Options Skew Analytics

XYZ option chain

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

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 49.96%±2.77skew -0.81
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$8.55$11.90—$65.00—————
02$8.60$9.15—$66.00—————
01$7.60$8.15—$67.00—————
203$6.60$7.15—$68.00—————
01$5.60$6.20—$69.0056.98%$0.01$0.054015
05$4.65$5.20—$70.0055.08%$0.03$0.099359
111$3.70$4.25—$71.00—————
10$2.85$3.35—$72.0048.73%$0.15$0.2212917
3103$2.15$2.47—$73.0048.41%$0.31$0.4373247
1111$1.48$1.73—$74.0051.40%$0.67$0.81679167
749100$0.95$1.1549.90%$75.00—$1.11$1.21685628
24237$0.55$0.7149.24%$76.00—$1.65$1.82339222
4511,249$0.29$0.4249.22%$77.00—$2.42$2.7116875
—————$78.00—$3.00$3.4021721
1031,225$0.07$0.1149.40%$79.00—$3.95$4.608912
639730$0.02$0.0649.43%$80.00—$5.05$5.4525532
4552,581$0.02$0.0454.23%$81.00—$5.90$6.50640
—————$82.00—$6.90$7.45551
—————$83.00—$7.85$8.451392
—————$84.00—$8.85$9.45155
—————$85.00—$9.85$10.45305

Forward $74.89. The 25-delta put carries -0.81 volatility points over the 25-delta call.

2026-10-02(9 days)ATM 40.26%±4.74skew -0.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.70$10.30—$65.00—————
03$8.70$9.30—$66.00—————
01$7.75$8.35—$67.00—————
02$5.85$6.45—$69.0042.68%$0.20$0.302321
57$5.00$5.60—$70.0041.47%$0.32$0.3911871
01$4.20$4.75—$71.0040.80%$0.47$0.56198
03$3.45$3.95—$72.0040.53%$0.68$0.8116814
21$2.87$3.25—$73.0040.51%$0.98$1.13988
31$2.25$2.57—$74.0040.07%$1.35$1.504535
1365$1.72$2.0240.23%$75.00—$1.82$1.9914624
494$1.34$1.5540.61%$76.00—$2.38$2.5458124
7767$0.98$1.1540.22%$77.00—$3.00$3.2018149
10239$0.70$0.8840.56%$78.00—$3.75$4.107142
2814$0.49$0.6340.42%$79.00—$4.30$4.70140
981414$0.32$0.4039.34%$80.00—$5.15$5.552446
50994$0.20$0.3340.38%$81.00—$6.00$6.45207
5358$0.16$0.2541.92%$82.00—$6.95$7.407149
—————$83.00—$7.90$8.35330
—————$85.00—$9.85$10.30890
—————$86.00—$10.85$11.50100
—————$87.00—$11.85$12.5540

Forward $74.96. The 25-delta put carries -0.03 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 39.48%±6.20skew +1.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.75$10.45—$65.00—————
01$9.05$9.50—$66.00—————
—————$69.0041.35%$0.47$0.6422
02$5.60$6.00—$70.0040.05%$0.65$0.75943
01$4.80$5.25—$71.0039.79%$0.87$0.993712
—————$72.0039.38%$1.13$1.282517
10$3.40$3.80—$73.0039.29%$1.48$1.63329
51$2.71$3.20—$74.0040.05%$1.90$2.142340
1579$2.37$2.54—$75.00—$2.36$2.552728
421$1.92$2.0639.04%$76.00—$2.90$3.2571
211$1.50$1.6638.67%$77.00—$3.50$3.801142
229$1.20$1.3238.81%$78.00—$3.95$4.501870
1770$0.92$1.0338.58%$79.00—$4.90$5.152642
6399$0.71$0.8038.65%$80.00—$5.65$5.902936
1330$0.52$0.6238.53%$81.00—$6.25$6.75391
0117$0.39$0.4938.87%$82.00—$7.10$7.60130
838$0.30$0.4340.09%$83.00—$8.00$8.5540
3532$0.20$0.3339.84%$84.00—$8.95$9.4530
—————$85.00—$9.90$10.4065
—————$86.00—$10.85$11.3510
—————$90.00—$14.85$15.5520

Forward $75.00. The 25-delta put carries +1.20 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 38.87%±7.33skew +1.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.40$8.85—$67.0040.31%$0.41$0.52015
—————$68.0040.36%$0.57$0.682014
—————$69.0040.06%$0.75$0.8661
220$6.00$6.40—$70.0039.69%$0.95$1.092,40622
01$5.20$5.65—$71.0039.63%$1.22$1.37022
—————$72.0039.73%$1.51$1.75244
419$4.25$4.60—$72.5039.75%$1.71$1.921,014676
6192$3.95$4.30—$73.0039.52%$1.89$2.1001
20$3.35$3.70—$74.0038.46%$2.20$2.5040
130289$2.80$3.15—$75.0039.06%$2.81$2.951,08589
70$2.41$2.5638.63%$76.00—$3.25$3.551911
1350$1.96$2.2438.89%$77.00—$3.75$4.15111
13617$1.82$1.9538.45%$77.50—$4.10$4.4553515
64$1.60$1.8538.60%$78.00—$4.55$4.7553
03$1.35$1.4638.39%$79.00—————
1,9081,401$1.09$1.1838.24%$80.00—$5.90$6.2581649
384$0.86$0.9638.15%$81.00—————
226$0.66$0.7737.91%$82.00—————
821,521$0.63$0.6938.40%$82.50—$7.80$8.30851
326$0.51$0.6338.02%$83.00—————
138$0.42$0.5538.96%$84.00—$9.10$9.6030

Forward $75.10. The 25-delta put carries +1.39 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 38.84%±8.36skew +1.41
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$14.90$15.55—$60.00—————
—————$67.0041.48%$0.63$0.8818
—————$68.0041.90%$0.87$1.09110
—————$69.0040.17%$1.05$1.1750
04$6.25$6.80—$70.0039.83%$1.29$1.42560
—————$71.0039.44%$1.58$1.69111
01$4.90$5.40—$72.0039.48%$1.93$2.05154
—————$73.0039.20%$2.29$2.44150
—————$74.0038.90%$2.72$2.8571
102$3.25$3.50—$75.0038.88%$3.15$3.40116
35$2.82$3.0038.79%$76.00—$3.70$3.9011
411$2.40$2.5838.68%$77.00—$4.35$4.5063
03$2.01$2.2138.52%$78.00—————
222$1.43$1.6038.67%$80.00—$6.05$6.8540
07$1.17$1.3338.41%$81.00—————
121$0.92$1.1138.06%$82.00—————
226$0.78$0.9538.55%$83.00—$8.35$9.0020
419$0.66$0.7738.64%$84.00—$9.20$9.8510
663$0.53$0.6738.97%$85.00—————

Forward $75.10. The 25-delta put carries +1.41 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 39.25%±9.39skew +0.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$66.0041.19%$0.61$0.9522
—————$67.0039.49%$0.70$1.0418
—————$68.0039.89%$0.87$1.35114
—————$69.0039.93%$1.13$1.6073
10$6.55$7.20—$70.0039.23%$1.36$1.841310
—————$71.0039.83%$1.71$2.2490
02$5.25$5.85—$72.0038.98%$2.00$2.54104
—————$73.0039.32%$2.49$2.9391
01$4.05$4.65—$74.0038.65%$2.80$3.4041
76$3.55$4.00—$75.0038.98%$3.40$3.8571
15$3.10$3.6039.33%$76.00—$3.80$4.4020
03$2.70$3.2039.51%$77.00—$4.55$4.9501
110$2.28$2.7939.11%$78.00—$4.95$5.6030
04$1.98$2.4739.43%$79.00—————
2438$1.63$2.1639.13%$80.00—$6.30$6.9510
27$1.39$1.8038.74%$81.00—$7.10$7.75029
30$1.15$1.5938.87%$82.00—————
91$1.02$1.3939.45%$83.00—————
471$0.75$1.2238.90%$84.00—————
366$0.65$1.0539.24%$85.00—$10.20$11.0005
424$0.50$0.7938.00%$86.00—————

Forward $75.15. The 25-delta put carries +0.36 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 47.75%±14.34skew +1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$48.30$51.60—$25.00—————
041$43.25$46.80—$30.00—————
040$38.30$41.85—$35.00—————
070$33.30$36.90—$40.00—————
0101$28.50$32.30—$45.00—————
0120$23.65$26.90—$50.00—————
0280$19.40$22.15—$55.00—————
077$15.95$16.55—$60.0050.44%$0.77$0.959762
3190$11.85$12.50—$65.0049.04%$1.68$1.8412,15587
0460$8.40$8.95—$70.0048.03%$3.15$3.352,78642
399$7.05$7.25—$72.5047.83%$4.15$4.4011,3118
332473$5.75$5.95—$75.0047.83%$5.35$5.658387
4218$4.65$4.8547.72%$77.50—$6.75$7.10111
2801,053$3.75$3.9047.72%$80.00—$8.15$8.651,98224
6528$2.96$3.1047.53%$82.50—————
1,4424,296$2.31$2.4447.38%$85.00—$11.85$12.301,1460
8214,471$1.41$1.5047.61%$90.00—$15.70$16.402140
173,024$0.82$0.9548.08%$95.00—$20.05$20.85420
1961,431$0.49$0.5848.63%$100.00—$24.75$25.55280
7604$0.25$0.3548.52%$105.00—$29.70$30.45260
—————$110.00—$33.05$37.05100

Forward $75.35. The 25-delta put carries +1.66 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 44.76%±16.44skew +1.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0158$24.20$27.25—$50.00—————
0112$21.95$24.90—$52.50—————
0168$20.50$22.65—$55.00—————
072$17.85$20.35—$57.5049.15%$0.80$1.123861
0800$16.05$17.40—$60.0047.96%$1.18$1.413,0460
0223$13.00$16.30—$62.5047.25%$1.52$2.003310
01,036$12.10$13.95—$65.0046.77%$2.26$2.467176
08,031$11.05$12.65—$67.5046.32%$2.99$3.202,1690
421,630$9.25$9.95—$70.0046.50%$3.80$4.302,35510
571,049$7.95$8.50—$72.5045.70%$4.90$5.156520
262,482$6.65$7.20—$75.0045.65%$6.10$6.401,21714
61,446$5.60$5.8044.76%$77.50—$7.45$7.9039824
371,485$4.55$4.8544.44%$80.00—$9.00$9.453270
121,038$3.70$4.2044.95%$82.50—$10.55$11.152050
21,185$3.00$3.3044.20%$85.00—$12.25$13.102252
1553$2.54$2.6544.46%$87.50—$14.30$15.60840
762,665$2.04$2.1744.48%$90.00—$15.50$17.151,0730
0639$1.66$1.7744.67%$92.50—$16.85$19.702530
822,279$1.38$1.4545.08%$95.00—$19.50$22.001920
1566$0.99$1.3245.33%$97.50—$21.45$24.252030
932,467$0.80$1.1045.69%$100.00—$24.80$26.101650

Forward $75.68. The 25-delta put carries +1.84 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.