: How to see an option chain's implied volatility skew Are there any inexpensive tools, web-sites or services you know of where one can see: a) current implied volatility skew for an option chain b) historic implied volatility

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for a) consider www.samoasky.com - they have a free tool called optionsoracle which allows you to download option chains for most markets automatically, and plot a "volatility smile", which you can then filter out for expiry, calls/puts etc.

for b) I don't know any tool, but I did write one myself in C# and Zedgraph, which was a timer animated client side tool. You might want to check www.hoadley.net/options/options.htm for some applications that could ease the job for you.