IV Skew
-1.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +4 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 15 62.1% 0.93 0.0232 -0.08 0.01 6.70/9.50 8.55 70.00 0.22 0.18/0.22 0.01 -0.05 0.0190 -0.04 54.0% 829 439 1 1 56.0% 0.92 0.0281 -0.08 0.01 5.60/8.60 7.00 71.00 0.29 0.25/0.38 0.01 -0.07 0.0275 -0.07 54.7% 237 57 27 12 50.8% 0.91 0.0354 -0.08 0.01 4.50/7.75 9.80 72.00 0.44 0.39/0.50 0.02 -0.09 0.0368 -0.10 54.2% 233 526 19 7 61.1% 0.82 0.0467 -0.15 0.02 4.75/6.45 7.50 73.00 0.62 0.57/0.72 0.02 -0.12 0.0472 -0.15 54.7% 203 62 34 8 55.6% 0.79 0.0571 -0.15 0.03 3.85/5.50 6.67 74.00 0.63 0.72/1.00 0.03 -0.14 0.0578 -0.20 53.9% 95 123 135 328 52.8% 0.73 0.0682 -0.16 0.03 3.20/4.55 4.40 75.00 1.10 0.98/1.31 0.03 -0.16 0.0676 -0.27 53.6% 440 73 81 64 53.1% 0.66 0.0759 -0.18 0.03 2.89/3.60 3.56 76.00 1.48 1.31/1.65 0.03 -0.17 0.0760 -0.34 53.0% 269 231 567 305 57.2% 0.58 0.0752 -0.21 0.04 2.64/3.05 2.90 77.00 2.01 1.63/2.30 0.04 -0.19 0.0791 -0.42 54.4% 256 277 222 469 53.2% 0.50 0.0824 -0.20 0.04 1.97/2.37 2.30 78.00 2.44 2.00/2.94 0.04 -0.19 0.0803 -0.50 54.6% 413 28 216 191 57.5% 0.42 0.0748 -0.21 0.04 1.62/2.22 2.08 79.00 3.01 2.54/3.25 0.04 -0.18 0.0834 -0.59 51.3% 161 12 411 2.5k 57.4% 0.35 0.0710 -0.20 0.03 1.45/1.63 1.49 80.00 3.71 3.30/3.95 0.03 -0.17 0.0751 -0.66 53.6% 847 16 49 206 53.8% 0.27 0.0678 -0.17 0.03 0.71/1.46 1.33 81.00 4.07 3.45/4.90 0.03 -0.22 0.0575 -0.68 68.6% 217 82 419 1.2k 55.6% 0.22 0.0584 -0.15 0.03 0.82/0.97 0.98 82.00 5.00 4.70/5.40 0.03 -0.13 0.0593 -0.79 53.2% 171 15 141 590 56.7% 0.17 0.0497 -0.13 0.02 0.62/0.82 0.70 83.00 5.69 5.20/6.55 0.02 -0.11 0.0497 -0.84 54.0% 190 3 276 812 52.9% 0.11 0.0401 -0.09 0.02 0.30/0.59 0.54 84.00 — — — — — — — — — 299 2.3k 57.3% 0.10 0.0335 -0.09 0.02 0.36/0.49 0.41 85.00 — — — — — — — — — — — — — — — — — — 90.00 9.20 10.25/13.75 0.02 -0.27 0.0229 -0.83 122.0% 68 1
Greeks Profile 2026-09-04 · 5d · σ = 53.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $54 $66 $78 $89 $101 spot $77.76 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).