You must Sign In to view this page. Below is a sample of our 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.

The Call Skew History chart tracks the "Call Skew", which is the delta of calls at One Standard Deviation above current stock price minus the delta of puts at One Standard Deviation below the current price with 30 days to expiration.
- Sentiment can be evaluated by comparing the Current Call Skew to the Average Call Skew.