039.44%$3.15$3.95150
074$4.10$4.60—$89.00—————
1185$3.20$4.1538.62%$90.00—————
010$3.15$3.5539.58%$91.00—————
10$2.33$2.7739.02%$93.00—————
01$1.97$2.3538.29%$94.00—————
3770$1.70$2.0038.01%$95.00—————
1010$1.23$1.6035.90%$96.00—————
10$1.06$1.5937.41%$97.00—————
50$1.02$1.2337.34%$98.00—————
14117$0.70$0.8036.43%$100.00—————

Forward $89.18. The 25-delta put carries +4.72 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 37.61%±11.01skew +4.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0111$35.05$38.15—$52.50—————
0172$32.55$35.30—$55.00—————
0134$30.10$32.75—$57.50—————
0795$27.65$30.45—$60.00—————
2220$25.20$27.85—$62.50—————
01,058$23.25$25.40—$65.00—————
118,019$20.55$22.50—$67.50—————
1,00311,057$19.10$20.10—$70.00—————
1999$15.80$17.95—$72.50—————
523,457$14.40$15.35—$75.0043.46%$0.48$0.702,69653
151,800$12.60$13.45—$77.5042.88%$0.84$0.9971668
272,580$10.10$11.10—$80.0041.14%$1.22$1.3358418
21,250$8.70$9.30—$82.5039.95%$1.74$1.872966
1921,718$6.95$7.30—$85.0038.87%$2.45$2.5741260
16835$5.35$5.75—$87.5037.73%$3.25$3.55278217
8132,489$4.05$4.2537.63%$90.00—$4.45$4.801,123229
271755$2.92$3.1036.68%$92.50—$5.85$6.1026073
1,65715,263$2.06$2.1936.05%$95.00—$7.50$8.302120
91662$1.41$1.5135.61%$97.50—$9.35$10.702030
5222,718$0.93$0.9734.95%$100.00—$11.15$12.5516520
3735$0.30$0.4033.69%$105.00—$15.65$17.35150

Forward $89.52. The 25-delta put carries +4.34 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 39.65%±12.41skew +6.55
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
10$16.60$18.65—$72.00—————
—————$75.0043.48%$0.61$0.9912
02$12.85$15.05—$76.00—————
—————$77.0040.68%$0.71$1.1601
01$7.85$10.05—$82.00—————
—————$84.0042.11%$2.30$3.55015
06$5.70$7.75—$85.00—————
04$6.50$7.00—$86.0041.34%$2.82$4.45060
11$5.45$6.50—$87.00—————
11$4.70$5.45—$89.00—————
01$3.75$4.3039.06%$91.00—————
40$2.63$3.4036.99%$93.00—————
—————$94.00—$7.00$7.65064
142$2.29$2.7238.06%$95.00—————
160$2.02$2.3437.64%$96.00—$8.25$9.50050
10$1.29$1.7035.55%$98.00—————
30$1.31$1.4936.61%$99.00—$10.50$11.5502
10$0.51$0.7036.80%$105.00—————

Forward $89.13. The 25-delta put carries +6.55 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 36.74%±14.15skew +3.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0905$30.35$33.95—$57.50—————
21,371$27.95$30.25—$60.00—————
4423$25.50$28.05—$62.50—————
01,144$24.75$25.40—$65.00—————
2862$21.05$23.10—$67.50—————
02,036$18.75$20.90—$70.0044.58%$0.58$0.763,76224
30750$17.45$18.70—$72.5043.51%$0.71$1.131,912330
291,785$15.80$16.25—$75.0042.23%$1.06$1.392,450126
11,059$13.70$14.35—$77.5040.43%$1.48$1.642,08454
312,478$11.55$12.35—$80.0039.03%$1.94$2.102,54433
41,068$9.95$10.70—$82.5038.49%$2.59$2.815560
203,659$8.20$8.70—$85.0037.91%$3.40$3.6599630
453,009$6.70$7.10—$87.5037.26%$4.35$4.6523498
4223,179$5.35$5.7536.83%$90.00—$5.50$5.8541468
3415,146$4.25$4.6536.62%$92.50—$6.85$7.209436
2401,888$3.40$3.6036.30%$95.00—$8.40$8.703241
51,681$2.56$2.8435.94%$97.50—$10.15$11.60350
2616,061$1.92$2.0735.18%$100.00—$11.70$13.5012410
2212,174$1.04$1.1034.48%$105.00—$15.85$17.70230
3012,414$0.52$0.5934.22%$110.00—$20.45$22.30110
201,422$0.26$0.3134.28%$115.00—————

Forward $89.87. The 25-delta put carries +3.30 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.