IV Skew
1.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d) 2028-03-17 (566d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 20 57.5% 0.84 0.0298 -0.18 0.04 6.40/8.40 7.07 105.00 0.14 0.00/0.95 0.04 -0.17 0.0298 -0.17 58.0% 3 20 31 99 42.5% 0.87 0.0345 -0.12 0.03 6.10/7.00 6.83 106.00 0.10 0.00/0.15 0.02 -0.04 0.0261 -0.06 29.7% 5 11 17 22 40.5% 0.84 0.0414 -0.13 0.03 5.20/6.10 5.70 107.00 0.11 0.05/0.15 0.02 -0.04 0.0327 -0.06 26.0% 2 24 23 1 37.9% 0.81 0.0498 -0.13 0.04 4.20/5.20 4.67 108.00 0.15 0.15/0.20 0.02 -0.05 0.0461 -0.09 24.1% 7 27 5 2 36.8% 0.76 0.0587 -0.15 0.04 2.70/4.40 6.39 109.00 0.25 0.20/0.45 0.04 -0.08 0.0657 -0.17 26.7% 256 27 38 2 33.1% 0.71 0.0714 -0.14 0.05 2.85/3.50 3.23 110.00 0.47 0.35/0.60 0.04 -0.09 0.0849 -0.23 24.9% 67 50 17 12 32.1% 0.64 0.0809 -0.15 0.05 2.10/2.80 2.28 111.00 0.83 0.55/0.85 0.05 -0.10 0.1040 -0.32 23.8% 29 32 42 45 25.9% 0.57 0.1055 -0.13 0.06 1.60/1.85 1.60 112.00 1.10 0.90/3.00 0.06 -0.24 0.0528 -0.46 52.1% 30 57 51 251 27.3% 0.46 0.1008 -0.14 0.06 1.10/1.45 1.28 113.00 1.40 1.40/1.70 0.06 -0.10 0.1204 -0.55 22.8% 30 38 119 95 25.6% 0.35 0.1009 -0.12 0.05 0.70/0.95 0.84 114.00 2.36 1.90/2.35 0.05 -0.09 0.1089 -0.66 23.3% 12 6 705 87 35.7% 0.33 0.0701 -0.16 0.05 0.40/1.20 0.42 115.00 3.62 2.60/3.30 0.05 -0.10 0.0837 -0.72 27.9% 4 32 77 37 33.5% 0.25 0.0655 -0.13 0.05 0.20/0.80 0.29 116.00 4.50 3.20/4.50 0.05 -0.14 0.0622 -0.73 36.8% 2 152 166 53 25.0% 0.12 0.0543 -0.06 0.03 0.05/0.25 0.15 117.00 5.70 4.20/5.70 0.05 -0.17 0.0497 -0.74 45.6% 4 9 93 11 25.0% 0.07 0.0382 -0.04 0.02 0.00/0.15 0.09 118.00 — — — — — — — — — 60 12 28.2% 0.06 0.0308 -0.04 0.02 0.00/0.15 0.10 119.00 6.91 6.00/7.70 0.04 -0.19 0.0379 -0.78 54.9% 3 3 69 9 31.3% 0.06 0.0256 -0.04 0.02 0.00/0.15 0.11 120.00 8.00 6.50/8.70 0.04 -0.19 0.0337 -0.79 59.3% 2 10
Greeks Profile 2026-09-04 · 6d · σ = 39.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $79 $96 $112 $129 $146 spot $112.47 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).