Key points
Mag7 3-month option skew and volatility, historical percentiles ｜ 3M skew 89th, ATM vol 85th and put skew 88th percentile, while call skew sits at just the 11th
Image source: @neilsethinew
2026-11-08
Mag7 Option Skew and Volatility Sit at High Percentiles, but Call Skew Is Just 11th