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Skew Charts

The skew chart below displays the Implied Volatility (IV) and Delta for each Out-Of-The-Money put and call contract.
Note: The "Delta" at a given contract is the probability that the option will expire in the money.

- We track how expensive options are over time via the probabilities given by the option deltas at One Standard Deviation below and above the current trade price (second chart).
- Sentiment can be evaluated by comparing the Current Call-Put Delta Spread to the Average Call-Put Delta Spread.

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