IV Skew
-6.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +8 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-12-17 (473d) 2028-01-21 (508d) 2028-06-16 (655d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1.4k 97 86.4% 0.84 0.0308 -0.25 0.02 7.55/8.60 8.15 80.00 0.77 0.77/0.82 0.02 -0.21 0.0309 -0.15 81.2% 11k 13k 100 18 87.0% 0.80 0.0349 -0.28 0.03 6.85/7.80 7.25 81.00 0.97 0.89/1.04 0.02 -0.23 0.0358 -0.18 79.5% 284 227 103 21 86.3% 0.77 0.0390 -0.31 0.03 6.10/7.05 6.93 82.00 1.23 1.15/1.30 0.03 -0.27 0.0406 -0.22 79.8% 140 119 67 15 88.1% 0.72 0.0420 -0.35 0.03 5.55/6.35 6.25 83.00 1.56 1.42/1.60 0.03 -0.29 0.0450 -0.26 79.5% 153 256 76 28 85.2% 0.68 0.0461 -0.36 0.03 4.95/5.45 5.30 84.00 1.86 1.86/1.95 0.03 -0.32 0.0481 -0.32 81.0% 325 166 741 128 82.0% 0.63 0.0503 -0.36 0.03 4.35/4.60 4.55 85.00 2.29 2.20/2.36 0.03 -0.34 0.0512 -0.37 80.6% 968 452 97 62 86.0% 0.58 0.0499 -0.39 0.04 3.85/4.30 4.05 86.00 2.66 2.60/2.96 0.04 -0.36 0.0522 -0.42 82.1% 296 108 69 160 85.0% 0.53 0.0513 -0.39 0.04 3.40/3.65 3.53 87.00 3.13 3.00/3.35 0.04 -0.36 0.0547 -0.47 79.8% 335 226 80 784 86.2% 0.48 0.0507 -0.40 0.04 2.97/3.25 3.10 88.00 3.77 3.70/3.90 0.04 -0.37 0.0532 -0.53 82.0% 895 437 130 1.6k 85.8% 0.43 0.0501 -0.39 0.04 2.57/2.78 2.62 89.00 4.35 4.15/4.50 0.04 -0.35 0.0532 -0.58 80.6% 469 1.5k 2.4k 743 86.2% 0.38 0.0484 -0.38 0.03 2.20/2.43 2.28 90.00 4.80 4.75/5.15 0.03 -0.34 0.0514 -0.63 80.5% 2.1k 2.5k 480 1.2k 85.5% 0.33 0.0465 -0.36 0.03 1.88/2.03 2.05 91.00 5.66 5.40/5.90 0.03 -0.32 0.0484 -0.68 81.2% 588 136 241 1.2k 85.6% 0.29 0.0438 -0.34 0.03 1.62/1.70 1.72 92.00 6.31 6.15/6.65 0.03 -0.31 0.0449 -0.72 82.2% 141 188 409 1.7k 87.7% 0.26 0.0402 -0.32 0.03 1.40/1.55 1.48 93.00 6.70 6.80/7.40 0.03 -0.27 0.0417 -0.76 80.8% 127 599 123 1.6k 88.2% 0.22 0.0369 -0.30 0.03 1.18/1.34 1.18 94.00 7.91 7.55/8.35 0.03 -0.26 0.0376 -0.80 82.9% 118 99 2.4k 1.0k 89.0% 0.19 0.0335 -0.28 0.02 1.03/1.13 1.05 95.00 8.41 8.20/9.10 0.02 -0.21 0.0337 -0.84 78.9% 135 297
Greeks Profile 2026-09-04 · 4d · σ = 82.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $74 $87 $100 $113 spot $87.14 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).