IV Skew
-1.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 24 13 64.6% 0.89 0.0293 -0.13 0.02 7.55/8.10 7.25 77.00 0.59 0.59/0.64 0.02 -0.12 0.0294 -0.11 65.3% 1.0k 470 53 1 66.6% 0.85 0.0357 -0.16 0.02 6.75/7.40 8.84 78.00 0.80 0.77/0.83 0.02 -0.15 0.0356 -0.15 65.1% 965 633 48 11 64.8% 0.81 0.0420 -0.18 0.03 6.05/6.45 6.27 79.00 1.01 0.98/1.04 0.03 -0.17 0.0420 -0.19 64.5% 1.2k 421 387 81 65.4% 0.76 0.0478 -0.21 0.03 5.35/5.75 5.63 80.00 1.28 1.23/1.31 0.03 -0.19 0.0483 -0.23 64.2% 1.8k 1.7k 404 24 64.8% 0.71 0.0533 -0.22 0.03 4.70/5.00 5.00 81.00 1.57 1.54/1.63 0.03 -0.21 0.0538 -0.29 64.0% 1.7k 615 108 94 65.4% 0.65 0.0572 -0.24 0.04 4.15/4.35 4.04 82.00 1.96 1.90/1.99 0.04 -0.23 0.0585 -0.34 63.7% 1.5k 367 72 78 66.0% 0.59 0.0596 -0.26 0.04 3.60/3.80 3.60 83.00 2.37 2.31/2.40 0.04 -0.24 0.0619 -0.40 63.4% 2.7k 370 143 708 64.2% 0.53 0.0628 -0.26 0.04 3.00/3.20 3.09 84.00 2.87 2.74/2.90 0.04 -0.24 0.0639 -0.47 63.1% 1.6k 571 789 2.7k 64.7% 0.47 0.0624 -0.26 0.04 2.58/2.73 2.70 85.00 3.41 3.30/3.55 0.04 -0.25 0.0624 -0.53 64.7% 4.8k 1.2k 155 1.3k 65.1% 0.41 0.0606 -0.25 0.04 2.20/2.31 2.28 86.00 4.15 3.80/4.15 0.04 -0.24 0.0616 -0.59 64.0% 357 465 296 993 64.6% 0.35 0.0582 -0.24 0.04 1.84/1.90 1.88 87.00 4.55 4.50/4.70 0.04 -0.23 0.0589 -0.65 63.8% 295 357 342 1.2k 65.2% 0.30 0.0540 -0.23 0.03 1.52/1.63 1.57 88.00 5.00 5.15/5.45 0.03 -0.21 0.0546 -0.70 64.2% 603 929 516 336 65.4% 0.25 0.0493 -0.21 0.03 1.25/1.36 1.29 89.00 6.09 5.90/6.25 0.03 -0.20 0.0493 -0.75 65.4% 269 2.5k 1.7k 3.3k 65.6% 0.21 0.0442 -0.19 0.03 1.05/1.10 1.09 90.00 6.75 6.55/6.95 0.03 -0.16 0.0446 -0.80 63.0% 483 3.1k 353 451 66.0% 0.17 0.0389 -0.17 0.02 0.84/0.93 0.87 91.00 7.77 7.25/8.00 0.02 -0.15 0.0389 -0.83 65.1% 93 529 723 803 66.5% 0.14 0.0337 -0.15 0.02 0.69/0.77 0.77 92.00 8.80 8.05/8.65 0.02 -0.11 0.0327 -0.88 61.4% 386 3.0k
Greeks Profile 2026-09-04 · 5d · σ = 63.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $59 $72 $84 $97 $109 spot $84.23 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).